| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 79.13% | 161.99% |
| Max Drawdown | -34.61% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 22.12 | 4.04 |
| Outlier Loss Ratio | 3.95 | 3.99 |
| Volatility (ann.) | 15.52% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.55 | 0.5 |
| Skew | 1.23 | 0.18 |
| Kurtosis | 35.13 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.38% |
| Expected Yearly % | 15.69% | 27.22% |
| Kelly Criterion | 3.93% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11403738:BTCUSD | 11403738:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.89 | 0.31 | + |
| 2023 | 155.54 | 40.16 | 0.26 | - |
| 2024 | 121.00 | 21.11 | 0.17 | - |
| 2025 | 16.76 | 30.10 | 1.80 | + |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.66% | 31.46% |
| 6M | 22.9% | 12.77% |
| YTD | 30.1% | 16.76% |
| 1Y | 18.85% | 56.84% |
| 3Y (ann.) | 23.11% | 55.31% |
| 5Y (ann.) | 19.02% | 33.33% |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Max Drawdown | -34.61% | -67.18% |
| Longest DD Days | 628.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.29 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-11-19 | -34.61 | 628 |
| 2024-06-05 | 2025-03-02 | -22.04 | 269 |
| 2024-01-02 | 2024-02-28 | -13.05 | 57 |
| 2024-02-29 | 2024-03-25 | -11.86 | 25 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403738:btcusd:triple_med_gx:lsma55_140 | 11403738:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -12.1% | -37.12% |
| Best Year | 40.16% | 155.54% |
| Worst Year | -18.89% | -60.27% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.08% | 6.65% |
| Avg. Down Week | -3.05% | -5.39% |
| Avg. Up Month | 5.38% | 13.56% |
| Avg. Down Month | -3.95% | -11.2% |
| Win Days % | 50.07% | 51.27% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 55.43% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |