| Metric | 11395575:btcusd:triple_med_gx:lsma35_115 | 11395575:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 94.1% | 189.3% |
| Max Drawdown | -35.91% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.63 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.85 | 4.02 |
| Outlier Loss Ratio | 4.09 | 3.95 |
| Volatility (ann.) | 15.88% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.61 | 0.55 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 32.73 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.56% |
| Expected Yearly % | 18.03% | 30.42% |
| Kelly Criterion | 3.23% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11395575:BTCUSD | 11395575:btcusd:triple_med_gx:lsma35_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -23.88 | 0.43 | + |
| 2023 | 155.54 | 22.76 | 0.15 | - |
| 2024 | 121.00 | 35.15 | 0.29 | - |
| 2025 | 16.76 | 53.69 | 3.20 | + |
| Metric | 11395575:btcusd:triple_med_gx:lsma35_115 | 11395575:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.47% | 31.46% |
| 6M | 59.37% | 12.77% |
| YTD | 53.69% | 16.76% |
| 1Y | 71.53% | 56.84% |
| 3Y (ann.) | 26.25% | 55.31% |
| 5Y (ann.) | 21.77% | 37.09% |
| Metric | 11395575:btcusd:triple_med_gx:lsma35_115 | 11395575:BTCUSD |
|---|---|---|
| Max Drawdown | -35.91% | -67.18% |
| Longest DD Days | 750.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.63% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 2.62 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-03-20 | -35.91 | 750 |
| 2024-04-22 | 2024-12-05 | -32.33 | 226 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11395575:btcusd:triple_med_gx:lsma35_115 | 11395575:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 13.21% | 43.77% |
| Worst Month | -19.79% | -37.12% |
| Best Year | 53.69% | 155.54% |
| Worst Year | -23.88% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.05% | 6.0% |
| Avg. Down Week | -2.71% | -3.98% |
| Avg. Up Month | 6.26% | 13.36% |
| Avg. Down Month | -5.86% | -13.05% |
| Win Days % | 49.61% | 51.25% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 49.53% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |