| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 289.44% | 192.0% |
| Max Drawdown | -30.29% | -67.18% |
| Sharpe | 0.77 | 0.43 |
| Sortino | 1.27 | 0.62 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.66 | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 21.73 | 3.86 |
| Outlier Loss Ratio | 4.17 | 3.73 |
| Volatility (ann.) | 14.07% | 26.07% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.6 | 0.54 |
| Skew | 2.32 | 0.18 |
| Kurtosis | 38.8 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.29% | 2.58% |
| Expected Yearly % | 40.48% | 30.72% |
| Kelly Criterion | 9.19% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.21% |
| Expected Shortfall (cVaR) | -1.18% | -2.21% |
| Year | 11404181:BTCUSD | 11404181:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.30 | -0.05 | + |
| 2023 | 155.54 | 40.83 | 0.26 | - |
| 2024 | 121.00 | 86.37 | 0.71 | - |
| 2025 | 30.14 | 43.63 | 1.45 | + |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 14.32% | 45.08% |
| 6M | 37.56% | 28.47% |
| YTD | 43.63% | 30.14% |
| 1Y | 100.08% | 105.13% |
| 3Y (ann.) | 46.52% | 81.7% |
| 5Y (ann.) | 48.5% | 36.57% |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Max Drawdown | -30.29% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.07% | -6.66% |
| Avg. Drawdown Days | 15.0 | 35.0 |
| Recovery Factor | 9.56 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -30.29 | 302 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2022-03-09 | 2022-05-13 | -11.48 | 64 |
| 2024-01-02 | 2024-02-27 | -10.96 | 55 |
| 2023-07-14 | 2024-01-02 | -9.82 | 172 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-01-14 | 2025-02-28 | -7.87 | 45 |
| 2023-05-06 | 2023-07-13 | -6.61 | 68 |
| 2024-08-09 | 2024-09-10 | -6.32 | 32 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11404181:btcusd:triple_med_gx:lsma30_140 | 11404181:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 23.95% | 43.77% |
| Worst Month | -15.27% | -37.12% |
| Best Year | 86.37% | 155.54% |
| Worst Year | 3.3% | -60.27% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.32% | 6.33% |
| Avg. Down Week | -2.72% | -4.47% |
| Avg. Up Month | 6.72% | 13.78% |
| Avg. Down Month | -5.11% | -12.07% |
| Win Days % | 50.36% | 51.31% |
| Win Month % | 72.5% | 61.9% |
| Win Week % | 62.0% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |