| Metric | 11400540:btcusd:triple_med_gx:lsma70_130 | 11400540:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 56.83% | 182.99% |
| Max Drawdown | -41.68% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.46 | 3.94 |
| Outlier Loss Ratio | 4.03 | 3.95 |
| Volatility (ann.) | 15.97% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.34 | 0.54 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 31.43 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.57% |
| Expected Yearly % | 11.91% | 29.7% |
| Kelly Criterion | 2.65% | 5.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11400540:BTCUSD | 11400540:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -24.24 | 0.42 | + |
| 2023 | 155.54 | 61.46 | 0.40 | - |
| 2024 | 121.00 | 11.81 | 0.10 | - |
| 2025 | 16.76 | 14.67 | 0.88 | - |
| Metric | 11400540:btcusd:triple_med_gx:lsma70_130 | 11400540:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.37% | 31.46% |
| 6M | 11.96% | 12.77% |
| YTD | 14.67% | 16.76% |
| 1Y | 17.76% | 56.84% |
| 3Y (ann.) | 13.84% | 55.31% |
| 5Y (ann.) | 14.35% | 36.34% |
| Metric | 11400540:btcusd:triple_med_gx:lsma70_130 | 11400540:BTCUSD |
|---|---|---|
| Max Drawdown | -41.68% | -67.18% |
| Longest DD Days | 623.0 | 683.0 |
| Avg. Drawdown | -5.53% | -6.9% |
| Avg. Drawdown Days | 39.0 | 35.0 |
| Recovery Factor | 1.36 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-11-15 | -41.68 | 623 |
| 2024-04-23 | 2024-12-04 | -26.80 | 225 |
| 2025-03-06 | 2025-05-10 | -16.08 | 65 |
| 2023-12-22 | 2024-03-20 | -13.32 | 89 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-06 | -8.93 | 90 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-11-16 | 2023-11-28 | -6.05 | 12 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11400540:btcusd:triple_med_gx:lsma70_130 | 11400540:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -23.58% | -37.12% |
| Best Year | 61.46% | 155.54% |
| Worst Year | -24.24% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.88% | 6.31% |
| Avg. Down Week | -3.14% | -4.44% |
| Avg. Up Month | 6.1% | 13.52% |
| Avg. Down Month | -5.44% | -11.83% |
| Win Days % | 49.29% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 47.37% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |