| Metric | 11404076:btcusd:triple_med_gx:lsma70_140 | 11404076:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 105.8% | 161.99% |
| Max Drawdown | -34.16% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.69 | 0.59 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 19.96 | 3.81 |
| Outlier Loss Ratio | 4.19 | 3.83 |
| Volatility (ann.) | 14.56% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.7 | 0.5 |
| Skew | 1.57 | 0.18 |
| Kurtosis | 31.15 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.38% |
| Expected Yearly % | 19.77% | 27.22% |
| Kelly Criterion | 4.83% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.23% |
| Expected Shortfall (cVaR) | -1.24% | -2.23% |
| Year | 11404076:BTCUSD | 11404076:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.73 | 0.24 | + |
| 2023 | 155.54 | 71.43 | 0.46 | - |
| 2024 | 121.00 | 31.80 | 0.26 | - |
| 2025 | 16.76 | 6.82 | 0.41 | - |
| Metric | 11404076:btcusd:triple_med_gx:lsma70_140 | 11404076:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.13% | 31.46% |
| 6M | 2.8% | 12.77% |
| YTD | 6.82% | 16.76% |
| 1Y | 23.27% | 56.84% |
| 3Y (ann.) | 21.64% | 55.31% |
| 5Y (ann.) | 24.06% | 33.33% |
| Metric | 11404076:btcusd:triple_med_gx:lsma70_140 | 11404076:BTCUSD |
|---|---|---|
| Max Drawdown | -34.16% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 3.1 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -34.16 | 344 |
| 2024-04-23 | 2024-08-08 | -15.80 | 107 |
| 2025-03-06 | 2025-06-11 | -15.46 | 97 |
| 2023-12-22 | 2024-03-25 | -13.87 | 94 |
| 2022-03-02 | 2022-05-13 | -13.23 | 72 |
| 2024-08-09 | 2024-09-13 | -10.33 | 35 |
| 2024-12-05 | 2025-03-05 | -10.24 | 90 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-11-15 | -8.91 | 124 |
| 2024-09-14 | 2024-10-14 | -7.67 | 30 |
| Metric | 11404076:btcusd:triple_med_gx:lsma70_140 | 11404076:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.39% | 43.77% |
| Worst Month | -10.28% | -37.12% |
| Best Year | 71.43% | 155.54% |
| Worst Year | -14.73% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.53% | 6.45% |
| Avg. Down Week | -2.73% | -4.61% |
| Avg. Up Month | 6.29% | 13.05% |
| Avg. Down Month | -4.42% | -11.41% |
| Win Days % | 49.7% | 51.27% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 50.52% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |