| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 188.47% | 161.99% |
| Max Drawdown | -38.03% | -67.18% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.9 | 0.59 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 16.52 | 4.07 |
| Outlier Loss Ratio | 4.39 | 3.95 |
| Volatility (ann.) | 15.81% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.98 | 0.5 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 23.45 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.62% | 2.38% |
| Expected Yearly % | 30.32% | 27.22% |
| Kelly Criterion | 6.24% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.23% |
| Expected Shortfall (cVaR) | -1.34% | -2.23% |
| Year | 11404084:BTCUSD | 11404084:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -23.68 | 0.39 | + |
| 2023 | 155.54 | 69.83 | 0.45 | - |
| 2024 | 121.00 | 99.80 | 0.82 | - |
| 2025 | 16.76 | 11.39 | 0.68 | - |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.98% | 31.46% |
| 6M | 12.95% | 12.77% |
| YTD | 11.39% | 16.76% |
| 1Y | 64.38% | 56.84% |
| 3Y (ann.) | 41.12% | 55.31% |
| 5Y (ann.) | 37.22% | 33.33% |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Max Drawdown | -38.03% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.97% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 4.96 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -38.03 | 420 |
| 2025-03-06 | 2025-06-09 | -15.46 | 95 |
| 2023-08-29 | 2023-12-05 | -15.23 | 97 |
| 2023-04-26 | 2023-06-21 | -13.74 | 55 |
| 2024-06-10 | 2024-08-08 | -12.90 | 59 |
| 2024-12-17 | 2025-03-06 | -10.39 | 78 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2023-07-14 | 2023-08-29 | -8.15 | 46 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11404084:btcusd:triple_med_gx:lsma105_140 | 11404084:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 20.98% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 99.8% | 155.54% |
| Worst Year | -23.68% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.76% | 6.68% |
| Avg. Down Week | -2.63% | -4.65% |
| Avg. Up Month | 8.49% | 13.24% |
| Avg. Down Month | -5.4% | -12.03% |
| Win Days % | 50.81% | 51.27% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 50.43% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |