| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 317.95% | 150.85% |
| Max Drawdown | -31.19% | -67.18% |
| Sharpe | 0.84 | 0.39 |
| Sortino | 1.41 | 0.57 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 22.4 | 3.88 |
| Outlier Loss Ratio | 4.2 | 3.64 |
| Volatility (ann.) | 13.78% | 26.24% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.7 | 0.47 |
| Skew | 2.6 | 0.18 |
| Kurtosis | 40.66 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.55% | 2.27% |
| Expected Yearly % | 42.98% | 25.85% |
| Kelly Criterion | 10.58% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.23% |
| Expected Shortfall (cVaR) | -1.16% | -2.23% |
| Year | 11404177:BTCUSD | 11404177:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.39 | -0.17 | + |
| 2023 | 155.54 | 53.11 | 0.34 | - |
| 2024 | 121.00 | 87.71 | 0.72 | - |
| 2025 | 11.80 | 31.74 | 2.69 | + |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| MTD | 3.83% | -0.27% |
| 3M | 13.14% | 26.2% |
| 6M | 36.65% | -1.67% |
| YTD | 31.74% | 11.8% |
| 1Y | 85.16% | 56.98% |
| 3Y (ann.) | 45.63% | 72.09% |
| 5Y (ann.) | 52.92% | 31.41% |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Max Drawdown | -31.19% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -2.81% | -6.97% |
| Avg. Drawdown Days | 15.0 | 36.0 |
| Recovery Factor | 10.19 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -31.19 | 329 |
| 2024-06-05 | 2024-08-08 | -14.56 | 63 |
| 2024-01-17 | 2024-02-27 | -10.02 | 41 |
| 2025-01-10 | 2025-03-01 | -8.67 | 49 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-07-14 | 2023-10-16 | -7.75 | 94 |
| 2025-03-03 | 2025-03-14 | -6.64 | 11 |
| 2023-05-09 | 2023-06-17 | -5.81 | 38 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2024-04-28 | 2024-05-04 | -5.64 | 5 |
| Metric | 11404177:btcusd:triple_med_gx:lsma25_140 | 11404177:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -13.14% | -29.64% |
| Best Month | 23.42% | 43.77% |
| Worst Month | -14.51% | -37.12% |
| Best Year | 87.71% | 155.54% |
| Worst Year | 10.39% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 4.25% | 6.66% |
| Avg. Down Week | -3.03% | -5.24% |
| Avg. Up Month | 6.56% | 14.09% |
| Avg. Down Month | -5.6% | -12.19% |
| Win Days % | 50.56% | 51.24% |
| Win Month % | 77.5% | 58.54% |
| Win Week % | 68.75% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |