| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 140.35% | 161.99% |
| Max Drawdown | -33.49% | -67.18% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.86 | 0.59 |
| Payoff Ratio | 1.17 | 1.15 |
| 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 | 22.59 | 3.82 |
| Outlier Loss Ratio | 4.13 | 3.75 |
| Volatility (ann.) | 14.15% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.89 | 0.5 |
| Skew | 2.22 | 0.18 |
| Kurtosis | 39.01 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.16% | 2.38% |
| Expected Yearly % | 24.51% | 27.22% |
| Kelly Criterion | 5.64% | 8.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.23% |
| Expected Shortfall (cVaR) | -1.2% | -2.23% |
| Year | 11404236:BTCUSD | 11404236:btcusd:triple_med_gx:lsma30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.73 | 0.05 | + |
| 2023 | 155.54 | 41.95 | 0.27 | - |
| 2024 | 121.00 | 51.95 | 0.43 | - |
| 2025 | 16.76 | 14.56 | 0.87 | - |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 11.08% | 31.46% |
| 6M | 26.07% | 12.77% |
| YTD | 14.56% | 16.76% |
| 1Y | 48.57% | 56.84% |
| 3Y (ann.) | 22.04% | 55.31% |
| 5Y (ann.) | 29.94% | 33.33% |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Max Drawdown | -33.49% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 4.19 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -33.49 | 329 |
| 2024-04-28 | 2024-10-14 | -19.88 | 169 |
| 2022-03-09 | 2022-05-13 | -13.94 | 64 |
| 2023-04-11 | 2024-01-02 | -12.80 | 265 |
| 2025-03-03 | 2025-06-01 | -11.53 | 90 |
| 2024-01-02 | 2024-03-23 | -11.25 | 81 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2025-02-04 | 2025-03-02 | -7.05 | 26 |
| 2025-01-14 | 2025-02-03 | -6.61 | 20 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| Metric | 11404236:btcusd:triple_med_gx:lsma30_140 | 11404236:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -12.46% | -29.64% |
| Best Month | 26.64% | 43.77% |
| Worst Month | -16.45% | -37.12% |
| Best Year | 51.95% | 155.54% |
| Worst Year | -2.73% | -60.27% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.37% | 6.88% |
| Avg. Down Week | -3.21% | -5.25% |
| Avg. Up Month | 6.3% | 14.3% |
| Avg. Down Month | -6.62% | -12.88% |
| Win Days % | 49.05% | 51.27% |
| Win Month % | 71.79% | 60.98% |
| Win Week % | 55.91% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |