| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 136.23% | 185.19% |
| Max Drawdown | -30.15% | -67.18% |
| Sharpe | 0.49 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 23.44 | 3.97 |
| Outlier Loss Ratio | 3.82 | 3.84 |
| Volatility (ann.) | 14.88% | 26.05% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.94 | 0.53 |
| Skew | 1.58 | 0.18 |
| Kurtosis | 39.8 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.53% |
| Expected Yearly % | 23.97% | 29.95% |
| Kelly Criterion | 6.32% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.21% |
| Expected Shortfall (cVaR) | -1.26% | -2.21% |
| Year | 11403788:BTCUSD | 11403788:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -10.77 | 0.18 | + |
| 2023 | 155.54 | 47.69 | 0.31 | - |
| 2024 | 121.00 | 33.77 | 0.28 | - |
| 2025 | 27.10 | 34.00 | 1.25 | + |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.76% | 41.88% |
| 6M | 31.34% | 22.91% |
| YTD | 34.0% | 27.1% |
| 1Y | 56.41% | 82.29% |
| 3Y (ann.) | 36.08% | 77.48% |
| 5Y (ann.) | 28.33% | 35.54% |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Max Drawdown | -30.15% | -67.18% |
| Longest DD Days | 585.0 | 683.0 |
| Avg. Drawdown | -3.8% | -6.76% |
| Avg. Drawdown Days | 26.0 | 35.0 |
| Recovery Factor | 4.52 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-10-16 | -30.15 | 585 |
| 2024-06-10 | 2024-11-06 | -22.02 | 148 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-03-20 | -10.50 | 78 |
| 2024-04-04 | 2024-05-03 | -8.44 | 28 |
| 2024-12-12 | 2025-02-03 | -8.21 | 53 |
| 2025-05-29 | 2025-07-17 | -6.66 | 48 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2024-12-05 | 2024-12-11 | -5.50 | 6 |
| Metric | 11403788:btcusd:triple_med_gx:lsma25_140 | 11403788:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.14% | 43.77% |
| Worst Month | -12.5% | -37.12% |
| Best Year | 47.69% | 155.54% |
| Worst Year | -10.77% | -60.27% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.9% | -0.96% |
| Avg. Up Week | 4.05% | 5.78% |
| Avg. Down Week | -3.43% | -5.62% |
| Avg. Up Month | 5.03% | 12.58% |
| Avg. Down Month | -6.22% | -12.9% |
| Win Days % | 50.74% | 51.29% |
| Win Month % | 78.95% | 61.9% |
| Win Week % | 63.44% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |