| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 247.87% | 159.24% |
| Max Drawdown | -33.58% | -67.18% |
| Sharpe | 0.64 | 0.39 |
| Sortino | 1.0 | 0.56 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.16 | 1.01 |
| Outlier Win Ratio | 16.66 | 4.07 |
| Outlier Loss Ratio | 4.34 | 3.94 |
| Volatility (ann.) | 15.59% | 25.75% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.24 | 0.45 |
| Skew | 1.57 | 0.19 |
| Kurtosis | 26.34 | 6.62 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.87% | 2.19% |
| Expected Yearly % | 36.57% | 26.89% |
| Kelly Criterion | 7.17% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.19% |
| Expected Shortfall (cVaR) | -1.32% | -2.19% |
| Year | 11404140:BTCUSD | 11404140:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -15.52 | 0.26 | + |
| 2023 | 155.54 | 85.54 | 0.55 | - |
| 2024 | 121.00 | 100.79 | 0.83 | - |
| 2025 | 15.53 | 10.53 | 0.68 | - |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | -2.68% | 3.07% |
| 6M | 7.76% | 25.39% |
| YTD | 10.53% | 15.53% |
| 1Y | 69.53% | 82.91% |
| 3Y (ann.) | 60.16% | 75.13% |
| 5Y (ann.) | 41.76% | 30.56% |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| Max Drawdown | -33.58% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -3.46% | -7.03% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 7.38 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -33.58 | 380 |
| 2025-03-06 | 2025-05-18 | -14.33 | 73 |
| 2024-06-10 | 2024-09-11 | -14.04 | 92 |
| 2023-08-29 | 2023-12-04 | -11.93 | 97 |
| 2023-04-26 | 2023-06-20 | -11.79 | 55 |
| 2025-06-10 | 2025-09-01 | -11.43 | 83 |
| 2025-01-07 | 2025-03-02 | -9.73 | 54 |
| 2024-01-17 | 2024-01-28 | -8.80 | 11 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| Metric | 11404140:btcusd:triple_med_gx:lsma105_140 | 11404140:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 33.21% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 32.03% | 43.77% |
| Worst Month | -11.29% | -37.12% |
| Best Year | 100.79% | 155.54% |
| Worst Year | -15.52% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 4.88% | 6.55% |
| Avg. Down Week | -2.54% | -4.64% |
| Avg. Up Month | 10.47% | 14.55% |
| Avg. Down Month | -5.52% | -11.88% |
| Win Days % | 51.13% | 51.17% |
| Win Month % | 61.36% | 59.09% |
| Win Week % | 50.0% | 50.53% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |