| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 95.57% | 185.19% |
| Max Drawdown | -44.23% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.58 | 0.61 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 15.53 | 4.03 |
| Outlier Loss Ratio | 4.42 | 4.04 |
| Volatility (ann.) | 16.08% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.49 | 0.53 |
| Skew | 1.02 | 0.18 |
| Kurtosis | 21.44 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.61% | 2.53% |
| Expected Yearly % | 18.26% | 29.95% |
| Kelly Criterion | 3.5% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.21% |
| Expected Shortfall (cVaR) | -1.37% | -2.21% |
| Year | 11404310:BTCUSD | 11404310:btcusd:triple_med_gx:lsma120_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -21.81 | 0.36 | + |
| 2023 | 155.54 | 83.08 | 0.53 | - |
| 2024 | 121.00 | 35.97 | 0.30 | - |
| 2025 | 27.10 | 0.48 | 0.02 | - |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| MTD | 1.71% | 10.71% |
| 3M | 4.43% | 41.88% |
| 6M | -2.61% | 22.91% |
| YTD | 0.48% | 27.1% |
| 1Y | 31.04% | 82.29% |
| 3Y (ann.) | 32.05% | 77.48% |
| 5Y (ann.) | 21.48% | 35.54% |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Max Drawdown | -44.23% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.76% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 2.16 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -44.23 | 380 |
| 2024-06-12 | 2024-10-11 | -23.18 | 120 |
| 2023-04-14 | 2023-12-01 | -19.36 | 231 |
| 2024-12-17 | 2025-07-17 | -19.30 | 211 |
| 2024-01-02 | 2024-01-29 | -9.82 | 27 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -8.03 | 10 |
| 2024-04-23 | 2024-05-03 | -6.02 | 10 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11404310:btcusd:triple_med_gx:lsma120_140 | 11404310:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 35.67% | 35.75% |
| Worst Week | -14.19% | -29.64% |
| Best Month | 38.38% | 43.77% |
| Worst Month | -18.98% | -37.12% |
| Best Year | 83.08% | 155.54% |
| Worst Year | -21.81% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.94% | 6.89% |
| Avg. Down Week | -2.83% | -4.3% |
| Avg. Up Month | 8.38% | 15.36% |
| Avg. Down Month | -6.26% | -11.63% |
| Win Days % | 50.29% | 51.29% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 46.34% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |