| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 83.95% | 183.29% |
| Max Drawdown | -41.87% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.56 | 0.62 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 21.05 | 3.94 |
| Outlier Loss Ratio | 4.06 | 3.91 |
| Volatility (ann.) | 15.4% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.48 | 0.54 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 33.7 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.57% |
| Expected Yearly % | 16.46% | 29.73% |
| Kelly Criterion | 3.61% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11398901:BTCUSD | 11398901:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.08 | 0.32 | + |
| 2023 | 155.54 | 22.25 | 0.14 | - |
| 2024 | 121.00 | 28.47 | 0.24 | - |
| 2025 | 16.76 | 42.97 | 2.56 | + |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 30.14% | 31.46% |
| 6M | 51.89% | 12.77% |
| YTD | 42.97% | 16.76% |
| 1Y | 42.84% | 56.84% |
| 3Y (ann.) | 16.81% | 55.31% |
| 5Y (ann.) | 19.9% | 36.34% |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Max Drawdown | -41.87% | -67.18% |
| Longest DD Days | 753.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.73% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 2.01 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-05-03 | -41.87 | 753 |
| 2024-05-31 | 2024-12-20 | -25.23 | 203 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-03-11 | -8.53 | 40 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| Metric | 11398901:btcusd:triple_med_gx:lsma35_125 | 11398901:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 14.65% | 43.77% |
| Worst Month | -26.7% | -37.12% |
| Best Year | 42.97% | 155.54% |
| Worst Year | -18.08% | -57.04% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 3.87% | 6.12% |
| Avg. Down Week | -3.56% | -4.76% |
| Avg. Up Month | 5.75% | 13.29% |
| Avg. Down Month | -5.14% | -13.32% |
| Win Days % | 49.52% | 51.3% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 53.4% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |