| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 127.21% | 161.99% |
| Max Drawdown | -40.5% | -67.18% |
| Sharpe | 0.48 | 0.41 |
| Sortino | 0.76 | 0.59 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 18.66 | 3.89 |
| Outlier Loss Ratio | 4.2 | 3.84 |
| Volatility (ann.) | 15.02% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.69 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 30.65 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 2.38% |
| Expected Yearly % | 22.77% | 27.22% |
| Kelly Criterion | 5.29% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11404190:BTCUSD | 11404190:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.59 | 0.34 | + |
| 2023 | 155.54 | 56.44 | 0.36 | - |
| 2024 | 121.00 | 47.48 | 0.39 | - |
| 2025 | 16.76 | 24.01 | 1.43 | + |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.16% | 31.46% |
| 6M | 35.25% | 12.77% |
| YTD | 24.01% | 16.76% |
| 1Y | 56.35% | 56.84% |
| 3Y (ann.) | 28.97% | 55.31% |
| 5Y (ann.) | 27.78% | 33.33% |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| Max Drawdown | -40.5% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 3.14 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -40.50 | 476 |
| 2024-04-01 | 2024-10-16 | -19.84 | 198 |
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2024-01-02 | 2024-01-30 | -10.60 | 27 |
| 2023-07-14 | 2024-01-02 | -10.32 | 172 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-04 | 2025-03-01 | -6.02 | 25 |
| 2025-02-02 | 2025-02-03 | -4.75 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11404190:btcusd:triple_med_gx:lsma80_140 | 11404190:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -15.61% | -29.64% |
| Best Month | 24.15% | 43.77% |
| Worst Month | -19.28% | -37.12% |
| Best Year | 56.44% | 155.54% |
| Worst Year | -20.59% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 4.63% | 6.52% |
| Avg. Down Week | -2.91% | -3.83% |
| Avg. Up Month | 7.58% | 14.32% |
| Avg. Down Month | -6.04% | -12.36% |
| Win Days % | 50.39% | 51.27% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 52.48% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |