| Metric | 11402091:btcusd:triple_med_gx:lsma35_135 | 11402091:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 114.07% | 195.83% |
| Max Drawdown | -35.32% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 22.55 | 3.95 |
| Outlier Loss Ratio | 3.91 | 3.84 |
| Volatility (ann.) | 15.13% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.72 | 0.57 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 38.22 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.68% |
| Expected Yearly % | 20.96% | 31.15% |
| Kelly Criterion | 5.16% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11402091:BTCUSD | 11402091:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.86 | 0.34 | + |
| 2023 | 155.54 | 35.52 | 0.23 | - |
| 2024 | 121.00 | 47.34 | 0.39 | - |
| 2025 | 16.76 | 32.13 | 1.92 | + |
| Metric | 11402091:btcusd:triple_med_gx:lsma35_135 | 11402091:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.39% | 31.46% |
| 6M | 34.96% | 12.77% |
| YTD | 32.13% | 16.76% |
| 1Y | 49.99% | 56.84% |
| 3Y (ann.) | 29.28% | 55.31% |
| 5Y (ann.) | 25.48% | 38.19% |
| Metric | 11402091:btcusd:triple_med_gx:lsma35_135 | 11402091:BTCUSD |
|---|---|---|
| Max Drawdown | -35.32% | -67.18% |
| Longest DD Days | 621.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 3.23 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-20 | -35.32 | 621 |
| 2024-06-12 | 2024-11-06 | -22.29 | 146 |
| 2024-01-02 | 2024-03-25 | -11.38 | 83 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.83 | 13 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2024-05-01 | 2024-05-03 | -5.09 | 2 |
| 2022-02-27 | 2022-03-09 | -4.88 | 9 |
| Metric | 11402091:btcusd:triple_med_gx:lsma35_135 | 11402091:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.67% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 47.34% | 155.54% |
| Worst Year | -18.86% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.94% | 5.44% |
| Avg. Down Week | -3.67% | -5.71% |
| Avg. Up Month | 4.75% | 12.29% |
| Avg. Down Month | -5.75% | -16.14% |
| Win Days % | 50.49% | 51.32% |
| Win Month % | 73.68% | 60.98% |
| Win Week % | 63.16% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |