| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 338.15% | 150.85% |
| Max Drawdown | -35.62% | -67.18% |
| Sharpe | 0.87 | 0.39 |
| Sortino | 1.47 | 0.57 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 21.81 | 3.74 |
| Outlier Loss Ratio | 4.2 | 3.65 |
| Volatility (ann.) | 13.64% | 26.24% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.55 | 0.47 |
| Skew | 2.76 | 0.18 |
| Kurtosis | 40.77 | 6.41 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.67% | 2.27% |
| Expected Yearly % | 44.68% | 25.85% |
| Kelly Criterion | 11.87% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.23% |
| Expected Shortfall (cVaR) | -1.14% | -2.23% |
| Year | 11404122:BTCUSD | 11404122:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.90 | -0.05 | + |
| 2023 | 155.54 | 60.08 | 0.39 | - |
| 2024 | 121.00 | 82.19 | 0.68 | - |
| 2025 | 11.80 | 45.98 | 3.90 | + |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| MTD | 4.16% | -0.27% |
| 3M | 19.62% | 26.2% |
| 6M | 42.84% | -1.67% |
| YTD | 45.98% | 11.8% |
| 1Y | 84.99% | 56.98% |
| 3Y (ann.) | 50.34% | 72.09% |
| 5Y (ann.) | 55.08% | 31.41% |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Max Drawdown | -35.62% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -2.83% | -6.97% |
| Avg. Drawdown Days | 14.0 | 36.0 |
| Recovery Factor | 9.49 | 2.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -35.62 | 345 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -11.01 | 71 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2022-04-11 | 2022-05-12 | -7.95 | 31 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-07-14 | 2023-10-16 | -7.75 | 94 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| 2024-08-09 | 2024-09-10 | -5.61 | 32 |
| 2024-09-11 | 2024-10-11 | -5.29 | 29 |
| Metric | 11404122:btcusd:triple_med_gx:lsma25_140 | 11404122:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 20.82% | 35.75% |
| Worst Week | -12.85% | -29.64% |
| Best Month | 21.77% | 43.77% |
| Worst Month | -14.53% | -37.12% |
| Best Year | 82.19% | 155.54% |
| Worst Year | 2.9% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 4.15% | 5.7% |
| Avg. Down Week | -2.83% | -4.57% |
| Avg. Up Month | 6.8% | 12.2% |
| Avg. Down Month | -5.93% | -14.22% |
| Win Days % | 51.73% | 51.24% |
| Win Month % | 79.49% | 58.54% |
| Win Week % | 64.29% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |