| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 103.98% | 161.99% |
| Max Drawdown | -33.28% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 18.93 | 3.84 |
| Outlier Loss Ratio | 4.1 | 3.84 |
| Volatility (ann.) | 14.94% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.71 | 0.5 |
| Skew | 1.36 | 0.18 |
| Kurtosis | 28.99 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.75% | 2.38% |
| Expected Yearly % | 19.51% | 27.22% |
| Kelly Criterion | 5.1% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11404078:BTCUSD | 11404078:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -16.22 | 0.27 | + |
| 2023 | 155.54 | 71.04 | 0.46 | - |
| 2024 | 121.00 | 27.85 | 0.23 | - |
| 2025 | 16.76 | 11.35 | 0.68 | - |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.16% | 31.46% |
| 6M | 9.51% | 12.77% |
| YTD | 11.35% | 16.76% |
| 1Y | 34.18% | 56.84% |
| 3Y (ann.) | 22.09% | 55.31% |
| 5Y (ann.) | 23.73% | 33.33% |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Max Drawdown | -33.28% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -4.83% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 3.12 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -33.28 | 330 |
| 2024-04-23 | 2024-10-14 | -17.80 | 174 |
| 2025-03-06 | 2025-06-11 | -15.95 | 97 |
| 2022-03-02 | 2022-05-15 | -14.86 | 74 |
| 2023-12-22 | 2024-03-25 | -13.16 | 94 |
| 2023-07-14 | 2023-11-28 | -10.38 | 137 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2025-01-06 | -8.27 | 32 |
| 2023-05-23 | 2023-06-20 | -7.50 | 28 |
| 2024-04-01 | 2024-04-22 | -6.63 | 21 |
| Metric | 11404078:btcusd:triple_med_gx:lsma80_140 | 11404078:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.66% | 43.77% |
| Worst Month | -15.67% | -37.12% |
| Best Year | 71.04% | 155.54% |
| Worst Year | -16.22% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.79% | 6.33% |
| Avg. Down Week | -2.8% | -4.46% |
| Avg. Up Month | 6.88% | 12.58% |
| Avg. Down Month | -5.45% | -11.98% |
| Win Days % | 50.71% | 51.27% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 47.0% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |