| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 260.46% | 150.85% |
| Max Drawdown | -33.78% | -67.18% |
| Sharpe | 0.76 | 0.39 |
| Sortino | 1.21 | 0.57 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 22.83 | 3.92 |
| Outlier Loss Ratio | 4.19 | 3.72 |
| Volatility (ann.) | 13.81% | 26.24% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.37 | 0.47 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 36.06 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 2.27% |
| Expected Yearly % | 37.79% | 25.85% |
| Kelly Criterion | 10.6% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.23% |
| Expected Shortfall (cVaR) | -1.16% | -2.23% |
| Year | 11404069:BTCUSD | 11404069:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.42 | 0.07 | + |
| 2023 | 155.54 | 47.09 | 0.30 | - |
| 2024 | 121.00 | 80.69 | 0.67 | - |
| 2025 | 11.80 | 41.89 | 3.55 | + |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| MTD | 4.49% | -0.27% |
| 3M | 16.68% | 26.2% |
| 6M | 39.18% | -1.67% |
| YTD | 41.89% | 11.8% |
| 1Y | 80.03% | 56.98% |
| 3Y (ann.) | 45.63% | 72.09% |
| 5Y (ann.) | 46.35% | 31.41% |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Max Drawdown | -33.78% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -2.96% | -6.97% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 7.71 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -33.78 | 330 |
| 2022-03-09 | 2022-05-13 | -14.46 | 64 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2023-07-14 | 2024-01-02 | -11.56 | 172 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2024-08-09 | 2024-10-14 | -9.35 | 66 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2024-12-21 | 2025-01-14 | -7.33 | 24 |
| 2023-05-11 | 2023-06-17 | -6.01 | 37 |
| Metric | 11404069:btcusd:triple_med_gx:lsma35_140 | 11404069:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.78% | 35.75% |
| Worst Week | -11.16% | -29.64% |
| Best Month | 23.69% | 43.77% |
| Worst Month | -15.35% | -37.12% |
| Best Year | 80.69% | 155.54% |
| Worst Year | -4.42% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 4.07% | 5.97% |
| Avg. Down Week | -2.7% | -5.03% |
| Avg. Up Month | 6.29% | 12.61% |
| Avg. Down Month | -4.37% | -12.6% |
| Win Days % | 51.19% | 51.24% |
| Win Month % | 68.42% | 58.54% |
| Win Week % | 57.29% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |