| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 91.46% | 161.99% |
| Max Drawdown | -38.73% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.62 | 0.59 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 19.64 | 3.84 |
| Outlier Loss Ratio | 4.18 | 3.85 |
| Volatility (ann.) | 14.77% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.55 | 0.5 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 30.21 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.38% |
| Expected Yearly % | 17.63% | 27.22% |
| Kelly Criterion | 4.24% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.23% |
| Expected Shortfall (cVaR) | -1.26% | -2.23% |
| Year | 11404077:BTCUSD | 11404077:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -22.66 | 0.38 | + |
| 2023 | 155.54 | 69.90 | 0.45 | - |
| 2024 | 121.00 | 34.48 | 0.28 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.32% | 31.46% |
| 6M | 5.65% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 29.36% | 56.84% |
| 3Y (ann.) | 19.39% | 55.31% |
| 5Y (ann.) | 21.41% | 33.33% |
| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077:BTCUSD |
|---|---|---|
| Max Drawdown | -38.73% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 2.36 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -38.73 | 345 |
| 2024-04-23 | 2024-10-14 | -17.80 | 174 |
| 2025-03-06 | 2025-06-11 | -15.46 | 97 |
| 2022-03-02 | 2022-05-15 | -15.46 | 74 |
| 2023-12-22 | 2024-03-22 | -11.78 | 90 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2025-03-05 | -9.05 | 89 |
| 2023-07-14 | 2023-11-24 | -8.98 | 133 |
| 2023-05-23 | 2023-06-17 | -5.80 | 24 |
| 2023-04-26 | 2023-05-23 | -5.79 | 26 |
| Metric | 11404077:btcusd:triple_med_gx:lsma75_140 | 11404077: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 | -17.63% | -37.12% |
| Best Year | 69.9% | 155.54% |
| Worst Year | -22.66% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.43% | 6.35% |
| Avg. Down Week | -2.75% | -4.37% |
| Avg. Up Month | 6.24% | 12.22% |
| Avg. Down Month | -4.93% | -11.69% |
| Win Days % | 49.97% | 51.27% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |