| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 138.29% | 161.99% |
| Max Drawdown | -36.63% | -67.18% |
| Sharpe | 0.51 | 0.41 |
| Sortino | 0.81 | 0.59 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.18 | 3.94 |
| Outlier Loss Ratio | 4.04 | 3.8 |
| Volatility (ann.) | 14.81% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.81 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 36.85 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.14% | 2.38% |
| Expected Yearly % | 24.24% | 27.22% |
| Kelly Criterion | 6.12% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11404013:BTCUSD | 11404013:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -17.90 | 0.30 | + |
| 2023 | 155.54 | 33.73 | 0.22 | - |
| 2024 | 121.00 | 66.28 | 0.55 | - |
| 2025 | 16.76 | 30.53 | 1.82 | + |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.6% | 31.46% |
| 6M | 42.44% | 12.77% |
| YTD | 30.53% | 16.76% |
| 1Y | 66.82% | 56.84% |
| 3Y (ann.) | 30.1% | 55.31% |
| 5Y (ann.) | 29.61% | 33.33% |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Max Drawdown | -36.63% | -67.18% |
| Longest DD Days | 746.0 | 683.0 |
| Avg. Drawdown | -3.36% | -6.97% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 3.78 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-25 | -36.63 | 746 |
| 2024-05-05 | 2024-08-08 | -14.59 | 95 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-10-14 | -9.37 | 66 |
| 2025-03-03 | 2025-03-11 | -9.29 | 8 |
| 2024-04-22 | 2024-05-03 | -7.05 | 11 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.22 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| Metric | 11404013:btcusd:triple_med_gx:lsma35_140 | 11404013:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 14.76% | 43.77% |
| Worst Month | -12.63% | -37.12% |
| Best Year | 66.28% | 155.54% |
| Worst Year | -17.9% | -60.27% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.85% | -0.9% |
| Avg. Up Week | 4.43% | 6.14% |
| Avg. Down Week | -3.2% | -5.56% |
| Avg. Up Month | 5.16% | 12.94% |
| Avg. Down Month | -5.18% | -13.55% |
| Win Days % | 49.59% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 54.26% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |