| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 20.57% | 195.42% |
| Max Drawdown | -37.1% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.27 | 0.63 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 30.21 | 3.68 |
| Outlier Loss Ratio | 4.07 | 3.5 |
| Volatility (ann.) | 12.31% | 26.36% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.15 | 0.56 |
| Skew | 1.79 | 0.2 |
| Kurtosis | 50.89 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.61% |
| Expected Yearly % | 4.79% | 31.1% |
| Kelly Criterion | -1.53% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.24% |
| Expected Shortfall (cVaR) | -1.05% | -2.24% |
| Year | 11389986:BTCUSD | 11389986:btcusd:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -24.62 | 0.45 | + |
| 2023 | 155.54 | 21.79 | 0.14 | - |
| 2024 | 121.00 | 21.08 | 0.17 | - |
| 2025 | 17.02 | 8.46 | 0.50 | - |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| MTD | -0.45% | 4.4% |
| 3M | 3.11% | 31.76% |
| 6M | 9.17% | 12.25% |
| YTD | 8.46% | 17.02% |
| 1Y | 5.21% | 57.19% |
| 3Y (ann.) | 18.76% | 55.42% |
| 5Y (ann.) | 5.7% | 37.84% |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Max Drawdown | -37.1% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -5.58% | -6.6% |
| Avg. Drawdown Days | 63.0 | 32.0 |
| Recovery Factor | 0.55 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-27 | -37.10 | 761 |
| 2024-06-05 | 2024-12-24 | -18.10 | 201 |
| 2024-03-13 | 2024-03-25 | -8.87 | 12 |
| 2025-03-03 | 2025-05-21 | -8.40 | 79 |
| 2025-01-15 | 2025-03-02 | -8.32 | 46 |
| 2024-04-20 | 2024-06-04 | -6.22 | 44 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11389986:btcusd:triple_med_gx:lsma35_100 | 11389986:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 12.11% | 43.77% |
| Worst Month | -9.03% | -37.12% |
| Best Year | 21.79% | 155.54% |
| Worst Year | -24.62% | -55.3% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.83% | -0.91% |
| Avg. Up Week | 4.0% | 6.97% |
| Avg. Down Week | -2.8% | -5.25% |
| Avg. Up Month | 3.97% | 13.2% |
| Avg. Down Month | -4.26% | -15.6% |
| Win Days % | 44.89% | 51.27% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 46.61% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |