| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 89.75% | 161.99% |
| Max Drawdown | -32.59% | -67.18% |
| Sharpe | 0.38 | 0.41 |
| Sortino | 0.58 | 0.59 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.84 | 4.05 |
| Outlier Loss Ratio | 3.96 | 4.0 |
| Volatility (ann.) | 15.91% | 26.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.65 | 0.5 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 33.21 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.38% |
| Expected Yearly % | 17.37% | 27.22% |
| Kelly Criterion | 4.06% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.23% |
| Expected Shortfall (cVaR) | -1.35% | -2.23% |
| Year | 11403740:BTCUSD | 11403740:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.80 | 0.31 | + |
| 2023 | 155.54 | 42.45 | 0.27 | - |
| 2024 | 121.00 | 23.48 | 0.19 | - |
| 2025 | 16.76 | 32.86 | 1.96 | + |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.22% | 31.46% |
| 6M | 25.51% | 12.77% |
| YTD | 32.86% | 16.76% |
| 1Y | 26.16% | 56.84% |
| 3Y (ann.) | 22.81% | 55.31% |
| 5Y (ann.) | 21.08% | 33.33% |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Max Drawdown | -32.59% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 2.75 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-11-10 | -32.59 | 619 |
| 2024-06-07 | 2024-12-05 | -25.16 | 180 |
| 2024-01-02 | 2024-02-28 | -13.05 | 57 |
| 2024-02-29 | 2024-03-25 | -11.86 | 25 |
| 2024-12-05 | 2025-03-02 | -11.44 | 87 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11403740:btcusd:triple_med_gx:lsma65_140 | 11403740:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 11.85% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 42.45% | 155.54% |
| Worst Year | -18.8% | -60.27% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.92% | -0.94% |
| Avg. Up Week | 3.42% | 6.24% |
| Avg. Down Week | -3.15% | -5.04% |
| Avg. Up Month | 5.33% | 13.12% |
| Avg. Down Month | -4.73% | -12.19% |
| Win Days % | 50.45% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 60.42% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |