| Metric | 11404134:btcusd:triple_med_gx:lsma80_140 | 11404134:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 107.78% | 161.99% |
| Max Drawdown | -39.68% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.67 | 0.59 |
| Payoff Ratio | 1.07 | 1.04 |
| 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 | 18.49 | 3.84 |
| Outlier Loss Ratio | 4.09 | 3.86 |
| Volatility (ann.) | 15.19% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.62 | 0.5 |
| Skew | 1.52 | 0.18 |
| Kurtosis | 30.22 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.8% | 2.38% |
| Expected Yearly % | 20.06% | 27.22% |
| Kelly Criterion | 5.06% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.23% |
| Expected Shortfall (cVaR) | -1.29% | -2.23% |
| Year | 11404134:BTCUSD | 11404134:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -22.91 | 0.38 | + |
| 2023 | 155.54 | 64.65 | 0.42 | - |
| 2024 | 121.00 | 28.75 | 0.24 | - |
| 2025 | 16.76 | 27.15 | 1.62 | + |
| Metric | 11404134:btcusd:triple_med_gx:lsma80_140 | 11404134:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.63% | 31.46% |
| 6M | 26.47% | 12.77% |
| YTD | 27.15% | 16.76% |
| 1Y | 47.83% | 56.84% |
| 3Y (ann.) | 27.31% | 55.31% |
| 5Y (ann.) | 24.41% | 33.33% |
| Metric | 11404134:btcusd:triple_med_gx:lsma80_140 | 11404134:BTCUSD |
|---|---|---|
| Max Drawdown | -39.68% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.33% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 2.72 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -39.68 | 475 |
| 2024-04-01 | 2024-09-13 | -18.03 | 165 |
| 2025-03-06 | 2025-06-09 | -14.33 | 95 |
| 2023-07-14 | 2023-12-01 | -10.23 | 140 |
| 2024-01-18 | 2024-01-29 | -9.34 | 11 |
| 2024-12-05 | 2025-01-06 | -7.93 | 32 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-09-14 | 2024-10-14 | -6.86 | 30 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| 2025-02-04 | 2025-02-28 | -4.81 | 24 |
| Metric | 11404134:btcusd:triple_med_gx:lsma80_140 | 11404134:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.26% | 43.77% |
| Worst Month | -12.69% | -37.12% |
| Best Year | 64.65% | 155.54% |
| Worst Year | -22.91% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.59% | 6.17% |
| Avg. Down Week | -2.63% | -4.35% |
| Avg. Up Month | 7.34% | 13.07% |
| Avg. Down Month | -5.56% | -12.36% |
| Win Days % | 50.91% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 47.06% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |