| Metric | 11397193:btcusd:triple_med_gx:lsma35_120 | 11397193:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 111.65% | 187.39% |
| Max Drawdown | -32.5% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.66 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 20.38 | 3.99 |
| Outlier Loss Ratio | 4.11 | 3.94 |
| Volatility (ann.) | 15.54% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.77 | 0.55 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 32.31 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.55% |
| Expected Yearly % | 20.62% | 30.2% |
| Kelly Criterion | 4.67% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11397193:BTCUSD | 11397193:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.60 | 0.26 | + |
| 2023 | 155.54 | 28.45 | 0.18 | - |
| 2024 | 121.00 | 33.88 | 0.28 | - |
| 2025 | 16.76 | 44.12 | 2.63 | + |
| Metric | 11397193:btcusd:triple_med_gx:lsma35_120 | 11397193:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 35.43% | 31.46% |
| 6M | 49.91% | 12.77% |
| YTD | 44.12% | 16.76% |
| 1Y | 53.15% | 56.84% |
| 3Y (ann.) | 27.17% | 55.31% |
| 5Y (ann.) | 24.99% | 36.89% |
| Metric | 11397193:btcusd:triple_med_gx:lsma35_120 | 11397193:BTCUSD |
|---|---|---|
| Max Drawdown | -32.5% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.61% |
| Avg. Drawdown Days | 23.0 | 33.0 |
| Recovery Factor | 3.44 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -32.50 | 380 |
| 2024-04-22 | 2024-12-11 | -29.50 | 233 |
| 2025-02-06 | 2025-04-07 | -13.57 | 60 |
| 2023-07-14 | 2024-01-02 | -12.21 | 172 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.12 | 63 |
| 2023-04-26 | 2023-07-12 | -7.13 | 76 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| Metric | 11397193:btcusd:triple_med_gx:lsma35_120 | 11397193:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -15.56% | -37.12% |
| Best Year | 44.12% | 155.54% |
| Worst Year | -14.6% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.23% | 6.17% |
| Avg. Down Week | -2.74% | -4.34% |
| Avg. Up Month | 6.75% | 14.12% |
| Avg. Down Month | -5.21% | -13.66% |
| Win Days % | 49.93% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 50.49% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |