| Metric | 11391495:btcusd:triple_med_gx:lsma35_105 | 11391495:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 50.01% | 202.8% |
| Max Drawdown | -21.64% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.49 | 0.64 |
| Payoff Ratio | 1.25 | 1.12 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 29.33 | 3.7 |
| Outlier Loss Ratio | 4.19 | 3.48 |
| Volatility (ann.) | 12.37% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.59 | 0.58 |
| Skew | 2.38 | 0.2 |
| Kurtosis | 52.03 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.67% |
| Expected Yearly % | 10.67% | 31.91% |
| Kelly Criterion | 1.19% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.24% |
| Expected Shortfall (cVaR) | -1.05% | -2.24% |
| Year | 11391495:BTCUSD | 11391495:btcusd:triple_med_gx:lsma35_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -5.63 | 0.10 | + |
| 2023 | 155.54 | 18.19 | 0.12 | - |
| 2024 | 121.00 | 25.38 | 0.21 | - |
| 2025 | 16.76 | 7.27 | 0.43 | - |
| Metric | 11391495:btcusd:triple_med_gx:lsma35_105 | 11391495:BTCUSD |
|---|---|---|
| MTD | 1.29% | 4.16% |
| 3M | 4.91% | 31.46% |
| 6M | 7.6% | 12.77% |
| YTD | 7.27% | 16.76% |
| 1Y | 7.06% | 56.84% |
| 3Y (ann.) | 18.4% | 55.31% |
| 5Y (ann.) | 12.78% | 38.89% |
| Metric | 11391495:btcusd:triple_med_gx:lsma35_105 | 11391495:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.06% |
| Avg. Drawdown Days | 39.0 | 30.0 |
| Recovery Factor | 2.31 | 3.02 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2023-04-26 | -21.64 | 434 |
| 2024-06-05 | 2024-12-06 | -13.94 | 183 |
| 2025-01-15 | 2025-06-11 | -10.88 | 147 |
| 2023-07-14 | 2023-11-01 | -8.36 | 110 |
| 2024-04-20 | 2024-06-05 | -7.10 | 45 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| 2024-03-20 | 2024-03-25 | -6.48 | 4 |
| 2023-11-20 | 2024-01-01 | -6.10 | 42 |
| 2024-12-26 | 2025-01-13 | -5.93 | 18 |
| 2024-01-18 | 2024-02-26 | -5.70 | 39 |
| Metric | 11391495:btcusd:triple_med_gx:lsma35_105 | 11391495: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 | 12.62% | 43.77% |
| Worst Month | -8.36% | -37.12% |
| Best Year | 25.38% | 155.54% |
| Worst Year | -5.63% | -54.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.79% | -0.89% |
| Avg. Up Week | 3.66% | 6.78% |
| Avg. Down Week | -2.46% | -5.07% |
| Avg. Up Month | 4.0% | 12.85% |
| Avg. Down Month | -4.45% | -12.91% |
| Win Days % | 45.06% | 51.27% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 49.58% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |