| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 243.6% | 122.08% |
| Max Drawdown | -35.22% | -67.18% |
| Sharpe | 0.65 | 0.33 |
| Sortino | 1.02 | 0.48 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.56 | 1.03 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.27 | 0.97 |
| Outlier Win Ratio | 21.76 | 3.87 |
| Outlier Loss Ratio | 4.08 | 3.79 |
| Volatility (ann.) | 13.9% | 25.49% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.07 | 0.34 |
| Skew | 1.82 | 0.15 |
| Kurtosis | 37.96 | 6.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.66% | 1.71% |
| Expected Yearly % | 36.15% | 22.08% |
| Kelly Criterion | 8.08% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11404125:BTCUSD | 11404125:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.18 | 0.19 | + |
| 2023 | 155.54 | 47.67 | 0.31 | - |
| 2024 | 121.00 | 79.53 | 0.66 | - |
| 2025 | -1.03 | 45.93 | -44.79 | + |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.42% | -17.17% |
| 6M | -9.05% | -16.23% |
| YTD | 45.93% | -1.03% |
| 1Y | 45.39% | -5.06% |
| 3Y (ann.) | 55.88% | 75.28% |
| 5Y (ann.) | 37.84% | 23.05% |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| Max Drawdown | -35.22% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -2.98% | -7.61% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 6.92 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-04-26 | -35.22 | 412 |
| 2025-10-21 | 2025-12-10 | -17.95 | 50 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2023-07-14 | 2023-11-15 | -9.33 | 124 |
| 2024-08-09 | 2024-10-14 | -9.25 | 66 |
| 2025-06-16 | 2025-10-01 | -9.19 | 107 |
| 2024-12-21 | 2025-02-28 | -8.35 | 69 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| Metric | 11404125:btcusd:triple_med_gx:lsma35_140 | 11404125:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -12.01% | -37.12% |
| Best Year | 79.53% | 155.54% |
| Worst Year | -11.18% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.08% | 5.91% |
| Avg. Down Week | -2.96% | -5.2% |
| Avg. Up Month | 6.26% | 11.75% |
| Avg. Down Month | -5.27% | -12.58% |
| Win Days % | 51.01% | 51.39% |
| Win Month % | 68.18% | 59.57% |
| Win Week % | 57.14% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |