| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 103.63% | 183.29% |
| Max Drawdown | -34.65% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.64 | 0.62 |
| Payoff Ratio | 1.11 | 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 | 20.89 | 3.94 |
| Outlier Loss Ratio | 4.07 | 3.92 |
| Volatility (ann.) | 15.49% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.68 | 0.54 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 33.97 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.75% | 2.57% |
| Expected Yearly % | 19.46% | 29.73% |
| Kelly Criterion | 4.29% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11398845:BTCUSD | 11398845:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -16.72 | 0.29 | + |
| 2023 | 155.54 | 35.35 | 0.23 | - |
| 2024 | 121.00 | 36.00 | 0.30 | - |
| 2025 | 16.76 | 32.84 | 1.96 | + |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 27.48% | 31.46% |
| 6M | 38.5% | 12.77% |
| YTD | 32.84% | 16.76% |
| 1Y | 40.36% | 56.84% |
| 3Y (ann.) | 23.23% | 55.31% |
| 5Y (ann.) | 23.58% | 36.34% |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Max Drawdown | -34.65% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -4.61% | -6.73% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 2.99 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -34.65 | 458 |
| 2024-05-05 | 2024-12-24 | -29.09 | 233 |
| 2025-01-30 | 2025-04-09 | -14.20 | 69 |
| 2023-07-14 | 2024-01-02 | -12.03 | 172 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2024-04-22 | 2024-05-03 | -7.05 | 11 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11398845:btcusd:triple_med_gx:lsma35_125 | 11398845:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 13.44% | 43.77% |
| Worst Month | -19.97% | -37.12% |
| Best Year | 36.0% | 155.54% |
| Worst Year | -16.72% | -57.04% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.29% | 6.12% |
| Avg. Down Week | -3.18% | -4.36% |
| Avg. Up Month | 6.11% | 13.55% |
| Avg. Down Month | -4.83% | -14.19% |
| Win Days % | 49.62% | 51.3% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 54.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |