| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 86.1% | 185.19% |
| Max Drawdown | -29.6% | -67.18% |
| Sharpe | 0.41 | 0.42 |
| Sortino | 0.67 | 0.61 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.68 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 26.88 | 3.75 |
| Outlier Loss Ratio | 4.27 | 3.66 |
| Volatility (ann.) | 13.11% | 26.05% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.67 | 0.53 |
| Skew | 2.77 | 0.18 |
| Kurtosis | 49.56 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.53% |
| Expected Yearly % | 16.8% | 29.95% |
| Kelly Criterion | 1.71% | 12.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.21% |
| Expected Shortfall (cVaR) | -1.11% | -2.21% |
| Year | 11402961:BTCUSD | 11402961:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.44 | -0.09 | + |
| 2023 | 155.54 | 9.14 | 0.06 | - |
| 2024 | 121.00 | 33.34 | 0.28 | - |
| 2025 | 27.10 | 21.28 | 0.79 | - |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.9% | 41.88% |
| 6M | 13.08% | 22.91% |
| YTD | 21.28% | 27.1% |
| 1Y | 30.38% | 82.29% |
| 3Y (ann.) | 21.9% | 77.48% |
| 5Y (ann.) | 19.75% | 35.54% |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Max Drawdown | -29.6% | -67.18% |
| Longest DD Days | 584.0 | 683.0 |
| Avg. Drawdown | -3.64% | -6.76% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 2.91 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-11-10 | -29.60 | 584 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-05 | 2025-05-18 | -9.18 | 74 |
| 2023-11-18 | 2024-02-26 | -9.10 | 100 |
| 2024-08-09 | 2024-11-06 | -7.96 | 89 |
| 2024-06-14 | 2024-08-08 | -7.84 | 55 |
| 2024-11-30 | 2024-12-24 | -7.36 | 24 |
| 2025-01-30 | 2025-03-02 | -7.31 | 31 |
| 2024-12-26 | 2025-01-14 | -5.55 | 19 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| Metric | 11402961:btcusd:triple_med_gx:lsma35_140 | 11402961:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -9.73% | -29.64% |
| Best Month | 13.47% | 43.77% |
| Worst Month | -12.64% | -37.12% |
| Best Year | 33.34% | 155.54% |
| Worst Year | 5.44% | -60.27% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.25% | 7.07% |
| Avg. Down Week | -2.92% | -4.56% |
| Avg. Up Month | 5.34% | 13.14% |
| Avg. Down Month | -5.32% | -11.47% |
| Win Days % | 45.07% | 51.29% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 51.38% | 51.37% |
| Win Quarter % | 85.71% | 60.0% |
| Win Year % | 100.0% | 75.0% |