| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 67.79% | 198.98% |
| Max Drawdown | -42.6% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 19.66 | 4.11 |
| Outlier Loss Ratio | 3.94 | 4.05 |
| Volatility (ann.) | 16.58% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.39 | 0.57 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 29.53 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.64% |
| Expected Yearly % | 13.81% | 31.5% |
| Kelly Criterion | 2.84% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11393882:BTCUSD | 11393882:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -19.24 | 0.35 | + |
| 2023 | 155.54 | 47.96 | 0.31 | - |
| 2024 | 121.00 | 11.18 | 0.09 | - |
| 2025 | 16.76 | 26.29 | 1.57 | + |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 8.61% | 31.46% |
| 6M | 26.97% | 12.77% |
| YTD | 26.29% | 16.76% |
| 1Y | 25.49% | 56.84% |
| 3Y (ann.) | 25.07% | 55.31% |
| 5Y (ann.) | 16.6% | 38.4% |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Max Drawdown | -42.6% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -6.08% | -6.29% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 1.59 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-18 | 2023-04-26 | -42.60 | 403 |
| 2024-06-12 | 2024-12-24 | -29.25 | 194 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2023-12-22 | 2024-03-25 | -12.21 | 94 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2023-04-26 | 2023-11-09 | -10.34 | 196 |
| 2025-03-15 | 2025-04-12 | -9.33 | 27 |
| 2025-05-19 | 2025-06-11 | -7.97 | 23 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11393882:btcusd:triple_med_gx:lsma40_110 | 11393882:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.59% | 43.77% |
| Worst Month | -20.49% | -37.12% |
| Best Year | 47.96% | 155.54% |
| Worst Year | -19.24% | -54.66% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.43% | 5.81% |
| Avg. Down Week | -3.05% | -4.85% |
| Avg. Up Month | 5.38% | 14.49% |
| Avg. Down Month | -6.19% | -11.77% |
| Win Days % | 49.58% | 51.26% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 49.06% | 51.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |