| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 164.47% | 161.99% |
| Max Drawdown | -42.79% | -67.18% |
| Sharpe | 0.59 | 0.41 |
| Sortino | 0.93 | 0.59 |
| Payoff Ratio | 1.17 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 22.29 | 3.78 |
| Outlier Loss Ratio | 4.12 | 3.77 |
| Volatility (ann.) | 14.05% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.79 | 0.5 |
| Skew | 1.73 | 0.18 |
| Kurtosis | 36.64 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.4% | 2.38% |
| Expected Yearly % | 27.52% | 27.22% |
| Kelly Criterion | 7.43% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.23% |
| Expected Shortfall (cVaR) | -1.19% | -2.23% |
| Year | 11404068:BTCUSD | 11404068:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.16 | 0.33 | + |
| 2023 | 155.54 | 47.65 | 0.31 | - |
| 2024 | 121.00 | 75.35 | 0.62 | - |
| 2025 | 16.76 | 27.95 | 1.67 | + |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 16.22% | 31.46% |
| 6M | 30.62% | 12.77% |
| YTD | 27.95% | 16.76% |
| 1Y | 55.71% | 56.84% |
| 3Y (ann.) | 28.88% | 55.31% |
| 5Y (ann.) | 33.71% | 33.33% |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Max Drawdown | -42.79% | -67.18% |
| Longest DD Days | 609.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.97% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 3.84 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-15 | -42.79 | 609 |
| 2022-03-09 | 2022-05-13 | -15.99 | 64 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2024-12-21 | 2025-03-10 | -9.22 | 78 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-08-09 | 2024-09-12 | -6.83 | 34 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| Metric | 11404068:btcusd:triple_med_gx:lsma30_140 | 11404068:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.72% | 43.77% |
| Worst Month | -19.22% | -37.12% |
| Best Year | 75.35% | 155.54% |
| Worst Year | -20.16% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 4.38% | 6.31% |
| Avg. Down Week | -2.9% | -5.3% |
| Avg. Up Month | 5.89% | 12.2% |
| Avg. Down Month | -5.31% | -12.6% |
| Win Days % | 50.08% | 51.27% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 55.91% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |