| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 136.28% | 161.99% |
| Max Drawdown | -34.38% | -67.18% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.86 | 0.59 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 23.08 | 3.78 |
| Outlier Loss Ratio | 4.16 | 3.74 |
| Volatility (ann.) | 13.89% | 26.28% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.85 | 0.5 |
| Skew | 2.46 | 0.18 |
| Kurtosis | 40.46 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.38% |
| Expected Yearly % | 23.98% | 27.22% |
| Kelly Criterion | 5.82% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.23% |
| Expected Shortfall (cVaR) | -1.18% | -2.23% |
| Year | 11404235:BTCUSD | 11404235:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.07 | -0.03 | + |
| 2023 | 155.54 | 39.14 | 0.25 | - |
| 2024 | 121.00 | 46.34 | 0.38 | - |
| 2025 | 16.76 | 13.69 | 0.82 | - |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 5.73% | 31.46% |
| 6M | 18.39% | 12.77% |
| YTD | 13.69% | 16.76% |
| 1Y | 44.57% | 56.84% |
| 3Y (ann.) | 18.57% | 55.31% |
| 5Y (ann.) | 29.28% | 33.33% |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Max Drawdown | -34.38% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 3.96 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-11-15 | -34.38 | 548 |
| 2024-04-22 | 2024-10-14 | -21.06 | 174 |
| 2024-01-02 | 2024-03-23 | -11.25 | 81 |
| 2025-03-03 | 2025-06-09 | -9.13 | 98 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2022-03-09 | 2022-04-25 | -7.83 | 47 |
| 2025-01-10 | 2025-03-02 | -7.49 | 50 |
| 2023-11-16 | 2024-01-01 | -5.63 | 46 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11404235:btcusd:triple_med_gx:lsma25_140 | 11404235:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -12.88% | -29.64% |
| Best Month | 20.57% | 43.77% |
| Worst Month | -16.85% | -37.12% |
| Best Year | 46.34% | 155.54% |
| Worst Year | 2.07% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.3% | 7.3% |
| Avg. Down Week | -3.1% | -5.17% |
| Avg. Up Month | 6.33% | 14.17% |
| Avg. Down Month | -6.35% | -12.88% |
| Win Days % | 48.99% | 51.27% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 55.79% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |