| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 122.65% | 189.3% |
| Max Drawdown | -28.54% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.7 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.07 | 4.05 |
| Outlier Loss Ratio | 4.03 | 3.95 |
| Volatility (ann.) | 15.91% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.94 | 0.55 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 32.79 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.56% |
| Expected Yearly % | 22.15% | 30.42% |
| Kelly Criterion | 4.7% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11395520:BTCUSD | 11395520:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -13.84 | 0.25 | + |
| 2023 | 155.54 | 29.70 | 0.19 | - |
| 2024 | 121.00 | 42.77 | 0.35 | - |
| 2025 | 16.76 | 39.56 | 2.36 | + |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 17.91% | 31.46% |
| 6M | 42.81% | 12.77% |
| YTD | 39.56% | 16.76% |
| 1Y | 54.0% | 56.84% |
| 3Y (ann.) | 30.37% | 55.31% |
| 5Y (ann.) | 26.83% | 37.09% |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Max Drawdown | -28.54% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.63% |
| Avg. Drawdown Days | 23.0 | 33.0 |
| Recovery Factor | 4.3 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-06 | -28.54 | 146 |
| 2022-04-08 | 2023-04-26 | -27.25 | 383 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2023-07-14 | 2023-12-27 | -11.13 | 166 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2023-04-26 | 2023-07-13 | -8.89 | 78 |
| 2025-03-14 | 2025-04-11 | -8.59 | 27 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| Metric | 11395520:btcusd:triple_med_gx:lsma35_115 | 11395520:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 13.13% | 43.77% |
| Worst Month | -10.77% | -37.12% |
| Best Year | 42.77% | 155.54% |
| Worst Year | -13.84% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.39% | 6.09% |
| Avg. Down Week | -2.33% | -4.35% |
| Avg. Up Month | 6.27% | 12.52% |
| Avg. Down Month | -3.23% | -12.53% |
| Win Days % | 50.59% | 51.25% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 50.47% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |