| Metric | 11404132:btcusd:triple_med_gx:lsma65_140 | 11404132:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 159.96% | 161.99% |
| Max Drawdown | -32.1% | -67.18% |
| Sharpe | 0.56 | 0.41 |
| Sortino | 0.89 | 0.59 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 20.07 | 3.81 |
| Outlier Loss Ratio | 4.22 | 3.8 |
| Volatility (ann.) | 14.55% | 26.28% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.03 | 0.5 |
| Skew | 1.94 | 0.18 |
| Kurtosis | 34.66 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.36% | 2.38% |
| Expected Yearly % | 26.98% | 27.22% |
| Kelly Criterion | 6.62% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.23% |
| Expected Shortfall (cVaR) | -1.23% | -2.23% |
| Year | 11404132:BTCUSD | 11404132:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.24 | 0.20 | + |
| 2023 | 155.54 | 64.94 | 0.42 | - |
| 2024 | 121.00 | 51.88 | 0.43 | - |
| 2025 | 16.76 | 18.24 | 1.09 | + |
| Metric | 11404132:btcusd:triple_med_gx:lsma65_140 | 11404132:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.35% | 31.46% |
| 6M | 17.34% | 12.77% |
| YTD | 18.24% | 16.76% |
| 1Y | 43.4% | 56.84% |
| 3Y (ann.) | 33.35% | 55.31% |
| 5Y (ann.) | 33.02% | 33.33% |
| Metric | 11404132:btcusd:triple_med_gx:lsma65_140 | 11404132:BTCUSD |
|---|---|---|
| Max Drawdown | -32.1% | -67.18% |
| Longest DD Days | 407.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 4.98 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-13 | -32.10 | 407 |
| 2024-04-23 | 2024-08-08 | -14.65 | 107 |
| 2025-03-06 | 2025-06-09 | -14.33 | 95 |
| 2024-12-21 | 2025-03-01 | -10.26 | 69 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2024-08-09 | 2024-09-13 | -9.84 | 35 |
| 2023-07-14 | 2023-10-16 | -9.01 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2023-04-26 | 2023-05-15 | -5.79 | 18 |
| Metric | 11404132:btcusd:triple_med_gx:lsma65_140 | 11404132: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 | -10.9% | -37.12% |
| Best Year | 64.94% | 155.54% |
| Worst Year | -12.24% | -60.27% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.49% | 6.16% |
| Avg. Down Week | -2.67% | -4.68% |
| Avg. Up Month | 6.81% | 12.61% |
| Avg. Down Month | -4.3% | -11.97% |
| Win Days % | 50.23% | 51.27% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 53.47% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |