| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 185.65% | 161.99% |
| Max Drawdown | -36.61% | -67.18% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.9 | 0.59 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 17.37 | 3.96 |
| Outlier Loss Ratio | 4.26 | 3.9 |
| Volatility (ann.) | 15.52% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.01 | 0.5 |
| Skew | 1.49 | 0.18 |
| Kurtosis | 27.65 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.59% | 2.38% |
| Expected Yearly % | 30.0% | 27.22% |
| Kelly Criterion | 6.83% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11404138:BTCUSD | 11404138:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.47 | 0.32 | + |
| 2023 | 155.54 | 65.85 | 0.42 | - |
| 2024 | 121.00 | 93.36 | 0.77 | - |
| 2025 | 16.76 | 10.61 | 0.63 | - |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.64% | 31.46% |
| 6M | 17.45% | 12.77% |
| YTD | 10.61% | 16.76% |
| 1Y | 54.95% | 56.84% |
| 3Y (ann.) | 40.14% | 55.31% |
| 5Y (ann.) | 36.82% | 33.33% |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| Max Drawdown | -36.61% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.97% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 5.07 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -36.61 | 420 |
| 2025-01-07 | 2025-06-09 | -17.45 | 153 |
| 2024-06-10 | 2024-09-10 | -14.49 | 92 |
| 2023-07-14 | 2023-12-04 | -13.26 | 143 |
| 2023-04-26 | 2023-06-20 | -10.78 | 55 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-01-15 | 2024-01-26 | -7.10 | 11 |
| 2024-09-17 | 2024-10-12 | -5.79 | 25 |
| Metric | 11404138:btcusd:triple_med_gx:lsma95_140 | 11404138:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 20.98% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 93.36% | 155.54% |
| Worst Year | -19.47% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.79% | 5.98% |
| Avg. Down Week | -2.73% | -4.8% |
| Avg. Up Month | 9.11% | 13.96% |
| Avg. Down Month | -4.92% | -11.98% |
| Win Days % | 51.43% | 51.27% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |