| Metric | 11397137:btcusd:triple_med_gx:lsma35_120 | 11397137:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 118.11% | 187.39% |
| Max Drawdown | -26.2% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.69 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.57 | 4.05 |
| Outlier Loss Ratio | 4.06 | 3.94 |
| Volatility (ann.) | 15.81% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.0 | 0.55 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 33.74 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.55% |
| Expected Yearly % | 21.53% | 30.2% |
| Kelly Criterion | 4.77% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11397137:BTCUSD | 11397137:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -6.93 | 0.12 | + |
| 2023 | 155.54 | 21.21 | 0.14 | - |
| 2024 | 121.00 | 37.87 | 0.31 | - |
| 2025 | 16.76 | 40.24 | 2.40 | + |
| Metric | 11397137:btcusd:triple_med_gx:lsma35_120 | 11397137:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.79% | 31.46% |
| 6M | 43.07% | 12.77% |
| YTD | 40.24% | 16.76% |
| 1Y | 52.24% | 56.84% |
| 3Y (ann.) | 27.18% | 55.31% |
| 5Y (ann.) | 26.11% | 36.89% |
| Metric | 11397137:btcusd:triple_med_gx:lsma35_120 | 11397137:BTCUSD |
|---|---|---|
| Max Drawdown | -26.2% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.61% |
| Avg. Drawdown Days | 25.0 | 33.0 |
| Recovery Factor | 4.51 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-14 | 2024-11-06 | -26.20 | 176 |
| 2022-05-10 | 2023-04-11 | -25.39 | 336 |
| 2023-04-26 | 2024-03-20 | -14.10 | 328 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-04-07 | 2024-04-22 | -7.75 | 14 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397137:btcusd:triple_med_gx:lsma35_120 | 11397137:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -11.29% | -37.12% |
| Best Year | 40.24% | 155.54% |
| Worst Year | -6.93% | -56.42% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 3.98% | 6.53% |
| Avg. Down Week | -2.19% | -4.16% |
| Avg. Up Month | 6.49% | 13.07% |
| Avg. Down Month | -3.06% | -12.22% |
| Win Days % | 49.93% | 51.28% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 48.11% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |