| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 274.73% | 150.82% |
| Max Drawdown | -25.34% | -67.18% |
| Sharpe | 0.78 | 0.39 |
| Sortino | 1.28 | 0.57 |
| Payoff Ratio | 1.2 | 1.11 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.71 | 1.06 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 22.58 | 3.92 |
| Outlier Loss Ratio | 4.18 | 3.68 |
| Volatility (ann.) | 13.91% | 26.25% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.9 | 0.47 |
| Skew | 2.44 | 0.18 |
| Kurtosis | 41.78 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.27% | 2.27% |
| Expected Yearly % | 39.13% | 25.85% |
| Kelly Criterion | 10.53% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.23% |
| Expected Shortfall (cVaR) | -1.17% | -2.23% |
| Year | 11405968:BTCUSD | 11405968:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.70 | 0.09 | + |
| 2023 | 155.54 | 58.48 | 0.38 | - |
| 2024 | 121.00 | 80.49 | 0.67 | - |
| 2025 | 11.80 | 38.92 | 3.30 | + |
| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| MTD | 3.49% | -0.27% |
| 3M | 8.23% | 26.2% |
| 6M | 42.4% | -1.67% |
| YTD | 38.92% | 11.8% |
| 1Y | 82.66% | 56.98% |
| 3Y (ann.) | 52.98% | 72.09% |
| 5Y (ann.) | 48.09% | 31.43% |
| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Max Drawdown | -25.34% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -2.62% | -7.17% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 10.84 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-03-13 | -25.34 | 368 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2023-04-11 | 2023-12-01 | -12.84 | 233 |
| 2024-01-02 | 2024-03-23 | -10.10 | 81 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-15 | 2025-02-03 | -6.28 | 19 |
| 2025-04-02 | 2025-05-22 | -6.20 | 49 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2025-02-04 | 2025-02-28 | -5.42 | 24 |
| Metric | 11405968:btcusd:triple_med_gx:lsma35_145 | 11405968:BTCUSD |
|---|---|---|
| Best Day | 9.52% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.91% | 35.75% |
| Worst Week | -11.16% | -29.64% |
| Best Month | 29.54% | 43.77% |
| Worst Month | -10.19% | -37.12% |
| Best Year | 80.49% | 155.54% |
| Worst Year | -5.7% | -60.27% |
| Avg. Up Day | 0.96% | 0.95% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.18% | 5.94% |
| Avg. Down Week | -2.19% | -5.19% |
| Avg. Up Month | 7.11% | 11.14% |
| Avg. Down Month | -4.04% | -11.99% |
| Win Days % | 51.26% | 51.25% |
| Win Month % | 70.27% | 58.54% |
| Win Week % | 58.33% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |