| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 100.49% | 161.99% |
| Max Drawdown | -31.67% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 21.1 | 3.95 |
| Outlier Loss Ratio | 4.08 | 3.83 |
| Volatility (ann.) | 14.99% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.73 | 0.5 |
| Skew | 1.84 | 0.18 |
| Kurtosis | 34.61 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.38% |
| Expected Yearly % | 18.99% | 27.22% |
| Kelly Criterion | 4.67% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11404017:BTCUSD | 11404017:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -15.56 | 0.26 | + |
| 2023 | 155.54 | 39.60 | 0.25 | - |
| 2024 | 121.00 | 46.79 | 0.39 | - |
| 2025 | 16.76 | 15.87 | 0.95 | - |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 7.27% | 31.46% |
| 6M | 18.92% | 12.77% |
| YTD | 15.87% | 16.76% |
| 1Y | 40.67% | 56.84% |
| 3Y (ann.) | 22.2% | 55.31% |
| 5Y (ann.) | 23.09% | 33.33% |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Max Drawdown | -31.67% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -5.16% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 3.17 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -31.67 | 344 |
| 2024-05-05 | 2024-08-08 | -15.78 | 95 |
| 2022-03-02 | 2022-05-15 | -14.28 | 74 |
| 2023-04-26 | 2023-11-15 | -12.14 | 203 |
| 2025-03-06 | 2025-06-09 | -10.97 | 95 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-01-02 | 2024-03-25 | -10.90 | 83 |
| 2025-03-03 | 2025-03-06 | -9.29 | 3 |
| 2024-08-09 | 2024-09-13 | -8.51 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| Metric | 11404017:btcusd:triple_med_gx:lsma55_140 | 11404017:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 18.23% | 43.77% |
| Worst Month | -9.78% | -37.12% |
| Best Year | 46.79% | 155.54% |
| Worst Year | -15.56% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.44% | 6.33% |
| Avg. Down Week | -3.01% | -5.43% |
| Avg. Up Month | 5.24% | 12.66% |
| Avg. Down Month | -6.95% | -13.32% |
| Win Days % | 49.0% | 51.27% |
| Win Month % | 73.68% | 60.98% |
| Win Week % | 53.26% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |