| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 311.99% | 166.94% |
| Max Drawdown | -28.33% | -67.18% |
| Sharpe | 0.76 | 0.39 |
| Sortino | 1.23 | 0.56 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 21.63 | 3.93 |
| Outlier Loss Ratio | 4.16 | 3.77 |
| Volatility (ann.) | 13.92% | 25.47% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.64 | 0.45 |
| Skew | 2.18 | 0.17 |
| Kurtosis | 38.51 | 6.72 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 2.21% |
| Expected Yearly % | 42.47% | 27.82% |
| Kelly Criterion | 9.03% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11404180:BTCUSD | 11404180:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.06 | -0.05 | + |
| 2023 | 155.54 | 43.24 | 0.28 | - |
| 2024 | 121.00 | 92.09 | 0.76 | - |
| 2025 | 18.97 | 45.29 | 2.39 | + |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| MTD | 6.77% | -2.64% |
| 3M | 7.42% | -5.81% |
| 6M | 20.02% | 30.54% |
| YTD | 45.29% | 18.97% |
| 1Y | 76.61% | 62.45% |
| 3Y (ann.) | 57.5% | 79.65% |
| 5Y (ann.) | 46.51% | 30.33% |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Max Drawdown | -28.33% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.11% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 11.01 | 2.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.33 | 302 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2022-03-09 | 2022-05-13 | -12.29 | 64 |
| 2024-01-02 | 2024-02-27 | -11.01 | 55 |
| 2023-05-06 | 2023-11-15 | -8.52 | 193 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2025-03-03 | 2025-04-01 | -8.07 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.83 | 63 |
| 2025-06-16 | 2025-10-01 | -7.67 | 106 |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 28.11% | 43.77% |
| Worst Month | -12.86% | -37.12% |
| Best Year | 92.09% | 155.54% |
| Worst Year | 3.06% | -60.27% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.98% | 6.28% |
| Avg. Down Week | -2.83% | -4.58% |
| Avg. Up Month | 6.56% | 13.78% |
| Avg. Down Month | -4.92% | -11.54% |
| Win Days % | 50.6% | 51.41% |
| Win Month % | 70.45% | 60.0% |
| Win Week % | 63.55% | 50.76% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 100.0% | 75.0% |