| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 198.49% | 185.19% |
| Max Drawdown | -39.0% | -67.18% |
| Sharpe | 0.58 | 0.42 |
| Sortino | 0.91 | 0.61 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 16.33 | 4.12 |
| Outlier Loss Ratio | 4.37 | 3.98 |
| Volatility (ann.) | 15.93% | 26.05% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.96 | 0.53 |
| Skew | 1.52 | 0.18 |
| Kurtosis | 23.15 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 2.53% |
| Expected Yearly % | 31.44% | 29.95% |
| Kelly Criterion | 5.84% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.21% |
| Expected Shortfall (cVaR) | -1.35% | -2.21% |
| Year | 11404196:BTCUSD | 11404196:btcusd:triple_med_gx:lsma110_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -7.73 | 0.13 | + |
| 2023 | 155.54 | 94.93 | 0.61 | - |
| 2024 | 121.00 | 62.40 | 0.52 | - |
| 2025 | 27.10 | 2.19 | 0.08 | - |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| MTD | -2.39% | 10.71% |
| 3M | 7.15% | 41.88% |
| 6M | 1.11% | 22.91% |
| YTD | 2.19% | 27.1% |
| 1Y | 59.64% | 82.29% |
| 3Y (ann.) | 42.51% | 77.48% |
| 5Y (ann.) | 37.34% | 35.54% |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Max Drawdown | -39.0% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.76% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 5.09 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -39.00 | 302 |
| 2025-01-07 | 2025-06-09 | -20.15 | 153 |
| 2024-06-10 | 2024-10-14 | -20.03 | 125 |
| 2024-01-02 | 2024-03-25 | -14.65 | 82 |
| 2022-03-02 | 2022-04-13 | -14.49 | 42 |
| 2023-04-26 | 2023-06-21 | -14.32 | 55 |
| 2022-04-21 | 2022-05-15 | -10.24 | 24 |
| 2024-12-17 | 2025-01-06 | -9.78 | 19 |
| 2023-07-14 | 2023-11-15 | -9.31 | 124 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| Metric | 11404196:btcusd:triple_med_gx:lsma110_140 | 11404196:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 37.8% | 43.77% |
| Worst Month | -15.93% | -37.12% |
| Best Year | 94.93% | 155.54% |
| Worst Year | -7.73% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 5.06% | 6.61% |
| Avg. Down Week | -2.95% | -4.12% |
| Avg. Up Month | 9.71% | 14.79% |
| Avg. Down Month | -6.92% | -11.99% |
| Win Days % | 50.58% | 51.29% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 53.04% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |