| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 28.44% | 183.29% |
| Max Drawdown | -28.64% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 27.67 | 3.71 |
| Outlier Loss Ratio | 4.29 | 3.6 |
| Volatility (ann.) | 12.53% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.27 | 0.54 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 40.07 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.57% |
| Expected Yearly % | 6.46% | 29.73% |
| Kelly Criterion | -1.07% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.24% |
| Expected Shortfall (cVaR) | -1.07% | -2.24% |
| Year | 11397959:BTCUSD | 11397959:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.92 | 0.10 | + |
| 2023 | 155.54 | 3.48 | 0.02 | - |
| 2024 | 121.00 | 34.13 | 0.28 | - |
| 2025 | 16.76 | -1.65 | -0.10 | - |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 1.94% | 31.46% |
| 6M | -5.33% | 12.77% |
| YTD | -1.65% | 16.76% |
| 1Y | 0.54% | 56.84% |
| 3Y (ann.) | 12.57% | 55.31% |
| 5Y (ann.) | 7.74% | 36.34% |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Max Drawdown | -28.64% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.73% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 0.99 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-02-27 | -28.64 | 728 |
| 2024-12-09 | 2025-06-11 | -18.70 | 184 |
| 2022-02-18 | 2022-02-25 | -10.37 | 7 |
| 2024-05-01 | 2024-08-08 | -10.08 | 99 |
| 2024-08-09 | 2024-10-28 | -6.48 | 80 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-19 | -2.90 | 23 |
| 2024-12-01 | 2024-12-06 | -2.82 | 4 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11397959:btcusd:triple_med_gx:lsma35_125 | 11397959:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -8.77% | -29.64% |
| Best Month | 11.8% | 43.77% |
| Worst Month | -8.43% | -37.12% |
| Best Year | 34.13% | 155.54% |
| Worst Year | -5.92% | -57.04% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.18% | 6.6% |
| Avg. Down Week | -2.55% | -4.29% |
| Avg. Up Month | 5.55% | 14.12% |
| Avg. Down Month | -3.68% | -11.0% |
| Win Days % | 45.28% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 45.76% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |