| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 101.81% | 182.99% |
| Max Drawdown | -49.21% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 21.67 | 3.94 |
| Outlier Loss Ratio | 3.9 | 3.8 |
| Volatility (ann.) | 15.15% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.47 | 0.54 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 35.24 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.57% |
| Expected Yearly % | 19.19% | 29.7% |
| Kelly Criterion | 4.51% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.24% |
| Expected Shortfall (cVaR) | -1.29% | -2.24% |
| Year | 11400646:BTCUSD | 11400646:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -30.27 | 0.53 | + |
| 2023 | 155.54 | 37.21 | 0.24 | - |
| 2024 | 121.00 | 63.53 | 0.53 | - |
| 2025 | 16.76 | 28.99 | 1.73 | + |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.89% | 31.46% |
| 6M | 33.26% | 12.77% |
| YTD | 28.99% | 16.76% |
| 1Y | 43.31% | 56.84% |
| 3Y (ann.) | 21.33% | 55.31% |
| 5Y (ann.) | 23.27% | 36.34% |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Max Drawdown | -49.21% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.9% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 2.07 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-22 | -49.21 | 774 |
| 2024-06-10 | 2024-11-06 | -19.50 | 148 |
| 2025-01-30 | 2025-03-12 | -13.60 | 41 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-03 | -5.19 | 13 |
| 2025-04-02 | 2025-04-11 | -5.12 | 9 |
| 2025-01-12 | 2025-01-14 | -4.56 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11400646:btcusd:triple_med_gx:lsma35_130 | 11400646:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 19.23% | 43.77% |
| Worst Month | -24.09% | -37.12% |
| Best Year | 63.53% | 155.54% |
| Worst Year | -30.27% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.12% | 6.03% |
| Avg. Down Week | -3.77% | -5.62% |
| Avg. Up Month | 5.9% | 12.79% |
| Avg. Down Month | -6.88% | -13.73% |
| Win Days % | 50.57% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 57.84% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |