| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 2.41% | 239.56% |
| Max Drawdown | -14.56% | -67.18% |
| Sharpe | 0.06 | 0.47 |
| Sortino | 0.09 | 0.68 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.22 | 2.94 |
| Outlier Loss Ratio | 3.91 | 2.86 |
| Volatility (ann.) | 6.11% | 26.24% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.05 | 0.63 |
| Skew | 2.4 | 0.2 |
| Kurtosis | 84.45 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.88% |
| Expected Yearly % | 0.6% | 35.75% |
| Kelly Criterion | -5.94% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11372674:BTCUSD | 11372674:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -4.73 | 0.09 | + |
| 2023 | 155.54 | 1.87 | 0.01 | - |
| 2024 | 121.00 | 9.93 | 0.08 | - |
| 2025 | 30.14 | -4.01 | -0.13 | - |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| MTD | -0.3% | 13.36% |
| 3M | -2.57% | 45.08% |
| 6M | -4.01% | 28.47% |
| YTD | -4.01% | 30.14% |
| 1Y | -9.31% | 105.13% |
| 3Y (ann.) | 1.47% | 81.7% |
| 5Y (ann.) | 0.69% | 42.14% |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Max Drawdown | -14.56% | -67.18% |
| Longest DD Days | 731.0 | 683.0 |
| Avg. Drawdown | -3.18% | -6.05% |
| Avg. Drawdown Days | 90.0 | 29.0 |
| Recovery Factor | 0.17 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2024-02-28 | -14.56 | 731 |
| 2024-07-10 | 2025-07-14 | -13.70 | 369 |
| 2024-04-08 | 2024-05-15 | -5.11 | 37 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2024-06-05 | 2024-06-30 | -1.91 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-04-08 | -1.18 | 13 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11372674:btcusd:triple_med_gx:lsma40_25 | 11372674:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 9.14% | 35.75% |
| Worst Week | -4.86% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -5.8% | -37.12% |
| Best Year | 9.93% | 155.54% |
| Worst Year | -4.73% | -53.8% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 2.88% | 8.44% |
| Avg. Down Week | -1.58% | -3.05% |
| Avg. Up Month | 4.27% | 16.97% |
| Avg. Down Month | -3.38% | -15.07% |
| Win Days % | 41.6% | 51.3% |
| Win Month % | 41.86% | 62.79% |
| Win Week % | 36.0% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |