| Metric | 11404082:btcusd:triple_med_gx:lsma95_140 | 11404082:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 112.68% | 161.99% |
| Max Drawdown | -43.9% | -67.18% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.67 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 17.86 | 4.0 |
| Outlier Loss Ratio | 4.32 | 3.99 |
| Volatility (ann.) | 15.52% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.58 | 0.5 |
| Skew | 1.2 | 0.18 |
| Kurtosis | 25.68 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.38% |
| Expected Yearly % | 20.76% | 27.22% |
| Kelly Criterion | 5.02% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11404082:BTCUSD | 11404082:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -30.17 | 0.50 | + |
| 2023 | 155.54 | 67.85 | 0.44 | - |
| 2024 | 121.00 | 67.73 | 0.56 | - |
| 2025 | 16.76 | 8.19 | 0.49 | - |
| Metric | 11404082:btcusd:triple_med_gx:lsma95_140 | 11404082:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.76% | 31.46% |
| 6M | 10.25% | 12.77% |
| YTD | 8.19% | 16.76% |
| 1Y | 41.66% | 56.84% |
| 3Y (ann.) | 27.09% | 55.31% |
| 5Y (ann.) | 25.28% | 33.33% |
| Metric | 11404082:btcusd:triple_med_gx:lsma95_140 | 11404082:BTCUSD |
|---|---|---|
| Max Drawdown | -43.9% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.57 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -43.90 | 498 |
| 2025-01-07 | 2025-06-11 | -15.71 | 155 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2023-07-14 | 2023-12-04 | -13.39 | 143 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-16 | 2025-01-06 | -8.93 | 20 |
| 2024-08-09 | 2024-09-13 | -8.73 | 35 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-12-22 | 2024-01-26 | -7.11 | 35 |
| Metric | 11404082:btcusd:triple_med_gx:lsma95_140 | 11404082:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.5% | 43.77% |
| Worst Month | -19.14% | -37.12% |
| Best Year | 67.85% | 155.54% |
| Worst Year | -30.17% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.58% | 6.24% |
| Avg. Down Week | -3.03% | -4.57% |
| Avg. Up Month | 7.81% | 13.75% |
| Avg. Down Month | -6.59% | -12.8% |
| Win Days % | 50.68% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |