| Metric | 11404133:btcusd:triple_med_gx:lsma75_140 | 11404133:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 141.36% | 161.99% |
| Max Drawdown | -36.59% | -67.18% |
| Sharpe | 0.51 | 0.41 |
| Sortino | 0.81 | 0.59 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 18.92 | 3.84 |
| Outlier Loss Ratio | 4.15 | 3.84 |
| Volatility (ann.) | 14.95% | 26.28% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.82 | 0.5 |
| Skew | 1.72 | 0.18 |
| Kurtosis | 31.37 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.17% | 2.38% |
| Expected Yearly % | 24.64% | 27.22% |
| Kelly Criterion | 6.13% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11404133:BTCUSD | 11404133:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.42 | 0.31 | + |
| 2023 | 155.54 | 62.48 | 0.40 | - |
| 2024 | 121.00 | 47.56 | 0.39 | - |
| 2025 | 16.76 | 23.39 | 1.40 | + |
| Metric | 11404133:btcusd:triple_med_gx:lsma75_140 | 11404133:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.63% | 31.46% |
| 6M | 22.58% | 12.77% |
| YTD | 23.39% | 16.76% |
| 1Y | 48.91% | 56.84% |
| 3Y (ann.) | 32.38% | 55.31% |
| 5Y (ann.) | 30.11% | 33.33% |
| Metric | 11404133:btcusd:triple_med_gx:lsma75_140 | 11404133:BTCUSD |
|---|---|---|
| Max Drawdown | -36.59% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.86 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -36.59 | 420 |
| 2024-04-23 | 2024-08-08 | -14.53 | 107 |
| 2025-03-06 | 2025-05-25 | -14.33 | 80 |
| 2023-07-14 | 2023-12-02 | -10.75 | 141 |
| 2024-01-17 | 2024-01-29 | -9.41 | 12 |
| 2024-12-05 | 2025-03-01 | -9.23 | 85 |
| 2024-08-09 | 2024-09-13 | -8.38 | 35 |
| 2023-05-23 | 2023-06-20 | -7.60 | 28 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2023-04-26 | 2023-05-15 | -5.79 | 18 |
| Metric | 11404133:btcusd:triple_med_gx:lsma75_140 | 11404133: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 | -12.18% | -37.12% |
| Best Year | 62.48% | 155.54% |
| Worst Year | -18.42% | -60.27% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.64% | 6.19% |
| Avg. Down Week | -2.46% | -4.42% |
| Avg. Up Month | 7.38% | 13.07% |
| Avg. Down Month | -4.38% | -12.36% |
| Win Days % | 50.81% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 48.51% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |