| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 144.97% | 185.19% |
| Max Drawdown | -38.6% | -67.18% |
| Sharpe | 0.49 | 0.42 |
| Sortino | 0.74 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 15.8 | 4.08 |
| Outlier Loss Ratio | 4.34 | 4.03 |
| Volatility (ann.) | 16.02% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.77 | 0.53 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 21.23 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.16% | 2.53% |
| Expected Yearly % | 25.11% | 29.95% |
| Kelly Criterion | 4.86% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.21% |
| Expected Shortfall (cVaR) | -1.36% | -2.21% |
| Year | 11404142:BTCUSD | 11404142:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.32 | 0.34 | + |
| 2023 | 155.54 | 87.24 | 0.56 | - |
| 2024 | 121.00 | 62.92 | 0.52 | - |
| 2025 | 27.10 | 0.79 | 0.03 | - |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| MTD | -1.25% | 10.71% |
| 3M | 7.39% | 41.88% |
| 6M | 0.06% | 22.91% |
| YTD | 0.79% | 27.1% |
| 1Y | 53.41% | 82.29% |
| 3Y (ann.) | 41.9% | 77.48% |
| 5Y (ann.) | 29.69% | 35.54% |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Max Drawdown | -38.6% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.76% |
| Avg. Drawdown Days | 26.0 | 35.0 |
| Recovery Factor | 3.76 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -38.60 | 405 |
| 2024-12-17 | 2025-07-17 | -26.29 | 211 |
| 2024-05-05 | 2024-09-18 | -19.92 | 136 |
| 2024-01-02 | 2024-03-24 | -12.79 | 82 |
| 2023-04-26 | 2023-06-20 | -11.69 | 55 |
| 2023-08-29 | 2023-12-01 | -9.35 | 93 |
| 2023-07-14 | 2023-08-29 | -9.33 | 46 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| Metric | 11404142:btcusd:triple_med_gx:lsma115_140 | 11404142:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -14.67% | -29.64% |
| Best Month | 29.84% | 43.77% |
| Worst Month | -12.48% | -37.12% |
| Best Year | 87.24% | 155.54% |
| Worst Year | -20.32% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.98% | 6.73% |
| Avg. Down Week | -2.71% | -4.56% |
| Avg. Up Month | 8.72% | 14.97% |
| Avg. Down Month | -6.75% | -11.78% |
| Win Days % | 50.71% | 51.29% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 45.76% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |