| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 27.51% | 195.83% |
| Max Drawdown | -30.64% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 27.84 | 3.71 |
| Outlier Loss Ratio | 4.29 | 3.61 |
| Volatility (ann.) | 12.55% | 26.35% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.25 | 0.57 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 40.67 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.68% |
| Expected Yearly % | 6.26% | 31.15% |
| Kelly Criterion | -1.64% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.24% |
| Expected Shortfall (cVaR) | -1.07% | -2.24% |
| Year | 11401367:BTCUSD | 11401367:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.27 | -0.00 | + |
| 2023 | 155.54 | 1.73 | 0.01 | - |
| 2024 | 121.00 | 25.02 | 0.21 | - |
| 2025 | 16.76 | -0.01 | -0.00 | - |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| MTD | -0.78% | 4.16% |
| 3M | 7.09% | 31.46% |
| 6M | -3.3% | 12.77% |
| YTD | -0.01% | 16.76% |
| 1Y | -5.26% | 56.84% |
| 3Y (ann.) | 12.6% | 55.31% |
| 5Y (ann.) | 7.52% | 38.19% |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367:BTCUSD |
|---|---|---|
| Max Drawdown | -30.64% | -67.18% |
| Longest DD Days | 719.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.97% |
| Avg. Drawdown Days | 68.0 | 36.0 |
| Recovery Factor | 0.9 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-02-27 | -30.64 | 719 |
| 2024-12-09 | 2025-06-11 | -18.50 | 184 |
| 2024-06-05 | 2024-12-08 | -9.87 | 186 |
| 2022-02-19 | 2022-02-24 | -9.49 | 5 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2024-05-01 | 2024-06-05 | -4.87 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-19 | -2.94 | 23 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401367:btcusd:triple_med_gx:lsma35_135 | 11401367: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 | 13.15% | 43.77% |
| Worst Month | -9.04% | -37.12% |
| Best Year | 25.02% | 155.54% |
| Worst Year | -0.01% | -55.14% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.07% | 6.66% |
| Avg. Down Week | -2.61% | -4.12% |
| Avg. Up Month | 5.36% | 15.39% |
| Avg. Down Month | -3.37% | -9.82% |
| Win Days % | 45.29% | 51.32% |
| Win Month % | 48.78% | 60.98% |
| Win Week % | 46.43% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |