| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 109.14% | 183.29% |
| Max Drawdown | -45.96% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 20.46 | 3.94 |
| Outlier Loss Ratio | 4.03 | 3.92 |
| Volatility (ann.) | 15.52% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.54 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 33.13 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.82% | 2.57% |
| Expected Yearly % | 20.26% | 29.73% |
| Kelly Criterion | 4.22% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11398957:BTCUSD | 11398957:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -30.53 | 0.54 | + |
| 2023 | 155.54 | 31.88 | 0.20 | - |
| 2024 | 121.00 | 60.30 | 0.50 | - |
| 2025 | 16.76 | 42.41 | 2.53 | + |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 33.04% | 31.46% |
| 6M | 42.98% | 12.77% |
| YTD | 42.41% | 16.76% |
| 1Y | 49.89% | 56.84% |
| 3Y (ann.) | 26.5% | 55.31% |
| 5Y (ann.) | 24.57% | 36.34% |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Max Drawdown | -45.96% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -3.2% | -6.73% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 2.37 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-20 | -45.96 | 740 |
| 2024-06-10 | 2024-11-06 | -21.34 | 148 |
| 2024-12-21 | 2025-03-11 | -14.75 | 80 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-05-22 | 2025-06-08 | -4.27 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11398957:btcusd:triple_med_gx:lsma40_125 | 11398957:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 18.62% | 43.77% |
| Worst Month | -26.52% | -37.12% |
| Best Year | 60.3% | 155.54% |
| Worst Year | -30.53% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.37% | 5.95% |
| Avg. Down Week | -3.45% | -4.84% |
| Avg. Up Month | 6.23% | 12.33% |
| Avg. Down Month | -5.5% | -11.91% |
| Win Days % | 50.24% | 51.3% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |