| Metric | 11397249:btcusd:triple_med_gx:lsma35_120 | 11397249:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 43.63% | 187.39% |
| Max Drawdown | -40.85% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.65 | 3.94 |
| Outlier Loss Ratio | 4.06 | 3.95 |
| Volatility (ann.) | 15.57% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.28 | 0.55 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 31.72 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.55% |
| Expected Yearly % | 9.47% | 30.2% |
| Kelly Criterion | 1.51% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11397249:BTCUSD | 11397249:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -24.35 | 0.43 | + |
| 2023 | 155.54 | 27.97 | 0.18 | - |
| 2024 | 121.00 | 18.32 | 0.15 | - |
| 2025 | 16.76 | 25.39 | 1.51 | + |
| Metric | 11397249:btcusd:triple_med_gx:lsma35_120 | 11397249:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 23.77% | 31.46% |
| 6M | 25.61% | 12.77% |
| YTD | 25.39% | 16.76% |
| 1Y | 14.75% | 56.84% |
| 3Y (ann.) | 9.44% | 55.31% |
| 5Y (ann.) | 11.37% | 36.89% |
| Metric | 11397249:btcusd:triple_med_gx:lsma35_120 | 11397249:BTCUSD |
|---|---|---|
| Max Drawdown | -40.85% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.61% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 1.07 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-04 | -40.85 | 689 |
| 2024-05-30 | 2025-05-08 | -27.84 | 342 |
| 2022-04-10 | 2022-05-15 | -14.14 | 35 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2024-04-22 | 2024-05-03 | -5.17 | 11 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11397249:btcusd:triple_med_gx:lsma35_120 | 11397249:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -28.42% | -29.64% |
| Best Month | 12.72% | 43.77% |
| Worst Month | -26.39% | -37.12% |
| Best Year | 27.97% | 155.54% |
| Worst Year | -24.35% | -56.42% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.92% | 6.12% |
| Avg. Down Week | -3.52% | -4.49% |
| Avg. Up Month | 5.32% | 13.91% |
| Avg. Down Month | -6.95% | -13.45% |
| Win Days % | 49.03% | 51.28% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |