| Metric | 11404191:btcusd:triple_med_gx:lsma85_140 | 11404191:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 103.03% | 161.99% |
| Max Drawdown | -39.18% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 18.28 | 3.9 |
| Outlier Loss Ratio | 4.2 | 3.86 |
| Volatility (ann.) | 15.22% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.6 | 0.5 |
| Skew | 1.73 | 0.18 |
| Kurtosis | 29.47 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.38% |
| Expected Yearly % | 19.37% | 27.22% |
| Kelly Criterion | 4.35% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.23% |
| Expected Shortfall (cVaR) | -1.29% | -2.23% |
| Year | 11404191:BTCUSD | 11404191:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.27 | 0.30 | + |
| 2023 | 155.54 | 54.50 | 0.35 | - |
| 2024 | 121.00 | 32.82 | 0.27 | - |
| 2025 | 16.76 | 21.04 | 1.26 | + |
| Metric | 11404191:btcusd:triple_med_gx:lsma85_140 | 11404191:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.51% | 31.46% |
| 6M | 33.79% | 12.77% |
| YTD | 21.04% | 16.76% |
| 1Y | 44.16% | 56.84% |
| 3Y (ann.) | 22.17% | 55.31% |
| 5Y (ann.) | 23.56% | 33.33% |
| Metric | 11404191:btcusd:triple_med_gx:lsma85_140 | 11404191:BTCUSD |
|---|---|---|
| Max Drawdown | -39.18% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.9% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 2.63 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -39.18 | 420 |
| 2024-04-01 | 2024-11-06 | -19.88 | 219 |
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2023-07-14 | 2024-01-02 | -11.69 | 172 |
| 2023-04-26 | 2023-06-20 | -11.49 | 55 |
| 2024-01-02 | 2024-01-29 | -10.31 | 27 |
| 2025-01-07 | 2025-03-01 | -8.56 | 53 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-01-31 | 2024-03-24 | -4.15 | 53 |
| Metric | 11404191:btcusd:triple_med_gx:lsma85_140 | 11404191:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 23.26% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 54.5% | 155.54% |
| Worst Year | -18.27% | -60.27% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 4.55% | 5.92% |
| Avg. Down Week | -2.88% | -4.1% |
| Avg. Up Month | 7.65% | 13.2% |
| Avg. Down Month | -6.27% | -12.36% |
| Win Days % | 50.09% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 52.94% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |