| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 50.07% | 189.3% |
| Max Drawdown | -19.01% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.47 | 0.63 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 28.14 | 3.71 |
| Outlier Loss Ratio | 4.12 | 3.5 |
| Volatility (ann.) | 12.68% | 26.34% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.67 | 0.55 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 50.63 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.56% |
| Expected Yearly % | 10.68% | 30.42% |
| Kelly Criterion | 1.31% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.24% |
| Expected Shortfall (cVaR) | -1.08% | -2.24% |
| Year | 11394636:BTCUSD | 11394636:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.23 | 0.06 | + |
| 2023 | 155.54 | 18.89 | 0.12 | - |
| 2024 | 121.00 | 26.90 | 0.22 | - |
| 2025 | 16.76 | 2.79 | 0.17 | - |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| MTD | 1.29% | 4.16% |
| 3M | 5.28% | 31.46% |
| 6M | 3.25% | 12.77% |
| YTD | 2.79% | 16.76% |
| 1Y | 4.49% | 56.84% |
| 3Y (ann.) | 15.71% | 55.31% |
| 5Y (ann.) | 12.81% | 37.09% |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| Max Drawdown | -19.01% | -67.18% |
| Longest DD Days | 210.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.63% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.63 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-02-28 | -19.01 | 12 |
| 2022-09-27 | 2023-04-26 | -17.99 | 210 |
| 2022-03-09 | 2022-08-08 | -15.31 | 151 |
| 2024-06-05 | 2024-10-29 | -14.05 | 145 |
| 2025-01-30 | 2025-06-11 | -13.70 | 131 |
| 2022-08-11 | 2022-09-27 | -9.55 | 47 |
| 2023-07-14 | 2023-11-09 | -8.18 | 118 |
| 2024-04-21 | 2024-06-05 | -7.55 | 45 |
| 2023-11-20 | 2024-01-02 | -6.97 | 42 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| Metric | 11394636:btcusd:triple_med_gx:lsma35_115 | 11394636:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 13.32% | 43.77% |
| Worst Month | -8.85% | -37.12% |
| Best Year | 26.9% | 155.54% |
| Worst Year | -3.23% | -56.13% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 3.85% | 7.45% |
| Avg. Down Week | -2.43% | -5.0% |
| Avg. Up Month | 4.46% | 11.89% |
| Avg. Down Month | -3.73% | -14.28% |
| Win Days % | 45.74% | 51.25% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 46.55% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |