| Metric | 11400478:btcusd:triple_med_gx:lsma35_130 | 11400478:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 113.44% | 182.99% |
| Max Drawdown | -41.65% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.5 | 3.95 |
| Outlier Loss Ratio | 3.95 | 3.88 |
| Volatility (ann.) | 15.58% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.61 | 0.54 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 37.03 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.57% |
| Expected Yearly % | 20.87% | 29.7% |
| Kelly Criterion | 5.14% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11400478:BTCUSD | 11400478:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -18.70 | 0.33 | + |
| 2023 | 155.54 | 31.74 | 0.20 | - |
| 2024 | 121.00 | 39.12 | 0.32 | - |
| 2025 | 16.76 | 43.24 | 2.58 | + |
| Metric | 11400478:btcusd:triple_med_gx:lsma35_130 | 11400478:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 26.55% | 31.46% |
| 6M | 48.56% | 12.77% |
| YTD | 43.24% | 16.76% |
| 1Y | 55.74% | 56.84% |
| 3Y (ann.) | 23.58% | 55.31% |
| 5Y (ann.) | 25.35% | 36.34% |
| Metric | 11400478:btcusd:triple_med_gx:lsma35_130 | 11400478:BTCUSD |
|---|---|---|
| Max Drawdown | -41.65% | -67.18% |
| Longest DD Days | 724.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.9% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 2.72 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-04 | -41.65 | 724 |
| 2024-06-12 | 2024-12-04 | -25.50 | 175 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-14 | 2025-04-09 | -5.20 | 25 |
| 2024-04-07 | 2024-04-19 | -4.69 | 11 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400478:btcusd:triple_med_gx:lsma35_130 | 11400478:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.24% | 43.77% |
| Worst Month | -27.88% | -37.12% |
| Best Year | 43.24% | 155.54% |
| Worst Year | -18.7% | -57.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.14% | 6.2% |
| Avg. Down Week | -3.53% | -4.82% |
| Avg. Up Month | 5.79% | 12.82% |
| Avg. Down Month | -5.8% | -13.99% |
| Win Days % | 50.22% | 51.31% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 57.29% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |