| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 156.86% | 161.99% |
| Max Drawdown | -33.5% | -67.18% |
| Sharpe | 0.55 | 0.41 |
| Sortino | 0.87 | 0.59 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 19.35 | 3.84 |
| Outlier Loss Ratio | 4.2 | 3.83 |
| Volatility (ann.) | 14.8% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.97 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 32.6 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.33% | 2.38% |
| Expected Yearly % | 26.6% | 27.22% |
| Kelly Criterion | 6.27% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.23% |
| Expected Shortfall (cVaR) | -1.25% | -2.23% |
| Year | 11404131:BTCUSD | 11404131:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.40 | 0.24 | + |
| 2023 | 155.54 | 69.61 | 0.45 | - |
| 2024 | 121.00 | 53.77 | 0.44 | - |
| 2025 | 16.76 | 15.06 | 0.90 | - |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.73% | 31.46% |
| 6M | 14.97% | 12.77% |
| YTD | 15.06% | 16.76% |
| 1Y | 39.52% | 56.84% |
| 3Y (ann.) | 33.47% | 55.31% |
| 5Y (ann.) | 32.55% | 33.33% |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| Max Drawdown | -33.5% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 4.68 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -33.50 | 420 |
| 2024-06-10 | 2024-08-08 | -14.58 | 59 |
| 2025-03-06 | 2025-06-11 | -14.33 | 97 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2024-12-21 | 2025-03-01 | -9.34 | 69 |
| 2023-07-14 | 2023-11-15 | -8.97 | 124 |
| 2024-08-09 | 2024-09-13 | -8.23 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-04-23 | 2024-06-05 | -6.02 | 43 |
| Metric | 11404131:btcusd:triple_med_gx:lsma70_140 | 11404131:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.08% | 43.77% |
| Worst Month | -12.22% | -37.12% |
| Best Year | 69.61% | 155.54% |
| Worst Year | -14.4% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.56% | 6.21% |
| Avg. Down Week | -2.5% | -4.53% |
| Avg. Up Month | 7.29% | 13.18% |
| Avg. Down Month | -4.18% | -11.6% |
| Win Days % | 50.61% | 51.27% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 51.96% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |