| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 69.35% | 198.98% |
| Max Drawdown | -43.77% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.95 | 4.11 |
| Outlier Loss Ratio | 3.93 | 4.04 |
| Volatility (ann.) | 16.45% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.39 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 29.2 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.64% |
| Expected Yearly % | 14.08% | 31.5% |
| Kelly Criterion | 2.91% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11393826:BTCUSD | 11393826:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -29.91 | 0.55 | + |
| 2023 | 155.54 | 51.73 | 0.33 | - |
| 2024 | 121.00 | 22.58 | 0.19 | - |
| 2025 | 16.76 | 29.92 | 1.79 | + |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 3.28% | 31.46% |
| 6M | 29.98% | 12.77% |
| YTD | 29.92% | 16.76% |
| 1Y | 35.4% | 56.84% |
| 3Y (ann.) | 31.94% | 55.31% |
| 5Y (ann.) | 16.92% | 38.4% |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Max Drawdown | -43.77% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -5.7% | -6.29% |
| Avg. Drawdown Days | 36.0 | 31.0 |
| Recovery Factor | 1.58 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-11-24 | -43.77 | 644 |
| 2024-06-12 | 2024-12-05 | -27.46 | 175 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2025-04-04 | 2025-04-12 | -9.74 | 7 |
| 2024-04-04 | 2024-05-27 | -9.32 | 52 |
| 2025-05-19 | 2025-06-11 | -9.15 | 23 |
| 2023-12-22 | 2024-02-28 | -7.67 | 68 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| Metric | 11393826:btcusd:triple_med_gx:lsma35_110 | 11393826:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 19.61% | 43.77% |
| Worst Month | -14.88% | -37.12% |
| Best Year | 51.73% | 155.54% |
| Worst Year | -29.91% | -54.66% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.13% | 5.9% |
| Avg. Down Week | -3.43% | -5.16% |
| Avg. Up Month | 5.66% | 15.21% |
| Avg. Down Month | -6.79% | -14.6% |
| Win Days % | 49.54% | 51.26% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 56.48% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |