| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 56.29% | 195.83% |
| Max Drawdown | -18.4% | -67.18% |
| Sharpe | 0.33 | 0.44 |
| Sortino | 0.52 | 0.64 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 29.1 | 3.71 |
| Outlier Loss Ratio | 4.19 | 3.59 |
| Volatility (ann.) | 12.45% | 26.35% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.77 | 0.57 |
| Skew | 2.4 | 0.2 |
| Kurtosis | 50.75 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.68% |
| Expected Yearly % | 11.81% | 31.15% |
| Kelly Criterion | 1.53% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.24% |
| Expected Shortfall (cVaR) | -1.06% | -2.24% |
| Year | 11401203:BTCUSD | 11401203:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.72 | -0.18 | + |
| 2023 | 155.54 | 2.91 | 0.02 | - |
| 2024 | 121.00 | 13.64 | 0.11 | - |
| 2025 | 16.76 | 21.80 | 1.30 | + |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| MTD | 3.4% | 4.16% |
| 3M | 6.14% | 31.46% |
| 6M | 15.55% | 12.77% |
| YTD | 21.8% | 16.76% |
| 1Y | 13.18% | 56.84% |
| 3Y (ann.) | 14.02% | 55.31% |
| 5Y (ann.) | 14.24% | 38.19% |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Max Drawdown | -18.4% | -67.18% |
| Longest DD Days | 310.0 | 683.0 |
| Avg. Drawdown | -4.86% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 3.06 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2023-04-25 | -18.40 | 183 |
| 2022-04-11 | 2022-08-08 | -18.08 | 119 |
| 2023-05-19 | 2024-03-25 | -15.57 | 310 |
| 2025-03-06 | 2025-05-21 | -12.97 | 76 |
| 2022-08-11 | 2022-10-23 | -11.87 | 73 |
| 2024-08-09 | 2025-03-05 | -11.82 | 208 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-06-15 | 2024-08-08 | -7.41 | 54 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11401203:btcusd:triple_med_gx:lsma40_135 | 11401203:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.24% | 35.75% |
| Worst Week | -8.76% | -29.64% |
| Best Month | 13.84% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 21.8% | 155.54% |
| Worst Year | 2.91% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.7% | 7.81% |
| Avg. Down Week | -2.99% | -4.4% |
| Avg. Up Month | 4.81% | 11.52% |
| Avg. Down Month | -4.58% | -10.94% |
| Win Days % | 46.5% | 51.32% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 47.52% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |