| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 95.33% | 161.99% |
| Max Drawdown | -37.59% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.6 | 0.59 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.93 | 4.06 |
| Outlier Loss Ratio | 3.98 | 3.99 |
| Volatility (ann.) | 15.81% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.59 | 0.5 |
| Skew | 1.18 | 0.18 |
| Kurtosis | 33.06 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.38% |
| Expected Yearly % | 18.22% | 27.22% |
| Kelly Criterion | 4.52% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.23% |
| Expected Shortfall (cVaR) | -1.34% | -2.23% |
| Year | 11403684:BTCUSD | 11403684:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -22.55 | 0.37 | + |
| 2023 | 155.54 | 51.78 | 0.33 | - |
| 2024 | 121.00 | 31.45 | 0.26 | - |
| 2025 | 16.76 | 26.42 | 1.58 | + |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.06% | 31.46% |
| 6M | 26.24% | 12.77% |
| YTD | 26.42% | 16.76% |
| 1Y | 25.89% | 56.84% |
| 3Y (ann.) | 25.51% | 55.31% |
| 5Y (ann.) | 22.14% | 33.33% |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Max Drawdown | -37.59% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.54 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-18 | -37.59 | 619 |
| 2024-06-17 | 2024-12-05 | -22.13 | 171 |
| 2024-01-02 | 2024-02-27 | -13.68 | 55 |
| 2024-02-29 | 2024-03-25 | -12.63 | 25 |
| 2025-03-03 | 2025-05-21 | -11.01 | 79 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -9.63 | 66 |
| 2024-12-21 | 2024-12-25 | -5.63 | 4 |
| 2024-12-05 | 2024-12-16 | -5.45 | 10 |
| 2024-04-23 | 2024-06-05 | -4.84 | 43 |
| Metric | 11403684:btcusd:triple_med_gx:lsma65_140 | 11403684:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.4% | 43.77% |
| Worst Month | -10.68% | -37.12% |
| Best Year | 51.78% | 155.54% |
| Worst Year | -22.55% | -60.27% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 4.82% | 5.99% |
| Avg. Down Week | -3.03% | -5.16% |
| Avg. Up Month | 6.57% | 12.45% |
| Avg. Down Month | -3.97% | -13.88% |
| Win Days % | 50.31% | 51.27% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 51.06% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |