| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 11.57% | 239.56% |
| Max Drawdown | -25.65% | -67.18% |
| Sharpe | 0.14 | 0.47 |
| Sortino | 0.21 | 0.68 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.55 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 58.95 | 3.24 |
| Outlier Loss Ratio | 3.63 | 3.06 |
| Volatility (ann.) | 8.38% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 0.63 |
| Skew | 1.82 | 0.2 |
| Kurtosis | 99.26 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.88% |
| Expected Yearly % | 2.77% | 35.75% |
| Kelly Criterion | -4.19% | 9.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11371068:BTCUSD | 11371068:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -22.68 | 0.42 | + |
| 2023 | 155.54 | 17.15 | 0.11 | - |
| 2024 | 121.00 | 15.49 | 0.13 | - |
| 2025 | 30.14 | 6.65 | 0.22 | - |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 7.0% | 45.08% |
| 6M | 6.65% | 28.47% |
| YTD | 6.65% | 30.14% |
| 1Y | -0.36% | 105.13% |
| 3Y (ann.) | 10.32% | 81.7% |
| 5Y (ann.) | 3.2% | 42.14% |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Max Drawdown | -25.65% | -67.18% |
| Longest DD Days | 731.0 | 683.0 |
| Avg. Drawdown | -5.02% | -6.05% |
| Avg. Drawdown Days | 100.0 | 29.0 |
| Recovery Factor | 0.45 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-02-28 | -25.65 | 731 |
| 2024-07-10 | 2025-07-14 | -16.31 | 369 |
| 2022-01-26 | 2022-02-26 | -5.64 | 31 |
| 2024-04-08 | 2024-05-15 | -5.08 | 37 |
| 2024-06-05 | 2024-06-30 | -3.42 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-04-07 | -1.18 | 13 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.11% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -8.7% | -37.12% |
| Best Year | 17.15% | 155.54% |
| Worst Year | -22.68% | -53.8% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.86% | -0.86% |
| Avg. Up Week | 3.11% | 8.03% |
| Avg. Down Week | -2.14% | -2.96% |
| Avg. Up Month | 5.16% | 16.21% |
| Avg. Down Month | -3.93% | -12.42% |
| Win Days % | 44.3% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 44.71% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |