| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 202.71% | 185.19% |
| Max Drawdown | -25.19% | -67.18% |
| Sharpe | 0.64 | 0.42 |
| Sortino | 1.04 | 0.61 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 20.52 | 3.86 |
| Outlier Loss Ratio | 4.3 | 3.8 |
| Volatility (ann.) | 14.24% | 26.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.5 | 0.53 |
| Skew | 2.31 | 0.18 |
| Kurtosis | 35.84 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.67% | 2.53% |
| Expected Yearly % | 31.9% | 29.95% |
| Kelly Criterion | 7.12% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 11404187:BTCUSD | 11404187:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.82 | 0.01 | + |
| 2023 | 155.54 | 55.51 | 0.36 | - |
| 2024 | 121.00 | 75.14 | 0.62 | - |
| 2025 | 27.10 | 12.06 | 0.45 | - |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.43% | 41.88% |
| 6M | 6.72% | 22.91% |
| YTD | 12.06% | 27.1% |
| 1Y | 52.69% | 82.29% |
| 3Y (ann.) | 39.59% | 77.48% |
| 5Y (ann.) | 37.9% | 35.54% |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Max Drawdown | -25.19% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.76% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 8.05 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -25.19 | 301 |
| 2025-03-03 | 2025-07-17 | -14.57 | 136 |
| 2024-06-05 | 2024-09-13 | -14.48 | 99 |
| 2022-03-02 | 2022-05-15 | -10.73 | 74 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2023-07-14 | 2023-10-16 | -9.01 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-01-04 | 2025-02-28 | -7.83 | 55 |
| 2023-05-15 | 2023-06-19 | -6.95 | 35 |
| 2024-04-23 | 2024-05-04 | -6.36 | 11 |
| Metric | 11404187:btcusd:triple_med_gx:lsma65_140 | 11404187:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -10.56% | -37.12% |
| Best Year | 75.14% | 155.54% |
| Worst Year | -0.82% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 4.26% | 6.73% |
| Avg. Down Week | -2.59% | -3.87% |
| Avg. Up Month | 6.98% | 14.2% |
| Avg. Down Month | -4.32% | -12.7% |
| Win Days % | 49.93% | 51.29% |
| Win Month % | 71.79% | 61.9% |
| Win Week % | 58.82% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |