| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 106.77% | 183.29% |
| Max Drawdown | -31.81% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.65 | 4.0 |
| Outlier Loss Ratio | 4.01 | 3.95 |
| Volatility (ann.) | 15.75% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.76 | 0.54 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 33.99 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.79% | 2.57% |
| Expected Yearly % | 19.91% | 29.73% |
| Kelly Criterion | 4.29% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11398791:BTCUSD | 11398791:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -10.45 | 0.18 | + |
| 2023 | 155.54 | 27.41 | 0.18 | - |
| 2024 | 121.00 | 24.82 | 0.21 | - |
| 2025 | 16.76 | 45.18 | 2.70 | + |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 30.88% | 31.46% |
| 6M | 50.54% | 12.77% |
| YTD | 45.18% | 16.76% |
| 1Y | 47.16% | 56.84% |
| 3Y (ann.) | 26.27% | 55.31% |
| 5Y (ann.) | 24.14% | 36.34% |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Max Drawdown | -31.81% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.73% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 3.36 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -31.81 | 380 |
| 2024-05-13 | 2024-12-24 | -27.11 | 224 |
| 2024-01-02 | 2024-03-20 | -12.19 | 78 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2023-07-14 | 2023-12-20 | -9.65 | 159 |
| 2023-04-26 | 2023-07-12 | -7.29 | 76 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-12-22 | 2024-01-01 | -5.33 | 10 |
| Metric | 11398791:btcusd:triple_med_gx:lsma40_125 | 11398791:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 12.48% | 43.77% |
| Worst Month | -14.11% | -37.12% |
| Best Year | 45.18% | 155.54% |
| Worst Year | -10.45% | -57.04% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 3.8% | 5.6% |
| Avg. Down Week | -2.87% | -4.43% |
| Avg. Up Month | 5.45% | 12.64% |
| Avg. Down Month | -4.77% | -14.09% |
| Win Days % | 50.03% | 51.3% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 56.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |