| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 284.91% | 128.48% |
| Max Drawdown | -27.37% | -67.18% |
| Sharpe | 0.72 | 0.34 |
| Sortino | 1.2 | 0.49 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.46 | 1.04 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 20.94 | 3.83 |
| Outlier Loss Ratio | 4.24 | 3.7 |
| Volatility (ann.) | 13.58% | 25.42% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.56 | 0.36 |
| Skew | 2.6 | 0.17 |
| Kurtosis | 38.73 | 6.66 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.97% | 1.81% |
| Expected Yearly % | 40.07% | 22.94% |
| Kelly Criterion | 8.81% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.16% |
| Expected Shortfall (cVaR) | -1.14% | -2.16% |
| Year | 11404184:BTCUSD | 11404184:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.06 | -0.07 | + |
| 2023 | 155.54 | 53.28 | 0.34 | - |
| 2024 | 121.00 | 73.95 | 0.61 | - |
| 2025 | 1.83 | 38.73 | 21.22 | + |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| MTD | -0.95% | -13.23% |
| 3M | 16.34% | -19.07% |
| 6M | 28.58% | -7.85% |
| YTD | 38.73% | 1.83% |
| 1Y | 48.33% | 4.88% |
| 3Y (ann.) | 51.76% | 78.71% |
| 5Y (ann.) | 42.79% | 24.41% |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Max Drawdown | -27.37% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.36% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 10.41 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -27.37 | 301 |
| 2024-06-05 | 2024-09-13 | -14.48 | 99 |
| 2025-03-03 | 2025-07-27 | -11.79 | 146 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2023-04-26 | 2023-10-16 | -9.70 | 172 |
| 2025-01-04 | 2025-02-28 | -8.16 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.17 | 30 |
| 2024-01-02 | 2024-01-16 | -5.77 | 14 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| Metric | 11404184:btcusd:triple_med_gx:lsma55_140 | 11404184:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 23.95% | 43.77% |
| Worst Month | -9.53% | -37.12% |
| Best Year | 73.95% | 155.54% |
| Worst Year | 4.06% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.18% | 6.2% |
| Avg. Down Week | -2.21% | -4.22% |
| Avg. Up Month | 6.21% | 13.34% |
| Avg. Down Month | -3.95% | -12.29% |
| Win Days % | 50.66% | 51.43% |
| Win Month % | 71.11% | 58.7% |
| Win Week % | 56.52% | 50.25% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |