| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 28.34% | 222.02% |
| Max Drawdown | -29.4% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.33 | 0.66 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 31.16 | 3.45 |
| Outlier Loss Ratio | 4.51 | 3.47 |
| Volatility (ann.) | 10.43% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.26 | 0.6 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 36.33 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.6% | 2.82% |
| Expected Yearly % | 6.44% | 33.96% |
| Kelly Criterion | 0.31% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11375179:BTCUSD | 11375179:btcusd:triple_med_gx:lsma135_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 33.26 | -0.60 | + |
| 2023 | 155.54 | -5.21 | -0.03 | - |
| 2024 | 121.00 | 7.22 | 0.06 | - |
| 2025 | 27.10 | -5.23 | -0.19 | - |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| MTD | 4.96% | 10.71% |
| 3M | 11.65% | 41.88% |
| 6M | -0.86% | 22.91% |
| YTD | -5.23% | 27.1% |
| 1Y | -2.3% | 82.29% |
| 3Y (ann.) | 0.72% | 77.48% |
| 5Y (ann.) | 7.5% | 40.36% |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| Max Drawdown | -29.4% | -67.18% |
| Longest DD Days | 492.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.76% |
| Avg. Drawdown Days | 65.0 | 35.0 |
| Recovery Factor | 0.96 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-17 | -29.40 | 492 |
| 2022-06-06 | 2023-01-20 | -19.07 | 228 |
| 2023-01-21 | 2024-03-04 | -16.94 | 408 |
| 2022-02-05 | 2022-03-22 | -8.49 | 45 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-03-31 | 2022-04-28 | -5.36 | 28 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-05-02 | 2022-05-04 | -1.86 | 2 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| Metric | 11375179:btcusd:triple_med_gx:lsma135_40 | 11375179:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -7.34% | -37.12% |
| Best Year | 33.26% | 155.54% |
| Worst Year | -5.23% | -55.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 3.32% | 5.29% |
| Avg. Down Week | -2.47% | -5.03% |
| Avg. Up Month | 5.15% | 16.74% |
| Avg. Down Month | -3.7% | -12.14% |
| Win Days % | 47.51% | 51.34% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 51.33% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |