| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 229.5% | 173.63% |
| Max Drawdown | -26.28% | -67.18% |
| Sharpe | 0.7 | 0.41 |
| Sortino | 1.13 | 0.59 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 22.8 | 3.87 |
| Outlier Loss Ratio | 4.17 | 3.75 |
| Volatility (ann.) | 13.49% | 25.93% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.55 | 0.5 |
| Skew | 1.95 | 0.18 |
| Kurtosis | 36.01 | 6.55 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.81% | 2.37% |
| Expected Yearly % | 34.73% | 28.61% |
| Kelly Criterion | 8.77% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.2% |
| Expected Shortfall (cVaR) | -1.14% | -2.2% |
| Year | 11405911:BTCUSD | 11405911:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.82 | -0.06 | + |
| 2023 | 155.54 | 39.21 | 0.25 | - |
| 2024 | 121.00 | 64.50 | 0.53 | - |
| 2025 | 21.96 | 38.59 | 1.76 | + |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 8.48% | 18.77% |
| 6M | 27.01% | 11.18% |
| YTD | 38.59% | 21.96% |
| 1Y | 67.73% | 85.38% |
| 3Y (ann.) | 41.0% | 70.37% |
| 5Y (ann.) | 40.72% | 33.43% |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Max Drawdown | -26.28% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -2.84% | -7.05% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 8.73 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-14 | -26.28 | 369 |
| 2024-06-05 | 2024-08-08 | -14.35 | 64 |
| 2023-05-06 | 2023-12-01 | -11.06 | 209 |
| 2024-01-02 | 2024-03-23 | -10.03 | 81 |
| 2024-08-09 | 2024-10-14 | -8.98 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-16 | 2025-08-03 | -7.67 | 47 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2024-04-30 | 2024-05-03 | -5.87 | 3 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| Metric | 11405911:btcusd:triple_med_gx:lsma35_145 | 11405911:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.63% | -29.64% |
| Best Month | 29.62% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 64.5% | 155.54% |
| Worst Year | 3.82% | -60.27% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.8% | 5.8% |
| Avg. Down Week | -3.12% | -4.66% |
| Avg. Up Month | 6.77% | 10.86% |
| Avg. Down Month | -3.82% | -11.14% |
| Win Days % | 50.84% | 51.26% |
| Win Month % | 66.67% | 60.47% |
| Win Week % | 62.89% | 51.08% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |