| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 105.6% | 161.99% |
| Max Drawdown | -38.58% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 22.35 | 4.04 |
| Outlier Loss Ratio | 3.92 | 3.92 |
| Volatility (ann.) | 15.38% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.62 | 0.5 |
| Skew | 1.39 | 0.18 |
| Kurtosis | 35.86 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.77% | 2.38% |
| Expected Yearly % | 19.74% | 27.22% |
| Kelly Criterion | 5.16% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403682:BTCUSD | 11403682:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.05 | 0.32 | + |
| 2023 | 155.54 | 56.89 | 0.37 | - |
| 2024 | 121.00 | 28.95 | 0.24 | - |
| 2025 | 16.76 | 25.55 | 1.52 | + |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 19.61% | 31.46% |
| 6M | 20.05% | 12.77% |
| YTD | 25.55% | 16.76% |
| 1Y | 24.07% | 56.84% |
| 3Y (ann.) | 30.5% | 55.31% |
| 5Y (ann.) | 24.02% | 33.33% |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Max Drawdown | -38.58% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 2.74 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-07-13 | -38.58 | 461 |
| 2024-06-05 | 2024-12-04 | -18.70 | 182 |
| 2024-01-02 | 2024-02-28 | -13.68 | 56 |
| 2024-12-05 | 2025-03-02 | -12.75 | 87 |
| 2025-03-03 | 2025-05-19 | -11.01 | 77 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2023-07-14 | 2023-11-09 | -8.34 | 118 |
| 2024-03-26 | 2024-04-19 | -5.44 | 23 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| Metric | 11403682:btcusd:triple_med_gx:lsma55_140 | 11403682:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 22.78% | 43.77% |
| Worst Month | -13.74% | -37.12% |
| Best Year | 56.89% | 155.54% |
| Worst Year | -19.05% | -60.27% |
| Avg. Up Day | 1.0% | 1.0% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 5.11% | 6.64% |
| Avg. Down Week | -2.79% | -5.09% |
| Avg. Up Month | 7.12% | 14.09% |
| Avg. Down Month | -4.26% | -12.58% |
| Win Days % | 50.15% | 51.27% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 48.39% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |