| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 7.25% | 187.39% |
| Max Drawdown | -27.44% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.15 | 0.62 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 28.0 | 3.68 |
| Outlier Loss Ratio | 4.31 | 3.65 |
| Volatility (ann.) | 12.49% | 26.35% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.08 | 0.55 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 40.38 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.55% |
| Expected Yearly % | 1.76% | 30.2% |
| Kelly Criterion | -2.63% | 8.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.24% |
| Expected Shortfall (cVaR) | -1.07% | -2.24% |
| Year | 11396311:BTCUSD | 11396311:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -12.56 | 0.22 | + |
| 2023 | 155.54 | 2.15 | 0.01 | - |
| 2024 | 121.00 | 28.93 | 0.24 | - |
| 2025 | 16.76 | -6.87 | -0.41 | - |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 1.59% | 31.46% |
| 6M | -10.82% | 12.77% |
| YTD | -6.87% | 16.76% |
| 1Y | -6.19% | 56.84% |
| 3Y (ann.) | 8.6% | 55.31% |
| 5Y (ann.) | 2.1% | 36.89% |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Max Drawdown | -27.44% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -5.73% | -6.61% |
| Avg. Drawdown Days | 67.0 | 33.0 |
| Recovery Factor | 0.26 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-02-27 | -27.44 | 728 |
| 2024-12-09 | 2025-06-11 | -20.77 | 184 |
| 2022-02-16 | 2022-02-28 | -17.57 | 12 |
| 2024-05-01 | 2024-11-06 | -11.55 | 189 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2024-03-26 | 2024-04-19 | -3.25 | 23 |
| 2024-12-01 | 2024-12-06 | -2.82 | 4 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-30 | 2024-12-01 | -1.05 | 1 |
| Metric | 11396311:btcusd:triple_med_gx:lsma35_120 | 11396311:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 11.01% | 43.77% |
| Worst Month | -8.63% | -37.12% |
| Best Year | 28.93% | 155.54% |
| Worst Year | -12.56% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.11% | 6.61% |
| Avg. Down Week | -2.73% | -4.36% |
| Avg. Up Month | 5.53% | 14.69% |
| Avg. Down Month | -3.34% | -10.19% |
| Win Days % | 45.09% | 51.28% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |