| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 161.4% | 191.37% |
| Max Drawdown | -34.95% | -67.18% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.86 | 0.63 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 21.98 | 3.9 |
| Outlier Loss Ratio | 4.09 | 3.8 |
| Volatility (ann.) | 14.76% | 26.25% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.93 | 0.55 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 38.65 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.64% |
| Expected Yearly % | 27.15% | 30.65% |
| Kelly Criterion | 6.83% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11402258:BTCUSD | 11402258:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.02 | 0.15 | + |
| 2023 | 155.54 | 32.86 | 0.21 | - |
| 2024 | 121.00 | 51.88 | 0.43 | - |
| 2025 | 15.00 | 40.83 | 2.72 | + |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| MTD | 2.28% | 2.59% |
| 3M | 19.53% | 27.24% |
| 6M | 39.6% | 14.0% |
| YTD | 40.83% | 15.0% |
| 1Y | 94.47% | 78.0% |
| 3Y (ann.) | 41.76% | 74.28% |
| 5Y (ann.) | 32.66% | 36.96% |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Max Drawdown | -34.95% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -3.19% | -7.03% |
| Avg. Drawdown Days | 19.0 | 37.0 |
| Recovery Factor | 4.62 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-04-26 | -34.95 | 412 |
| 2024-05-05 | 2024-10-14 | -20.93 | 162 |
| 2023-07-14 | 2024-01-02 | -12.06 | 172 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-04-22 | 2024-05-03 | -7.05 | 11 |
| 2023-04-26 | 2023-07-13 | -6.96 | 77 |
| 2024-12-26 | 2025-03-04 | -6.93 | 68 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402258:btcusd:triple_med_gx:lsma35_135 | 11402258:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.2% | 43.77% |
| Worst Month | -13.24% | -37.12% |
| Best Year | 51.88% | 155.54% |
| Worst Year | -8.02% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.45% | 5.94% |
| Avg. Down Week | -2.94% | -4.98% |
| Avg. Up Month | 5.27% | 12.77% |
| Avg. Down Month | -4.46% | -13.48% |
| Win Days % | 50.0% | 51.36% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 52.04% | 51.1% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |