| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 248.64% | 158.0% |
| Max Drawdown | -37.05% | -67.18% |
| Sharpe | 0.74 | 0.4 |
| Sortino | 1.19 | 0.58 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.71 | 1.06 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.35 | 0.99 |
| Outlier Win Ratio | 22.42 | 3.91 |
| Outlier Loss Ratio | 4.22 | 3.76 |
| Volatility (ann.) | 13.76% | 26.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.2 | 0.48 |
| Skew | 1.89 | 0.18 |
| Kurtosis | 34.59 | 6.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.09% | 2.34% |
| Expected Yearly % | 36.65% | 26.74% |
| Kelly Criterion | 9.42% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.23% |
| Expected Shortfall (cVaR) | -1.16% | -2.23% |
| Year | 11442169:BTCUSD | 11442169:btcusd:triple_med_gx:lsma35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -3.80 | 0.06 | + |
| 2023 | 155.54 | 44.19 | 0.28 | - |
| 2024 | 121.00 | 83.08 | 0.69 | - |
| 2025 | 15.00 | 37.29 | 2.49 | + |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| MTD | 4.66% | 2.59% |
| 3M | 15.87% | 27.24% |
| 6M | 36.1% | 14.0% |
| YTD | 37.29% | 15.0% |
| 1Y | 95.61% | 78.0% |
| 3Y (ann.) | 41.32% | 74.28% |
| 5Y (ann.) | 44.47% | 32.21% |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| Max Drawdown | -37.05% | -67.18% |
| Longest DD Days | 423.0 | 683.0 |
| Avg. Drawdown | -3.31% | -7.23% |
| Avg. Drawdown Days | 18.0 | 38.0 |
| Recovery Factor | 6.71 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-07-13 | -37.05 | 423 |
| 2022-03-09 | 2022-05-13 | -16.19 | 64 |
| 2024-06-10 | 2024-08-07 | -14.00 | 57 |
| 2023-07-14 | 2023-11-28 | -10.55 | 137 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-06-16 | 2025-06-29 | -7.67 | 12 |
| 2024-08-09 | 2024-10-07 | -7.30 | 59 |
| 2024-12-26 | 2025-01-14 | -6.93 | 19 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| Metric | 11442169:btcusd:triple_med_gx:lsma35_145 | 11442169:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -16.66% | -37.12% |
| Best Year | 83.08% | 155.54% |
| Worst Year | -3.8% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 3.98% | 6.05% |
| Avg. Down Week | -2.79% | -5.19% |
| Avg. Up Month | 6.16% | 12.13% |
| Avg. Down Month | -5.16% | -13.16% |
| Win Days % | 50.84% | 51.32% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 55.21% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |