| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 168.29% | 150.85% |
| Max Drawdown | -26.68% | -67.18% |
| Sharpe | 0.56 | 0.39 |
| Sortino | 0.87 | 0.57 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 22.87 | 3.94 |
| Outlier Loss Ratio | 3.78 | 3.84 |
| Volatility (ann.) | 15.07% | 26.24% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.28 | 0.47 |
| Skew | 1.48 | 0.18 |
| Kurtosis | 38.46 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.44% | 2.27% |
| Expected Yearly % | 27.98% | 25.85% |
| Kelly Criterion | 7.98% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11403731:BTCUSD | 11403731:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.28 | 0.10 | + |
| 2023 | 155.54 | 44.92 | 0.29 | - |
| 2024 | 121.00 | 42.34 | 0.35 | - |
| 2025 | 11.80 | 38.77 | 3.29 | + |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| MTD | -0.07% | -0.27% |
| 3M | 12.61% | 26.2% |
| 6M | 31.71% | -1.67% |
| YTD | 38.77% | 11.8% |
| 1Y | 70.18% | 56.98% |
| 3Y (ann.) | 42.68% | 72.09% |
| 5Y (ann.) | 34.06% | 31.41% |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Max Drawdown | -26.68% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -3.56% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 6.31 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-10 | -26.68 | 367 |
| 2024-06-10 | 2024-11-03 | -20.77 | 145 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-03-25 | -10.59 | 83 |
| 2024-04-30 | 2024-06-03 | -9.89 | 34 |
| 2024-12-12 | 2025-03-02 | -9.18 | 79 |
| 2024-04-15 | 2024-04-29 | -7.34 | 14 |
| 2025-05-28 | 2025-06-18 | -6.85 | 21 |
| 2023-04-26 | 2023-07-11 | -5.96 | 76 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11403731:btcusd:triple_med_gx:lsma25_140 | 11403731:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.26% | 35.75% |
| Worst Week | -12.63% | -29.64% |
| Best Month | 18.26% | 43.77% |
| Worst Month | -10.18% | -37.12% |
| Best Year | 44.92% | 155.54% |
| Worst Year | -6.28% | -60.27% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.92% | -1.01% |
| Avg. Up Week | 3.94% | 5.71% |
| Avg. Down Week | -3.38% | -5.49% |
| Avg. Up Month | 4.9% | 13.99% |
| Avg. Down Month | -3.96% | -12.35% |
| Win Days % | 51.58% | 51.24% |
| Win Month % | 76.92% | 58.54% |
| Win Week % | 66.3% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |