| Metric | 11403790:btcusd:triple_med_gx:lsma35_140 | 11403790:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 119.75% | 161.99% |
| Max Drawdown | -34.52% | -67.18% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.72 | 0.59 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 22.87 | 3.94 |
| Outlier Loss Ratio | 3.82 | 3.85 |
| Volatility (ann.) | 15.17% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.77 | 0.5 |
| Skew | 1.52 | 0.18 |
| Kurtosis | 38.39 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.38% |
| Expected Yearly % | 21.75% | 27.22% |
| Kelly Criterion | 5.31% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.23% |
| Expected Shortfall (cVaR) | -1.29% | -2.23% |
| Year | 11403790:BTCUSD | 11403790:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.38 | 0.24 | + |
| 2023 | 155.54 | 49.26 | 0.32 | - |
| 2024 | 121.00 | 32.65 | 0.27 | - |
| 2025 | 16.76 | 29.63 | 1.77 | + |
| Metric | 11403790:btcusd:triple_med_gx:lsma35_140 | 11403790:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 11.31% | 31.46% |
| 6M | 23.25% | 12.77% |
| YTD | 29.63% | 16.76% |
| 1Y | 37.75% | 56.84% |
| 3Y (ann.) | 27.7% | 55.31% |
| 5Y (ann.) | 26.51% | 33.33% |
| Metric | 11403790:btcusd:triple_med_gx:lsma35_140 | 11403790:BTCUSD |
|---|---|---|
| Max Drawdown | -34.52% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.47 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-10-16 | -34.52 | 586 |
| 2024-06-12 | 2024-11-06 | -22.36 | 146 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-03-20 | -10.12 | 78 |
| 2024-12-05 | 2025-02-03 | -8.67 | 60 |
| 2024-04-04 | 2024-05-03 | -8.44 | 28 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-02-04 | 2025-03-02 | -5.26 | 26 |
| Metric | 11403790:btcusd:triple_med_gx:lsma35_140 | 11403790: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 | 13.21% | 43.77% |
| Worst Month | -13.86% | -37.12% |
| Best Year | 49.26% | 155.54% |
| Worst Year | -14.38% | -60.27% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 4.3% | 5.83% |
| Avg. Down Week | -3.48% | -5.91% |
| Avg. Up Month | 5.14% | 11.14% |
| Avg. Down Month | -7.55% | -13.75% |
| Win Days % | 50.12% | 51.27% |
| Win Month % | 81.08% | 60.98% |
| Win Week % | 58.7% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |