| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 101.55% | 185.19% |
| Max Drawdown | -21.35% | -67.18% |
| Sharpe | 0.47 | 0.42 |
| Sortino | 0.75 | 0.61 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 27.42 | 3.74 |
| Outlier Loss Ratio | 4.11 | 3.48 |
| Volatility (ann.) | 12.6% | 26.05% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.06 | 0.53 |
| Skew | 2.21 | 0.18 |
| Kurtosis | 50.81 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.68% | 2.53% |
| Expected Yearly % | 19.15% | 29.95% |
| Kelly Criterion | 3.62% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 11403069:BTCUSD | 11403069:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.39 | -0.26 | + |
| 2023 | 155.54 | 21.46 | 0.14 | - |
| 2024 | 121.00 | 22.66 | 0.19 | - |
| 2025 | 27.10 | 17.24 | 0.64 | - |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.57% | 41.88% |
| 6M | 6.29% | 22.91% |
| YTD | 17.24% | 27.1% |
| 1Y | 23.81% | 82.29% |
| 3Y (ann.) | 24.93% | 77.48% |
| 5Y (ann.) | 22.55% | 35.54% |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Max Drawdown | -21.35% | -67.18% |
| Longest DD Days | 238.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 4.76 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-08-11 | -21.35 | 154 |
| 2023-03-01 | 2023-04-11 | -15.91 | 41 |
| 2024-04-30 | 2024-12-24 | -15.62 | 238 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2025-01-30 | 2025-05-08 | -10.15 | 98 |
| 2022-08-11 | 2022-09-28 | -9.92 | 48 |
| 2022-11-15 | 2023-02-16 | -9.27 | 92 |
| 2023-07-14 | 2023-11-09 | -8.60 | 118 |
| 2023-11-20 | 2024-01-02 | -6.82 | 42 |
| 2024-02-28 | 2024-03-25 | -6.58 | 26 |
| Metric | 11403069:btcusd:triple_med_gx:lsma35_140 | 11403069:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 11.38% | 43.77% |
| Worst Month | -6.63% | -37.12% |
| Best Year | 22.66% | 155.54% |
| Worst Year | 15.39% | -60.27% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.97% | 7.04% |
| Avg. Down Week | -2.88% | -4.78% |
| Avg. Up Month | 4.85% | 10.86% |
| Avg. Down Month | -3.27% | -10.93% |
| Win Days % | 47.1% | 51.29% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 54.78% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |