| Metric | 11402426:btcusd:triple_med_gx:lsma35_135 | 11402426:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 263.67% | 191.37% |
| Max Drawdown | -32.28% | -67.18% |
| Sharpe | 0.71 | 0.43 |
| Sortino | 1.13 | 0.63 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.67 | 1.07 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 21.29 | 3.96 |
| Outlier Loss Ratio | 4.1 | 3.78 |
| Volatility (ann.) | 14.83% | 26.25% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.43 | 0.55 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 36.08 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 2.64% |
| Expected Yearly % | 38.09% | 30.65% |
| Kelly Criterion | 8.41% | 7.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11402426:BTCUSD | 11402426:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.19 | 0.15 | + |
| 2023 | 155.54 | 48.08 | 0.31 | - |
| 2024 | 121.00 | 92.55 | 0.76 | - |
| 2025 | 15.00 | 38.92 | 2.59 | + |
| Metric | 11402426:btcusd:triple_med_gx:lsma35_135 | 11402426:BTCUSD |
|---|---|---|
| MTD | 0.29% | 2.59% |
| 3M | 15.04% | 27.24% |
| 6M | 37.72% | 14.0% |
| YTD | 38.92% | 15.0% |
| 1Y | 102.13% | 78.0% |
| 3Y (ann.) | 50.25% | 74.28% |
| 5Y (ann.) | 46.19% | 36.96% |
| Metric | 11402426:btcusd:triple_med_gx:lsma35_135 | 11402426:BTCUSD |
|---|---|---|
| Max Drawdown | -32.28% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.03% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 8.17 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -32.28 | 345 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-03-09 | 2022-05-13 | -12.34 | 64 |
| 2024-01-02 | 2024-02-26 | -11.23 | 55 |
| 2025-01-31 | 2025-02-28 | -10.01 | 28 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-10-16 | -8.32 | 94 |
| 2024-08-09 | 2024-10-12 | -8.11 | 64 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-05-06 | 2023-07-13 | -7.82 | 68 |
| Metric | 11402426:btcusd:triple_med_gx:lsma35_135 | 11402426:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.32% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 92.55% | 155.54% |
| Worst Year | -8.19% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.71% | 6.48% |
| Avg. Down Week | -3.15% | -5.19% |
| Avg. Up Month | 6.08% | 14.64% |
| Avg. Down Month | -5.27% | -11.54% |
| Win Days % | 50.88% | 51.36% |
| Win Month % | 72.5% | 60.98% |
| Win Week % | 58.82% | 51.1% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |