| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 222.49% | 158.0% |
| Max Drawdown | -32.81% | -67.18% |
| Sharpe | 0.7 | 0.4 |
| Sortino | 1.12 | 0.58 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 22.65 | 3.9 |
| Outlier Loss Ratio | 4.21 | 3.76 |
| Volatility (ann.) | 13.71% | 26.19% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.26 | 0.48 |
| Skew | 1.91 | 0.18 |
| Kurtosis | 34.84 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.9% | 2.34% |
| Expected Yearly % | 34.01% | 26.74% |
| Kelly Criterion | 8.53% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.23% |
| Expected Shortfall (cVaR) | -1.15% | -2.23% |
| Year | 11405855:BTCUSD | 11405855:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.67 | 0.03 | + |
| 2023 | 155.54 | 36.56 | 0.24 | - |
| 2024 | 121.00 | 64.38 | 0.53 | - |
| 2025 | 15.00 | 46.11 | 3.07 | + |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| MTD | 3.76% | 2.59% |
| 3M | 18.39% | 27.24% |
| 6M | 44.84% | 14.0% |
| YTD | 46.11% | 15.0% |
| 1Y | 99.46% | 78.0% |
| 3Y (ann.) | 38.07% | 74.28% |
| 5Y (ann.) | 41.19% | 32.21% |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Max Drawdown | -32.81% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.23% |
| Avg. Drawdown Days | 21.0 | 38.0 |
| Recovery Factor | 6.78 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-04-26 | -32.81 | 412 |
| 2024-05-05 | 2024-08-08 | -14.24 | 95 |
| 2023-07-14 | 2024-01-02 | -11.59 | 172 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-08-09 | 2024-10-14 | -9.02 | 66 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-01-14 | -6.93 | 19 |
| 2025-06-10 | 2025-06-29 | -6.78 | 19 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2023-04-26 | 2023-06-17 | -5.30 | 51 |
| Metric | 11405855:btcusd:triple_med_gx:lsma35_145 | 11405855:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.75% | -37.12% |
| Best Year | 64.38% | 155.54% |
| Worst Year | -1.67% | -60.27% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.02% | 6.1% |
| Avg. Down Week | -2.97% | -5.04% |
| Avg. Up Month | 6.01% | 10.87% |
| Avg. Down Month | -4.56% | -12.09% |
| Win Days % | 50.45% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 55.21% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |