| Metric | 11396310:btcusd:triple_med_gx:lsma40_120 | 11396310:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 16.19% | 187.39% |
| Max Drawdown | -31.34% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 31.84 | 3.56 |
| Outlier Loss Ratio | 4.19 | 3.4 |
| Volatility (ann.) | 11.2% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.15 | 0.55 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 48.76 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.55% |
| Expected Yearly % | 3.82% | 30.2% |
| Kelly Criterion | -1.55% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11396310:BTCUSD | 11396310:btcusd:triple_med_gx:lsma40_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 17.80 | -0.32 | + |
| 2023 | 155.54 | 0.85 | 0.01 | - |
| 2024 | 121.00 | 11.15 | 0.09 | - |
| 2025 | 16.76 | -12.02 | -0.72 | - |
| Metric | 11396310:btcusd:triple_med_gx:lsma40_120 | 11396310:BTCUSD |
|---|---|---|
| MTD | 0.68% | 4.16% |
| 3M | 2.03% | 31.46% |
| 6M | -16.46% | 12.77% |
| YTD | -12.02% | 16.76% |
| 1Y | -22.21% | 56.84% |
| 3Y (ann.) | -0.53% | 55.31% |
| 5Y (ann.) | 4.56% | 36.89% |
| Metric | 11396310:btcusd:triple_med_gx:lsma40_120 | 11396310:BTCUSD |
|---|---|---|
| Max Drawdown | -31.34% | -67.18% |
| Longest DD Days | 551.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.61% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 0.52 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-06-11 | -31.34 | 442 |
| 2022-08-25 | 2024-02-28 | -23.77 | 551 |
| 2022-02-17 | 2022-02-25 | -8.83 | 8 |
| 2022-05-16 | 2022-06-19 | -7.26 | 34 |
| 2022-06-21 | 2022-07-17 | -5.90 | 25 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| Metric | 11396310:btcusd:triple_med_gx:lsma40_120 | 11396310:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.1% | 35.75% |
| Worst Week | -8.55% | -29.64% |
| Best Month | 11.39% | 43.77% |
| Worst Month | -8.36% | -37.12% |
| Best Year | 17.8% | 155.54% |
| Worst Year | -12.02% | -56.42% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.47% | 7.39% |
| Avg. Down Week | -2.14% | -4.77% |
| Avg. Up Month | 4.41% | 12.52% |
| Avg. Down Month | -4.34% | -9.03% |
| Win Days % | 46.1% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 42.2% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |