| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 285.88% | 122.08% |
| Max Drawdown | -28.33% | -67.18% |
| Sharpe | 0.7 | 0.33 |
| Sortino | 1.12 | 0.48 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.61 | 1.03 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 21.36 | 3.9 |
| Outlier Loss Ratio | 4.16 | 3.78 |
| Volatility (ann.) | 13.98% | 25.49% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.48 | 0.34 |
| Skew | 1.99 | 0.15 |
| Kurtosis | 37.36 | 6.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.91% | 1.71% |
| Expected Yearly % | 40.16% | 22.08% |
| Kelly Criterion | 8.18% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.17% |
| Expected Shortfall (cVaR) | -1.18% | -2.17% |
| Year | 11404180:BTCUSD | 11404180:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.06 | -0.05 | + |
| 2023 | 155.54 | 43.24 | 0.28 | - |
| 2024 | 121.00 | 92.09 | 0.76 | - |
| 2025 | -1.03 | 36.08 | -35.18 | + |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 0.68% | -17.17% |
| 6M | -0.06% | -16.23% |
| YTD | 36.08% | -1.03% |
| 1Y | 53.35% | -5.06% |
| 3Y (ann.) | 54.23% | 75.28% |
| 5Y (ann.) | 42.06% | 23.05% |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Max Drawdown | -28.33% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.61% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 10.09 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.33 | 302 |
| 2025-11-15 | 2025-12-10 | -14.62 | 25 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2022-03-09 | 2022-05-13 | -12.29 | 64 |
| 2024-01-02 | 2024-02-27 | -11.01 | 55 |
| 2023-05-06 | 2023-11-15 | -8.52 | 193 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2025-03-03 | 2025-04-01 | -8.07 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.83 | 63 |
| Metric | 11404180:btcusd:triple_med_gx:lsma35_140 | 11404180:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.12% | -29.64% |
| Best Month | 28.11% | 43.77% |
| Worst Month | -12.86% | -37.12% |
| Best Year | 92.09% | 155.54% |
| Worst Year | 3.06% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.99% | 6.29% |
| Avg. Down Week | -2.99% | -4.85% |
| Avg. Up Month | 6.56% | 13.78% |
| Avg. Down Month | -5.36% | -12.2% |
| Win Days % | 50.45% | 51.39% |
| Win Month % | 68.89% | 59.57% |
| Win Week % | 63.39% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 50.0% |