| Metric | 11398790:btcusd:triple_med_gx:lsma35_125 | 11398790:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 105.23% | 183.29% |
| Max Drawdown | -34.47% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.15 | 3.99 |
| Outlier Loss Ratio | 4.02 | 3.95 |
| Volatility (ann.) | 15.6% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.69 | 0.54 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 35.15 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.77% | 2.57% |
| Expected Yearly % | 19.69% | 29.73% |
| Kelly Criterion | 4.45% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11398790:BTCUSD | 11398790:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -17.77 | 0.31 | + |
| 2023 | 155.54 | 28.66 | 0.18 | - |
| 2024 | 121.00 | 32.46 | 0.27 | - |
| 2025 | 16.76 | 46.45 | 2.77 | + |
| Metric | 11398790:btcusd:triple_med_gx:lsma35_125 | 11398790:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 30.54% | 31.46% |
| 6M | 51.06% | 12.77% |
| YTD | 46.45% | 16.76% |
| 1Y | 57.88% | 56.84% |
| 3Y (ann.) | 26.05% | 55.31% |
| 5Y (ann.) | 23.87% | 36.34% |
| Metric | 11398790:btcusd:triple_med_gx:lsma35_125 | 11398790:BTCUSD |
|---|---|---|
| Max Drawdown | -34.47% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.73% |
| Avg. Drawdown Days | 26.0 | 34.0 |
| Recovery Factor | 3.05 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-02 | -34.47 | 631 |
| 2024-05-05 | 2024-12-05 | -27.13 | 214 |
| 2024-01-02 | 2024-03-20 | -11.84 | 78 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| Metric | 11398790:btcusd:triple_med_gx:lsma35_125 | 11398790:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -15.3% | -37.12% |
| Best Year | 46.45% | 155.54% |
| Worst Year | -17.77% | -57.04% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.97% | 6.05% |
| Avg. Down Week | -2.7% | -4.41% |
| Avg. Up Month | 5.82% | 13.03% |
| Avg. Down Month | -3.87% | -12.99% |
| Win Days % | 50.03% | 51.3% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 52.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |