| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 172.95% | 185.19% |
| Max Drawdown | -38.61% | -67.18% |
| Sharpe | 0.53 | 0.42 |
| Sortino | 0.82 | 0.61 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 15.98 | 4.09 |
| Outlier Loss Ratio | 4.37 | 4.02 |
| Volatility (ann.) | 16.01% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.88 | 0.53 |
| Skew | 1.21 | 0.18 |
| Kurtosis | 22.23 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.42% | 2.53% |
| Expected Yearly % | 28.53% | 29.95% |
| Kelly Criterion | 5.42% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.21% |
| Expected Shortfall (cVaR) | -1.36% | -2.21% |
| Year | 11404086:BTCUSD | 11404086:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -22.48 | 0.37 | + |
| 2023 | 155.54 | 76.04 | 0.49 | - |
| 2024 | 121.00 | 89.64 | 0.74 | - |
| 2025 | 27.10 | 5.47 | 0.20 | - |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| MTD | -1.78% | 10.71% |
| 3M | 3.84% | 41.88% |
| 6M | 4.56% | 22.91% |
| YTD | 5.47% | 27.1% |
| 1Y | 67.6% | 82.29% |
| 3Y (ann.) | 44.72% | 77.48% |
| 5Y (ann.) | 33.82% | 35.54% |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| Max Drawdown | -38.61% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 4.48 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-14 | -38.61 | 333 |
| 2024-12-17 | 2025-07-17 | -17.83 | 211 |
| 2022-03-02 | 2022-05-13 | -15.33 | 72 |
| 2024-06-10 | 2024-09-12 | -14.40 | 93 |
| 2023-07-14 | 2023-12-04 | -13.42 | 143 |
| 2023-04-26 | 2023-06-21 | -13.03 | 55 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-01-17 | 2024-01-29 | -8.98 | 12 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11404086:btcusd:triple_med_gx:lsma110_140 | 11404086:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 29.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 28.63% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 89.64% | 155.54% |
| Worst Year | -22.48% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 5.02% | 6.75% |
| Avg. Down Week | -2.63% | -4.55% |
| Avg. Up Month | 8.73% | 14.64% |
| Avg. Down Month | -5.38% | -11.82% |
| Win Days % | 50.69% | 51.29% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 45.83% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |