| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 218.19% | 161.99% |
| Max Drawdown | -29.9% | -67.18% |
| Sharpe | 0.68 | 0.41 |
| Sortino | 1.1 | 0.59 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.48 | 1.06 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 20.7 | 3.84 |
| Outlier Loss Ratio | 4.23 | 3.77 |
| Volatility (ann.) | 14.29% | 26.28% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.38 | 0.5 |
| Skew | 2.26 | 0.18 |
| Kurtosis | 36.08 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.86% | 2.38% |
| Expected Yearly % | 33.56% | 27.22% |
| Kelly Criterion | 8.48% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.23% |
| Expected Shortfall (cVaR) | -1.2% | -2.23% |
| Year | 11404130:BTCUSD | 11404130:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.88 | 0.11 | + |
| 2023 | 155.54 | 60.43 | 0.39 | - |
| 2024 | 121.00 | 63.56 | 0.53 | - |
| 2025 | 16.76 | 30.22 | 1.80 | + |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 16.12% | 31.46% |
| 6M | 28.83% | 12.77% |
| YTD | 30.22% | 16.76% |
| 1Y | 55.11% | 56.84% |
| 3Y (ann.) | 38.33% | 55.31% |
| 5Y (ann.) | 41.3% | 33.33% |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| Max Drawdown | -29.9% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 7.3 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.90 | 302 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-01-02 | 2024-03-23 | -11.89 | 81 |
| 2024-12-05 | 2025-03-01 | -10.19 | 85 |
| 2022-03-02 | 2022-05-13 | -9.37 | 72 |
| 2023-04-26 | 2023-10-16 | -9.11 | 172 |
| 2024-08-09 | 2024-09-13 | -8.31 | 35 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2025-03-06 | 2025-04-12 | -6.14 | 37 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11404130:btcusd:triple_med_gx:lsma55_140 | 11404130:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.39% | 43.77% |
| Worst Month | -9.49% | -37.12% |
| Best Year | 63.56% | 155.54% |
| Worst Year | -6.88% | -60.27% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.18% | 6.02% |
| Avg. Down Week | -2.46% | -4.95% |
| Avg. Up Month | 5.84% | 11.84% |
| Avg. Down Month | -4.77% | -12.18% |
| Win Days % | 50.59% | 51.27% |
| Win Month % | 76.92% | 60.98% |
| Win Week % | 55.56% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |