| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 163.17% | 161.99% |
| Max Drawdown | -40.28% | -67.18% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.92 | 0.59 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 21.26 | 3.87 |
| Outlier Loss Ratio | 4.2 | 3.78 |
| Volatility (ann.) | 14.21% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.83 | 0.5 |
| Skew | 1.89 | 0.18 |
| Kurtosis | 33.75 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 2.38% |
| Expected Yearly % | 27.37% | 27.22% |
| Kelly Criterion | 7.23% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.23% |
| Expected Shortfall (cVaR) | -1.2% | -2.23% |
| Year | 11404071:BTCUSD | 11404071:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.06 | 0.23 | + |
| 2023 | 155.54 | 53.50 | 0.34 | - |
| 2024 | 121.00 | 72.21 | 0.60 | - |
| 2025 | 16.76 | 15.84 | 0.95 | - |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 8.92% | 31.46% |
| 6M | 11.17% | 12.77% |
| YTD | 15.84% | 16.76% |
| 1Y | 40.9% | 56.84% |
| 3Y (ann.) | 27.12% | 55.31% |
| 5Y (ann.) | 33.51% | 33.33% |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Max Drawdown | -40.28% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 4.05 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-11-15 | -40.28 | 548 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-06 | 2025-05-22 | -10.93 | 77 |
| 2022-03-02 | 2022-05-12 | -10.55 | 71 |
| 2024-12-05 | 2025-03-05 | -10.49 | 89 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2025-05-23 | 2025-06-09 | -6.58 | 17 |
| 2024-08-09 | 2024-09-10 | -5.84 | 32 |
| Metric | 11404071:btcusd:triple_med_gx:lsma55_140 | 11404071:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.14% | 43.77% |
| Worst Month | -15.57% | -37.12% |
| Best Year | 72.21% | 155.54% |
| Worst Year | -14.06% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.36% | 5.96% |
| Avg. Down Week | -2.82% | -5.12% |
| Avg. Up Month | 6.13% | 12.2% |
| Avg. Down Month | -5.38% | -11.87% |
| Win Days % | 49.97% | 51.27% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 53.68% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |