| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 26.97% | 182.99% |
| Max Drawdown | -28.4% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 27.62 | 3.72 |
| Outlier Loss Ratio | 4.29 | 3.6 |
| Volatility (ann.) | 12.58% | 26.35% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.26 | 0.54 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 39.6 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.57% |
| Expected Yearly % | 6.15% | 29.7% |
| Kelly Criterion | -1.51% | 9.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.24% |
| Expected Shortfall (cVaR) | -1.08% | -2.24% |
| Year | 11399646:BTCUSD | 11399646:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -3.73 | 0.07 | + |
| 2023 | 155.54 | 4.08 | 0.03 | - |
| 2024 | 121.00 | 23.20 | 0.19 | - |
| 2025 | 16.76 | 2.85 | 0.17 | - |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | 2.85% | 16.76% |
| 1Y | -3.45% | 56.84% |
| 3Y (ann.) | 11.82% | 55.31% |
| 5Y (ann.) | 7.37% | 36.34% |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Max Drawdown | -28.4% | -67.18% |
| Longest DD Days | 719.0 | 683.0 |
| Avg. Drawdown | -5.62% | -6.9% |
| Avg. Drawdown Days | 77.0 | 35.0 |
| Recovery Factor | 0.95 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-02-27 | -28.40 | 719 |
| 2024-06-05 | 2025-06-11 | -19.30 | 370 |
| 2022-02-18 | 2022-02-25 | -10.53 | 7 |
| 2024-05-01 | 2024-06-05 | -5.39 | 35 |
| 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 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11399646:btcusd:triple_med_gx:lsma35_130 | 11399646:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -8.77% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -8.43% | -37.12% |
| Best Year | 23.2% | 155.54% |
| Worst Year | -3.73% | -57.08% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.1% | 6.72% |
| Avg. Down Week | -2.64% | -4.79% |
| Avg. Up Month | 5.14% | 14.11% |
| Avg. Down Month | -3.45% | -10.65% |
| Win Days % | 44.97% | 51.31% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 47.01% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |