| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 224.04% | 174.98% |
| Max Drawdown | -32.87% | -67.18% |
| Sharpe | 0.66 | 0.41 |
| Sortino | 1.06 | 0.59 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 21.98 | 3.98 |
| Outlier Loss Ratio | 4.14 | 3.83 |
| Volatility (ann.) | 14.31% | 25.9% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.22 | 0.5 |
| Skew | 2.12 | 0.18 |
| Kurtosis | 36.61 | 6.57 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.77% | 2.38% |
| Expected Yearly % | 34.17% | 28.77% |
| Kelly Criterion | 7.34% | 7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.2% |
| Expected Shortfall (cVaR) | -1.21% | -2.2% |
| Year | 11440491:BTCUSD | 11440491:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.12 | 0.04 | + |
| 2023 | 155.54 | 17.49 | 0.11 | - |
| 2024 | 121.00 | 97.73 | 0.81 | - |
| 2025 | 22.55 | 42.50 | 1.88 | + |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| MTD | -1.17% | -1.17% |
| 3M | 9.47% | 21.36% |
| 6M | 39.55% | 17.13% |
| YTD | 42.5% | 22.55% |
| 1Y | 101.6% | 96.81% |
| 3Y (ann.) | 41.17% | 71.56% |
| 5Y (ann.) | 39.94% | 33.53% |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Max Drawdown | -32.87% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.87% |
| Avg. Drawdown Days | 17.0 | 35.0 |
| Recovery Factor | 6.82 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -32.87 | 679 |
| 2022-03-09 | 2022-05-13 | -15.83 | 64 |
| 2024-06-05 | 2024-08-08 | -14.48 | 64 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-11 | -7.76 | 63 |
| 2025-06-16 | 2025-08-05 | -7.67 | 49 |
| 2025-04-02 | 2025-05-18 | -5.88 | 46 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11440491:btcusd:triple_med_gx:lsma35_140 | 11440491:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -12.68% | -37.12% |
| Best Year | 97.73% | 155.54% |
| Worst Year | -2.12% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.1% | 6.26% |
| Avg. Down Week | -3.11% | -4.83% |
| Avg. Up Month | 6.16% | 14.51% |
| Avg. Down Month | -4.93% | -11.1% |
| Win Days % | 50.45% | 51.27% |
| Win Month % | 63.41% | 60.47% |
| Win Week % | 59.0% | 51.08% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |