| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 174.27% | 195.83% |
| Max Drawdown | -39.74% | -67.18% |
| Sharpe | 0.6 | 0.44 |
| Sortino | 0.93 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.55 | 1.07 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 21.81 | 3.88 |
| Outlier Loss Ratio | 4.09 | 3.78 |
| Volatility (ann.) | 14.34% | 26.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.88 | 0.57 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 34.56 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.68% |
| Expected Yearly % | 28.69% | 31.15% |
| Kelly Criterion | 7.03% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 11402371:BTCUSD | 11402371:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -20.80 | 0.38 | + |
| 2023 | 155.54 | 47.86 | 0.31 | - |
| 2024 | 121.00 | 77.02 | 0.64 | - |
| 2025 | 16.76 | 32.31 | 1.93 | + |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 20.9% | 31.46% |
| 6M | 33.01% | 12.77% |
| YTD | 32.31% | 16.76% |
| 1Y | 58.64% | 56.84% |
| 3Y (ann.) | 34.64% | 55.31% |
| 5Y (ann.) | 35.1% | 38.19% |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Max Drawdown | -39.74% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -3.17% | -6.97% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 4.39 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -39.74 | 596 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2025-01-14 | 2025-03-06 | -10.31 | 50 |
| 2024-01-15 | 2024-03-25 | -10.28 | 70 |
| 2024-08-09 | 2024-10-14 | -9.70 | 66 |
| 2022-04-20 | 2022-05-13 | -9.39 | 22 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -7.17 | 24 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| Metric | 11402371:btcusd:triple_med_gx:lsma40_135 | 11402371:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 18.23% | 43.77% |
| Worst Month | -14.23% | -37.12% |
| Best Year | 77.02% | 155.54% |
| Worst Year | -20.8% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.18% | 6.08% |
| Avg. Down Week | -2.98% | -5.08% |
| Avg. Up Month | 5.33% | 12.42% |
| Avg. Down Month | -5.71% | -13.61% |
| Win Days % | 50.69% | 51.32% |
| Win Month % | 76.92% | 60.98% |
| Win Week % | 55.88% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |