| Metric | 11398956:btcusd:triple_med_gx:lsma35_125 | 11398956:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 121.64% | 183.29% |
| Max Drawdown | -46.59% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 20.62 | 3.99 |
| Outlier Loss Ratio | 4.01 | 3.92 |
| Volatility (ann.) | 15.74% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.57 | 0.54 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 33.37 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.57% |
| Expected Yearly % | 22.01% | 29.73% |
| Kelly Criterion | 4.76% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11398956:BTCUSD | 11398956:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -24.63 | 0.43 | + |
| 2023 | 155.54 | 27.98 | 0.18 | - |
| 2024 | 121.00 | 58.68 | 0.48 | - |
| 2025 | 16.76 | 44.80 | 2.67 | + |
| Metric | 11398956:btcusd:triple_med_gx:lsma35_125 | 11398956:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 33.81% | 31.46% |
| 6M | 46.28% | 12.77% |
| YTD | 44.8% | 16.76% |
| 1Y | 51.46% | 56.84% |
| 3Y (ann.) | 26.92% | 55.31% |
| 5Y (ann.) | 26.74% | 36.34% |
| Metric | 11398956:btcusd:triple_med_gx:lsma35_125 | 11398956:BTCUSD |
|---|---|---|
| Max Drawdown | -46.59% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.73% |
| Avg. Drawdown Days | 26.0 | 34.0 |
| Recovery Factor | 2.61 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-22 | -46.59 | 774 |
| 2024-06-10 | 2024-11-06 | -22.62 | 148 |
| 2024-12-21 | 2025-03-11 | -15.09 | 80 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-22 | 2025-06-08 | -4.27 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11398956:btcusd:triple_med_gx:lsma35_125 | 11398956:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 20.74% | 43.77% |
| Worst Month | -27.46% | -37.12% |
| Best Year | 58.68% | 155.54% |
| Worst Year | -24.63% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.38% | 6.23% |
| Avg. Down Week | -3.59% | -4.89% |
| Avg. Up Month | 6.23% | 12.33% |
| Avg. Down Month | -5.31% | -12.53% |
| Win Days % | 50.44% | 51.3% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 54.29% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |