| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 209.12% | 185.19% |
| Max Drawdown | -37.6% | -67.18% |
| Sharpe | 0.59 | 0.42 |
| Sortino | 0.91 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 16.11 | 4.09 |
| Outlier Loss Ratio | 4.34 | 4.03 |
| Volatility (ann.) | 16.0% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.03 | 0.53 |
| Skew | 1.21 | 0.18 |
| Kurtosis | 22.76 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.72% | 2.53% |
| Expected Yearly % | 32.6% | 29.95% |
| Kelly Criterion | 6.71% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.21% |
| Expected Shortfall (cVaR) | -1.35% | -2.21% |
| Year | 11404141:BTCUSD | 11404141:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -19.28 | 0.32 | + |
| 2023 | 155.54 | 94.14 | 0.61 | - |
| 2024 | 121.00 | 86.55 | 0.72 | - |
| 2025 | 27.10 | 5.74 | 0.21 | - |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| MTD | -0.65% | 10.71% |
| 3M | 7.92% | 41.88% |
| 6M | 4.57% | 22.91% |
| YTD | 5.74% | 27.1% |
| 1Y | 87.46% | 82.29% |
| 3Y (ann.) | 53.6% | 77.48% |
| 5Y (ann.) | 38.74% | 35.54% |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Max Drawdown | -37.6% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 5.56 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -37.60 | 404 |
| 2025-01-07 | 2025-06-09 | -20.34 | 153 |
| 2024-05-05 | 2024-09-19 | -18.55 | 136 |
| 2023-04-26 | 2023-06-20 | -11.37 | 55 |
| 2024-01-02 | 2024-01-31 | -10.93 | 29 |
| 2023-07-14 | 2023-12-03 | -9.64 | 142 |
| 2024-12-17 | 2025-01-06 | -8.76 | 19 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| Metric | 11404141:btcusd:triple_med_gx:lsma110_140 | 11404141:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 29.84% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 94.14% | 155.54% |
| Worst Year | -19.28% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 5.4% | 6.98% |
| Avg. Down Week | -2.59% | -4.58% |
| Avg. Up Month | 10.19% | 15.29% |
| Avg. Down Month | -7.14% | -12.36% |
| Win Days % | 51.48% | 51.29% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 46.49% | 51.37% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |