| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 135.4% | 185.19% |
| Max Drawdown | -28.88% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.82 | 0.61 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 22.02 | 3.75 |
| Outlier Loss Ratio | 4.17 | 3.8 |
| Volatility (ann.) | 13.86% | 26.05% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.98 | 0.53 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 38.19 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.06% | 2.53% |
| Expected Yearly % | 23.87% | 29.95% |
| Kelly Criterion | 5.57% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.21% |
| Expected Shortfall (cVaR) | -1.17% | -2.21% |
| Year | 11404291:BTCUSD | 11404291:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -3.91 | 0.06 | + |
| 2023 | 155.54 | 44.63 | 0.29 | - |
| 2024 | 121.00 | 49.45 | 0.41 | - |
| 2025 | 27.10 | 13.34 | 0.49 | - |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.53% | 41.88% |
| 6M | 5.74% | 22.91% |
| YTD | 13.34% | 27.1% |
| 1Y | 37.75% | 82.29% |
| 3Y (ann.) | 26.37% | 77.48% |
| 5Y (ann.) | 28.2% | 35.54% |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.76% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 4.69 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.88 | 302 |
| 2024-06-12 | 2024-08-08 | -14.04 | 57 |
| 2023-04-11 | 2023-11-15 | -13.82 | 218 |
| 2022-03-09 | 2022-05-13 | -11.68 | 64 |
| 2025-02-04 | 2025-06-09 | -11.00 | 125 |
| 2024-04-28 | 2024-06-05 | -9.99 | 37 |
| 2024-11-07 | 2025-01-02 | -9.23 | 56 |
| 2024-01-17 | 2024-01-28 | -8.42 | 11 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2025-06-16 | 2025-07-17 | -7.67 | 30 |
| Metric | 11404291:btcusd:triple_med_gx:lsma25_140 | 11404291:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.67% | 35.75% |
| Worst Week | -13.5% | -29.64% |
| Best Month | 24.5% | 43.77% |
| Worst Month | -14.4% | -37.12% |
| Best Year | 49.45% | 155.54% |
| Worst Year | -3.91% | -60.27% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.2% | 6.16% |
| Avg. Down Week | -2.95% | -4.89% |
| Avg. Up Month | 7.0% | 11.12% |
| Avg. Down Month | -4.97% | -13.53% |
| Win Days % | 49.6% | 51.29% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 55.56% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |