| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 145.29% | 195.83% |
| Max Drawdown | -36.14% | -67.18% |
| Sharpe | 0.51 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 22.08 | 3.99 |
| Outlier Loss Ratio | 3.9 | 3.84 |
| Volatility (ann.) | 15.45% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.85 | 0.57 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 37.77 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.21% | 2.68% |
| Expected Yearly % | 25.15% | 31.15% |
| Kelly Criterion | 6.16% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11402148:BTCUSD | 11402148:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -4.83 | 0.09 | + |
| 2023 | 155.54 | 29.41 | 0.19 | - |
| 2024 | 121.00 | 43.99 | 0.36 | - |
| 2025 | 16.76 | 38.32 | 2.29 | + |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.22% | 31.46% |
| 6M | 39.45% | 12.77% |
| YTD | 38.32% | 16.76% |
| 1Y | 42.57% | 56.84% |
| 3Y (ann.) | 29.2% | 55.31% |
| 5Y (ann.) | 30.68% | 38.19% |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Max Drawdown | -36.14% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 4.02 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-01 | -36.14 | 631 |
| 2024-06-12 | 2024-12-05 | -25.19 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-03-20 | -10.59 | 78 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-15 | 2025-04-09 | -4.99 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402148:btcusd:triple_med_gx:lsma40_135 | 11402148:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.11% | 43.77% |
| Worst Month | -19.61% | -37.12% |
| Best Year | 43.99% | 155.54% |
| Worst Year | -4.83% | -55.14% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.21% | 5.93% |
| Avg. Down Week | -2.95% | -5.51% |
| Avg. Up Month | 5.59% | 12.84% |
| Avg. Down Month | -5.12% | -12.14% |
| Win Days % | 50.56% | 51.32% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 55.21% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |