| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 148.85% | 161.99% |
| Max Drawdown | -27.99% | -67.18% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.85 | 0.59 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 19.25 | 3.88 |
| Outlier Loss Ratio | 4.21 | 3.81 |
| Volatility (ann.) | 14.77% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.12 | 0.5 |
| Skew | 2.01 | 0.18 |
| Kurtosis | 32.13 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 2.38% |
| Expected Yearly % | 25.6% | 27.22% |
| Kelly Criterion | 5.8% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11404189:BTCUSD | 11404189:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.31 | 0.07 | + |
| 2023 | 155.54 | 49.27 | 0.32 | - |
| 2024 | 121.00 | 52.37 | 0.43 | - |
| 2025 | 16.76 | 14.34 | 0.86 | - |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.32% | 31.46% |
| 6M | 24.41% | 12.77% |
| YTD | 14.34% | 16.76% |
| 1Y | 43.56% | 56.84% |
| 3Y (ann.) | 29.16% | 55.31% |
| 5Y (ann.) | 31.3% | 33.33% |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Max Drawdown | -27.99% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 5.32 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -27.99 | 377 |
| 2024-04-23 | 2024-09-13 | -15.12 | 143 |
| 2025-03-03 | 2025-06-11 | -14.57 | 100 |
| 2024-01-02 | 2024-02-27 | -11.36 | 55 |
| 2023-07-14 | 2024-01-02 | -10.32 | 172 |
| 2023-04-26 | 2023-06-20 | -9.68 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-03-01 | -7.79 | 27 |
| 2024-04-01 | 2024-04-22 | -6.63 | 21 |
| 2024-09-14 | 2024-10-14 | -6.08 | 30 |
| Metric | 11404189:btcusd:triple_med_gx:lsma75_140 | 11404189:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.75% | 43.77% |
| Worst Month | -12.64% | -37.12% |
| Best Year | 52.37% | 155.54% |
| Worst Year | -4.31% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.39% | 6.52% |
| Avg. Down Week | -2.75% | -3.95% |
| Avg. Up Month | 7.55% | 14.91% |
| Avg. Down Month | -4.03% | -11.98% |
| Win Days % | 50.44% | 51.27% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 55.45% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |