| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 61.26% | 161.99% |
| Max Drawdown | -33.1% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.46 | 0.59 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.32 | 4.05 |
| Outlier Loss Ratio | 4.05 | 4.02 |
| Volatility (ann.) | 15.91% | 26.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.46 | 0.5 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 30.9 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.38% |
| Expected Yearly % | 12.69% | 27.22% |
| Kelly Criterion | 2.65% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.23% |
| Expected Shortfall (cVaR) | -1.36% | -2.23% |
| Year | 11403741:BTCUSD | 11403741:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.23 | 0.32 | + |
| 2023 | 155.54 | 36.53 | 0.23 | - |
| 2024 | 121.00 | 21.90 | 0.18 | - |
| 2025 | 16.76 | 19.96 | 1.19 | + |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 11.91% | 31.46% |
| 6M | 15.5% | 12.77% |
| YTD | 19.96% | 16.76% |
| 1Y | 17.33% | 56.84% |
| 3Y (ann.) | 18.0% | 55.31% |
| 5Y (ann.) | 15.34% | 33.33% |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Max Drawdown | -33.1% | -67.18% |
| Longest DD Days | 659.0 | 683.0 |
| Avg. Drawdown | -5.27% | -6.97% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 1.85 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-12-20 | -33.10 | 659 |
| 2024-06-07 | 2024-12-05 | -23.12 | 180 |
| 2025-03-03 | 2025-06-09 | -14.39 | 98 |
| 2024-01-02 | 2024-02-28 | -13.23 | 57 |
| 2024-02-29 | 2024-03-25 | -11.86 | 25 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-01 | -9.34 | 85 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2024-04-23 | 2024-06-04 | -4.66 | 42 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11403741:btcusd:triple_med_gx:lsma70_140 | 11403741:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.43% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 11.85% | 43.77% |
| Worst Month | -11.28% | -37.12% |
| Best Year | 36.53% | 155.54% |
| Worst Year | -19.23% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.55% | 6.71% |
| Avg. Down Week | -2.85% | -4.99% |
| Avg. Up Month | 4.42% | 12.78% |
| Avg. Down Month | -4.75% | -12.01% |
| Win Days % | 49.74% | 51.27% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 53.61% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |