| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 100.62% | 189.3% |
| Max Drawdown | -37.08% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.13 | 4.07 |
| Outlier Loss Ratio | 3.92 | 4.02 |
| Volatility (ann.) | 16.22% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.62 | 0.55 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 31.37 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.67% | 2.56% |
| Expected Yearly % | 19.01% | 30.42% |
| Kelly Criterion | 4.15% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11395466:BTCUSD | 11395466:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.40 | 0.20 | + |
| 2023 | 155.54 | 39.98 | 0.26 | - |
| 2024 | 121.00 | 23.35 | 0.19 | - |
| 2025 | 16.76 | 31.14 | 1.86 | + |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 14.99% | 31.46% |
| 6M | 32.56% | 12.77% |
| YTD | 31.14% | 16.76% |
| 1Y | 28.88% | 56.84% |
| 3Y (ann.) | 31.39% | 55.31% |
| 5Y (ann.) | 22.97% | 37.09% |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Max Drawdown | -37.08% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -4.9% | -6.63% |
| Avg. Drawdown Days | 25.0 | 33.0 |
| Recovery Factor | 2.71 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-10 | -37.08 | 367 |
| 2024-06-12 | 2024-12-25 | -29.37 | 196 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2025-04-06 | 2025-04-11 | -8.74 | 5 |
| 2023-04-26 | 2023-07-13 | -8.20 | 78 |
| 2024-01-14 | 2024-01-27 | -7.63 | 13 |
| 2023-07-14 | 2023-11-10 | -7.40 | 119 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11395466:btcusd:triple_med_gx:lsma40_115 | 11395466:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.65% | 43.77% |
| Worst Month | -15.02% | -37.12% |
| Best Year | 39.98% | 155.54% |
| Worst Year | -11.4% | -56.13% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.11% | 5.81% |
| Avg. Down Week | -3.02% | -5.0% |
| Avg. Up Month | 5.36% | 12.63% |
| Avg. Down Month | -6.24% | -13.15% |
| Win Days % | 50.76% | 51.25% |
| Win Month % | 70.27% | 61.9% |
| Win Week % | 57.28% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |