| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 13.31% | 206.05% |
| Max Drawdown | -39.81% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.21 | 0.65 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 30.75 | 3.65 |
| Outlier Loss Ratio | 4.12 | 3.5 |
| Volatility (ann.) | 12.3% | 26.45% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.09 | 0.58 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 52.86 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.7% |
| Expected Yearly % | 3.17% | 32.27% |
| Kelly Criterion | -1.79% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.25% |
| Expected Shortfall (cVaR) | -1.05% | -2.25% |
| Year | 11387081:BTCUSD | 11387081:btcusd:triple_med_gx:lsma35_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -27.64 | 0.51 | + |
| 2023 | 155.54 | 18.57 | 0.12 | - |
| 2024 | 121.00 | 26.13 | 0.22 | - |
| 2025 | 17.02 | 4.71 | 0.28 | - |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 2.93% | 31.76% |
| 6M | 3.83% | 12.25% |
| YTD | 4.71% | 17.02% |
| 1Y | 4.93% | 57.19% |
| 3Y (ann.) | 18.05% | 55.42% |
| 5Y (ann.) | 3.76% | 39.18% |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Max Drawdown | -39.81% | -67.18% |
| Longest DD Days | 789.0 | 683.0 |
| Avg. Drawdown | -4.85% | -6.21% |
| Avg. Drawdown Days | 60.0 | 29.0 |
| Recovery Factor | 0.33 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-03-25 | -39.81 | 789 |
| 2024-06-14 | 2024-11-21 | -13.22 | 160 |
| 2025-01-15 | 2025-05-22 | -12.56 | 126 |
| 2024-04-20 | 2024-06-04 | -6.55 | 44 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-11-23 | 2024-12-06 | -3.61 | 13 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-12-06 | 2024-12-24 | -1.41 | 17 |
| Metric | 11387081:btcusd:triple_med_gx:lsma35_90 | 11387081:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.35% | 35.75% |
| Worst Week | -11.87% | -29.64% |
| Best Month | 12.69% | 43.77% |
| Worst Month | -9.96% | -37.12% |
| Best Year | 26.13% | 155.54% |
| Worst Year | -27.64% | -53.69% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.91% |
| Avg. Up Week | 3.47% | 7.11% |
| Avg. Down Week | -3.06% | -5.19% |
| Avg. Up Month | 3.75% | 15.52% |
| Avg. Down Month | -5.41% | -12.91% |
| Win Days % | 44.65% | 51.27% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 50.0% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |