| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 240.24% | 122.08% |
| Max Drawdown | -35.42% | -67.18% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 1.02 | 0.48 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.6 | 1.03 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.3 | 0.97 |
| Outlier Win Ratio | 21.72 | 3.81 |
| Outlier Loss Ratio | 4.1 | 3.78 |
| Volatility (ann.) | 13.82% | 25.49% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.06 | 0.34 |
| Skew | 1.82 | 0.15 |
| Kurtosis | 39.08 | 6.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.64% | 1.71% |
| Expected Yearly % | 35.81% | 22.08% |
| Kelly Criterion | 7.9% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11404123:BTCUSD | 11404123:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.65 | 0.19 | + |
| 2023 | 155.54 | 51.41 | 0.33 | - |
| 2024 | 121.00 | 83.12 | 0.69 | - |
| 2025 | -1.03 | 38.90 | -37.93 | + |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.86% | -17.17% |
| 6M | -8.57% | -16.23% |
| YTD | 38.9% | -1.03% |
| 1Y | 43.84% | -5.06% |
| 3Y (ann.) | 55.64% | 75.28% |
| 5Y (ann.) | 37.48% | 23.05% |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Max Drawdown | -35.42% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.61% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 6.78 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-05-04 | -35.42 | 420 |
| 2025-10-21 | 2025-12-10 | -18.25 | 50 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2024-12-21 | 2025-03-01 | -9.96 | 69 |
| 2025-06-16 | 2025-10-01 | -8.37 | 106 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-07-14 | 2023-11-15 | -7.86 | 124 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11404123:btcusd:triple_med_gx:lsma30_140 | 11404123:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 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 | -12.69% | -37.12% |
| Best Year | 83.12% | 155.54% |
| Worst Year | -11.65% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.02% | 5.57% |
| Avg. Down Week | -2.75% | -5.13% |
| Avg. Up Month | 6.12% | 11.75% |
| Avg. Down Month | -4.97% | -12.54% |
| Win Days % | 50.72% | 51.39% |
| Win Month % | 68.18% | 59.57% |
| Win Week % | 57.66% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |