| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 76.46% | 161.99% |
| Max Drawdown | -41.25% | -67.18% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 22.86 | 3.94 |
| Outlier Loss Ratio | 3.84 | 3.84 |
| Volatility (ann.) | 15.06% | 26.28% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.45 | 0.5 |
| Skew | 1.3 | 0.18 |
| Kurtosis | 38.61 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.38% |
| Expected Yearly % | 15.26% | 27.22% |
| Kelly Criterion | 3.8% | 5.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.23% |
| Expected Shortfall (cVaR) | -1.28% | -2.23% |
| Year | 11403898:BTCUSD | 11403898:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -28.76 | 0.48 | + |
| 2023 | 155.54 | 37.13 | 0.24 | - |
| 2024 | 121.00 | 40.67 | 0.34 | - |
| 2025 | 16.76 | 28.41 | 1.70 | + |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.2% | 31.46% |
| 6M | 30.89% | 12.77% |
| YTD | 28.41% | 16.76% |
| 1Y | 30.54% | 56.84% |
| 3Y (ann.) | 23.82% | 55.31% |
| 5Y (ann.) | 18.49% | 33.33% |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Max Drawdown | -41.25% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 1.85 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-20 | -41.25 | 742 |
| 2024-06-05 | 2024-12-05 | -23.63 | 182 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.39 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-28 | 2024-05-03 | -6.31 | 5 |
| 2025-03-13 | 2025-04-09 | -5.52 | 27 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403898:btcusd:triple_med_gx:lsma25_140 | 11403898:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -13.73% | -37.12% |
| Best Year | 40.67% | 155.54% |
| Worst Year | -28.76% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.91% | -0.93% |
| Avg. Up Week | 4.29% | 5.79% |
| Avg. Down Week | -3.27% | -5.55% |
| Avg. Up Month | 4.84% | 12.45% |
| Avg. Down Month | -5.29% | -13.89% |
| Win Days % | 49.96% | 51.27% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 54.26% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |