| Metric | 11370312:btcusd:triple_med_gx:lsma40_10 | 11370312:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 41.65% | 190.14% |
| Max Drawdown | -23.37% | -67.18% |
| Sharpe | 0.31 | 0.42 |
| Sortino | 0.51 | 0.61 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 47.32 | 3.32 |
| Outlier Loss Ratio | 4.09 | 3.19 |
| Volatility (ann.) | 9.31% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.45 | 0.53 |
| Skew | 3.62 | 0.18 |
| Kurtosis | 95.1 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.51% |
| Expected Yearly % | 9.09% | 30.51% |
| Kelly Criterion | -0.92% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11370312:BTCUSD | 11370312:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -12.92 | 0.21 | + |
| 2023 | 155.54 | 27.18 | 0.17 | - |
| 2024 | 121.00 | 14.57 | 0.12 | - |
| 2025 | 30.14 | 11.64 | 0.39 | - |
| Metric | 11370312:btcusd:triple_med_gx:lsma40_10 | 11370312:BTCUSD |
|---|---|---|
| MTD | 0.85% | 13.36% |
| 3M | 15.8% | 45.08% |
| 6M | 11.64% | 28.47% |
| YTD | 11.64% | 30.14% |
| 1Y | 18.88% | 105.13% |
| 3Y (ann.) | 12.99% | 81.7% |
| 5Y (ann.) | 10.5% | 35.72% |
| Metric | 11370312:btcusd:triple_med_gx:lsma40_10 | 11370312:BTCUSD |
|---|---|---|
| Max Drawdown | -23.37% | -67.18% |
| Longest DD Days | 269.0 | 683.0 |
| Avg. Drawdown | -4.68% | -7.32% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 1.78 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-10 | -23.37 | 253 |
| 2025-03-03 | 2025-07-14 | -18.95 | 133 |
| 2022-01-26 | 2022-07-17 | -15.32 | 171 |
| 2023-07-14 | 2024-04-08 | -12.67 | 269 |
| 2024-06-20 | 2024-10-07 | -6.38 | 109 |
| 2024-04-08 | 2024-05-05 | -5.46 | 27 |
| 2023-04-26 | 2023-07-13 | -5.16 | 77 |
| 2024-12-26 | 2025-01-17 | -4.05 | 22 |
| 2024-10-07 | 2024-10-29 | -3.65 | 21 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11370312:btcusd:triple_med_gx:lsma40_10 | 11370312:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 16.54% | 43.77% |
| Worst Month | -12.22% | -37.12% |
| Best Year | 27.18% | 155.54% |
| Worst Year | -12.92% | -60.52% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.46% | 8.15% |
| Avg. Down Week | -1.71% | -3.38% |
| Avg. Up Month | 4.66% | 18.2% |
| Avg. Down Month | -2.81% | -8.31% |
| Win Days % | 44.29% | 51.27% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 42.45% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |