| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 79.47% | 183.29% |
| Max Drawdown | -24.87% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 29.45 | 3.69 |
| Outlier Loss Ratio | 4.07 | 3.46 |
| Volatility (ann.) | 12.42% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.76 | 0.54 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 54.52 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.57% |
| Expected Yearly % | 15.74% | 29.73% |
| Kelly Criterion | 3.95% | 8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.24% |
| Expected Shortfall (cVaR) | -1.06% | -2.24% |
| Year | 11397855:BTCUSD | 11397855:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -7.25 | 0.13 | + |
| 2023 | 155.54 | 18.50 | 0.12 | - |
| 2024 | 121.00 | 45.23 | 0.37 | - |
| 2025 | 16.76 | 12.44 | 0.74 | - |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.65% | 31.46% |
| 6M | 13.81% | 12.77% |
| YTD | 12.44% | 16.76% |
| 1Y | 20.58% | 56.84% |
| 3Y (ann.) | 20.73% | 55.31% |
| 5Y (ann.) | 19.02% | 36.34% |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Max Drawdown | -24.87% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -3.63% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 3.2 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-11-09 | -24.87 | 582 |
| 2024-12-26 | 2025-05-08 | -12.76 | 133 |
| 2022-02-18 | 2022-02-25 | -10.85 | 7 |
| 2024-09-03 | 2024-11-06 | -9.55 | 64 |
| 2023-11-20 | 2024-01-01 | -6.57 | 42 |
| 2024-11-29 | 2024-12-25 | -6.36 | 26 |
| 2024-06-17 | 2024-08-08 | -6.01 | 52 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2024-01-18 | 2024-02-26 | -4.95 | 39 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11397855:btcusd:triple_med_gx:lsma40_125 | 11397855:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -7.19% | -37.12% |
| Best Year | 45.23% | 155.54% |
| Worst Year | -7.25% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.73% | 6.59% |
| Avg. Down Week | -2.21% | -4.46% |
| Avg. Up Month | 5.75% | 13.22% |
| Avg. Down Month | -3.1% | -12.94% |
| Win Days % | 47.85% | 51.3% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 48.11% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |