| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 445.31% | 57.26% |
| Max Drawdown | -32.01% | -76.68% |
| Sharpe | 0.64 | 0.28 |
| Sortino | 1.02 | 0.44 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.32 | 1.11 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.09 | 1.06 |
| Outlier Win Ratio | 23.31 | 3.93 |
| Outlier Loss Ratio | 3.65 | 3.34 |
| Volatility (ann.) | 21.44% | 42.68% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.81 | 0.17 |
| Skew | 1.53 | 1.69 |
| Kurtosis | 33.03 | 21.09 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.84% | 1.01% |
| Expected Yearly % | 52.81% | 11.98% |
| Kelly Criterion | 7.23% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.64% |
| Expected Shortfall (cVaR) | -1.81% | -3.64% |
| Year | 11404180:BTCUSD-BCHUSD | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.34 | 18.60 | -0.27 | + |
| 2023 | 167.55 | 17.54 | 0.10 | - |
| 2024 | 67.12 | 153.37 | 2.29 | + |
| 2025 | 11.10 | 54.39 | 4.90 | + |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| MTD | 4.99% | -14.04% |
| 3M | 31.15% | -12.1% |
| 6M | 48.9% | 43.62% |
| YTD | 54.39% | 11.1% |
| 1Y | 87.64% | 32.62% |
| 3Y (ann.) | 68.93% | 65.64% |
| 5Y (ann.) | 58.02% | 12.99% |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Max Drawdown | -32.01% | -76.68% |
| Longest DD Days | 679.0 | 704.0 |
| Avg. Drawdown | -5.07% | -17.23% |
| Avg. Drawdown Days | 21.0 | 96.0 |
| Recovery Factor | 13.91 | 0.75 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-12 | 2025-05-31 | -32.01 | 138 |
| 2022-05-13 | 2024-03-23 | -31.12 | 679 |
| 2024-06-10 | 2024-09-11 | -25.63 | 92 |
| 2024-12-06 | 2024-12-21 | -23.41 | 14 |
| 2025-07-27 | 2025-08-26 | -12.52 | 30 |
| 2022-03-09 | 2022-04-13 | -10.98 | 34 |
| 2024-04-03 | 2024-04-04 | -9.31 | 1 |
| 2025-06-20 | 2025-07-25 | -9.10 | 35 |
| 2022-04-17 | 2022-05-12 | -9.03 | 25 |
| 2025-05-31 | 2025-06-09 | -7.89 | 8 |
| Metric | 11404180:btcusd-bchusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD-BCHUSD |
|---|---|---|
| Best Day | 13.3% | 33.42% |
| Worst Day | -14.72% | -14.72% |
| Best Week | 32.87% | 68.7% |
| Worst Week | -20.91% | -27.44% |
| Best Month | 37.59% | 168.57% |
| Worst Month | -19.19% | -49.49% |
| Best Year | 153.37% | 167.55% |
| Worst Year | 17.54% | -68.34% |
| Avg. Up Day | 1.51% | 1.52% |
| Avg. Down Day | -1.31% | -1.36% |
| Avg. Up Week | 6.07% | 8.29% |
| Avg. Down Week | -4.92% | -7.68% |
| Avg. Up Month | 10.4% | 29.77% |
| Avg. Down Month | -8.08% | -15.18% |
| Win Days % | 50.37% | 49.83% |
| Win Month % | 70.45% | 46.67% |
| Win Week % | 61.68% | 49.24% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |