| Metric | 11397083:btcusd:triple_med_gx:lsma40_120 | 11397083:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 83.65% | 187.39% |
| Max Drawdown | -39.4% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.53 | 4.06 |
| Outlier Loss Ratio | 3.85 | 4.03 |
| Volatility (ann.) | 16.25% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.5 | 0.55 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 31.61 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.55% |
| Expected Yearly % | 16.41% | 30.2% |
| Kelly Criterion | 3.44% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11397083:BTCUSD | 11397083:btcusd:triple_med_gx:lsma40_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -20.79 | 0.37 | + |
| 2023 | 155.54 | 31.32 | 0.20 | - |
| 2024 | 121.00 | 29.46 | 0.24 | - |
| 2025 | 16.76 | 36.39 | 2.17 | + |
| Metric | 11397083:btcusd:triple_med_gx:lsma40_120 | 11397083:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.24% | 31.46% |
| 6M | 37.93% | 12.77% |
| YTD | 36.39% | 16.76% |
| 1Y | 32.5% | 56.84% |
| 3Y (ann.) | 26.51% | 55.31% |
| 5Y (ann.) | 19.82% | 36.89% |
| Metric | 11397083:btcusd:triple_med_gx:lsma40_120 | 11397083:BTCUSD |
|---|---|---|
| Max Drawdown | -39.4% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -6.11% | -6.61% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 2.12 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-05-17 | -39.40 | 404 |
| 2024-06-12 | 2025-03-02 | -30.60 | 262 |
| 2022-02-19 | 2022-02-28 | -13.75 | 8 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2024-01-02 | 2024-03-19 | -8.71 | 77 |
| 2025-03-15 | 2025-04-11 | -8.39 | 26 |
| 2023-05-18 | 2023-07-13 | -7.99 | 56 |
| 2023-07-14 | 2024-01-02 | -7.50 | 172 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397083:btcusd:triple_med_gx:lsma40_120 | 11397083: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 | 12.94% | 43.77% |
| Worst Month | -19.61% | -37.12% |
| Best Year | 36.39% | 155.54% |
| Worst Year | -20.79% | -56.42% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.95% | -0.98% |
| Avg. Up Week | 4.08% | 5.65% |
| Avg. Down Week | -3.12% | -4.54% |
| Avg. Up Month | 6.51% | 13.72% |
| Avg. Down Month | -6.71% | -12.72% |
| Win Days % | 50.62% | 51.28% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 55.1% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |