| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 195.62% | 185.19% |
| Max Drawdown | -36.89% | -67.18% |
| Sharpe | 0.58 | 0.42 |
| Sortino | 0.91 | 0.61 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 16.81 | 4.08 |
| Outlier Loss Ratio | 4.38 | 3.98 |
| Volatility (ann.) | 15.79% | 26.05% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.0 | 0.53 |
| Skew | 1.67 | 0.18 |
| Kurtosis | 25.87 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.61% | 2.53% |
| Expected Yearly % | 31.12% | 29.95% |
| Kelly Criterion | 6.06% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.21% |
| Expected Shortfall (cVaR) | -1.33% | -2.21% |
| Year | 11404195:BTCUSD | 11404195:btcusd:triple_med_gx:lsma105_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.47 | 0.14 | + |
| 2023 | 155.54 | 87.89 | 0.57 | - |
| 2024 | 121.00 | 55.29 | 0.46 | - |
| 2025 | 27.10 | 10.69 | 0.39 | - |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| MTD | -1.65% | 10.71% |
| 3M | 7.17% | 41.88% |
| 6M | 9.43% | 22.91% |
| YTD | 10.69% | 27.1% |
| 1Y | 72.75% | 82.29% |
| 3Y (ann.) | 45.77% | 77.48% |
| 5Y (ann.) | 36.96% | 35.54% |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| Max Drawdown | -36.89% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.76% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 5.3 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -36.89 | 377 |
| 2024-06-10 | 2024-09-19 | -17.58 | 100 |
| 2024-01-02 | 2024-03-25 | -16.31 | 83 |
| 2025-03-03 | 2025-05-22 | -14.57 | 80 |
| 2023-04-26 | 2023-06-21 | -13.57 | 55 |
| 2025-01-07 | 2025-03-02 | -10.24 | 54 |
| 2023-08-29 | 2023-12-04 | -9.52 | 96 |
| 2023-07-14 | 2023-08-29 | -8.50 | 46 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11404195:btcusd:triple_med_gx:lsma105_140 | 11404195:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.51% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 36.84% | 43.77% |
| Worst Month | -11.44% | -37.12% |
| Best Year | 87.89% | 155.54% |
| Worst Year | -8.47% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.81% | 6.57% |
| Avg. Down Week | -2.65% | -4.03% |
| Avg. Up Month | 10.13% | 16.1% |
| Avg. Down Month | -6.56% | -13.5% |
| Win Days % | 50.6% | 51.29% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 51.75% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |