| Metric | 11398846:btcusd:triple_med_gx:lsma40_125 | 11398846:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 94.34% | 183.29% |
| Max Drawdown | -35.29% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 20.63 | 3.99 |
| Outlier Loss Ratio | 4.02 | 3.95 |
| Volatility (ann.) | 15.64% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.62 | 0.54 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 32.43 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.57% |
| Expected Yearly % | 18.07% | 29.73% |
| Kelly Criterion | 4.29% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11398846:BTCUSD | 11398846:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.85 | 0.33 | + |
| 2023 | 155.54 | 30.91 | 0.20 | - |
| 2024 | 121.00 | 40.06 | 0.33 | - |
| 2025 | 16.76 | 30.62 | 1.83 | + |
| Metric | 11398846:btcusd:triple_med_gx:lsma40_125 | 11398846:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 28.83% | 31.46% |
| 6M | 36.89% | 12.77% |
| YTD | 30.62% | 16.76% |
| 1Y | 34.14% | 56.84% |
| 3Y (ann.) | 23.75% | 55.31% |
| 5Y (ann.) | 21.87% | 36.34% |
| Metric | 11398846:btcusd:triple_med_gx:lsma40_125 | 11398846:BTCUSD |
|---|---|---|
| Max Drawdown | -35.29% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.73% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 2.67 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-02 | -35.29 | 631 |
| 2024-05-30 | 2024-12-24 | -27.10 | 208 |
| 2025-01-30 | 2025-04-11 | -14.72 | 71 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-01-02 | 2024-03-20 | -11.14 | 78 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11398846:btcusd:triple_med_gx:lsma40_125 | 11398846:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 14.31% | 43.77% |
| Worst Month | -21.21% | -37.12% |
| Best Year | 40.06% | 155.54% |
| Worst Year | -18.85% | -57.04% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.02% | 6.37% |
| Avg. Down Week | -3.43% | -4.67% |
| Avg. Up Month | 5.74% | 13.85% |
| Avg. Down Month | -5.24% | -13.35% |
| Win Days % | 50.03% | 51.3% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 57.58% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |