| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 147.99% | 161.99% |
| Max Drawdown | -38.46% | -67.18% |
| Sharpe | 0.52 | 0.41 |
| Sortino | 0.81 | 0.59 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 17.53 | 3.95 |
| Outlier Loss Ratio | 4.31 | 3.87 |
| Volatility (ann.) | 15.37% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.81 | 0.5 |
| Skew | 1.7 | 0.18 |
| Kurtosis | 28.17 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 2.38% |
| Expected Yearly % | 25.49% | 27.22% |
| Kelly Criterion | 5.46% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.23% |
| Expected Shortfall (cVaR) | -1.3% | -2.23% |
| Year | 11404193:BTCUSD | 11404193:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -16.96 | 0.28 | + |
| 2023 | 155.54 | 66.57 | 0.43 | - |
| 2024 | 121.00 | 59.57 | 0.49 | - |
| 2025 | 16.76 | 12.35 | 0.74 | - |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.81% | 31.46% |
| 6M | 25.93% | 12.77% |
| YTD | 12.35% | 16.76% |
| 1Y | 46.12% | 56.84% |
| 3Y (ann.) | 32.73% | 55.31% |
| 5Y (ann.) | 31.16% | 33.33% |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| Max Drawdown | -38.46% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 3.85 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -38.46 | 405 |
| 2024-04-23 | 2024-10-14 | -18.00 | 174 |
| 2025-01-07 | 2025-06-09 | -16.28 | 153 |
| 2023-04-26 | 2023-06-21 | -13.15 | 55 |
| 2023-07-14 | 2023-12-04 | -11.79 | 143 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-01-02 | 2024-01-28 | -7.95 | 25 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-12-05 | 2024-01-01 | -5.01 | 27 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11404193:btcusd:triple_med_gx:lsma95_140 | 11404193:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 27.25% | 35.75% |
| Worst Week | -10.26% | -29.64% |
| Best Month | 28.5% | 43.77% |
| Worst Month | -15.35% | -37.12% |
| Best Year | 66.57% | 155.54% |
| Worst Year | -16.96% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.98% | 5.68% |
| Avg. Down Week | -2.86% | -4.42% |
| Avg. Up Month | 9.49% | 14.24% |
| Avg. Down Month | -6.09% | -12.8% |
| Win Days % | 50.36% | 51.27% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 53.33% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |