| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 229.88% | 191.37% |
| Max Drawdown | -35.93% | -67.18% |
| Sharpe | 0.68 | 0.43 |
| Sortino | 1.07 | 0.63 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 21.65 | 3.94 |
| Outlier Loss Ratio | 4.13 | 3.78 |
| Volatility (ann.) | 14.49% | 26.25% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.17 | 0.55 |
| Skew | 1.72 | 0.2 |
| Kurtosis | 36.14 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.95% | 2.64% |
| Expected Yearly % | 34.77% | 30.65% |
| Kelly Criterion | 8.1% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.23% |
| Expected Shortfall (cVaR) | -1.22% | -2.23% |
| Year | 11402427:BTCUSD | 11402427:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -11.97 | 0.22 | + |
| 2023 | 155.54 | 42.62 | 0.27 | - |
| 2024 | 121.00 | 75.74 | 0.63 | - |
| 2025 | 15.00 | 49.50 | 3.30 | + |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| MTD | -0.41% | 2.59% |
| 3M | 16.28% | 27.24% |
| 6M | 48.2% | 14.0% |
| YTD | 49.5% | 15.0% |
| 1Y | 102.6% | 78.0% |
| 3Y (ann.) | 46.61% | 74.28% |
| 5Y (ann.) | 42.05% | 36.96% |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Max Drawdown | -35.93% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.03% |
| Avg. Drawdown Days | 14.0 | 37.0 |
| Recovery Factor | 6.4 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-12-01 | -35.93 | 564 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-02 | 2024-02-26 | -11.11 | 55 |
| 2025-01-31 | 2025-02-28 | -10.01 | 28 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2022-04-20 | 2022-05-13 | -9.15 | 22 |
| 2024-08-09 | 2024-10-14 | -8.20 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-21 | 2025-01-14 | -7.48 | 24 |
| 2025-06-10 | 2025-06-29 | -7.47 | 19 |
| Metric | 11402427:btcusd:triple_med_gx:lsma40_135 | 11402427:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.05% | 43.77% |
| Worst Month | -11.85% | -37.12% |
| Best Year | 75.74% | 155.54% |
| Worst Year | -11.97% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.63% | 6.05% |
| Avg. Down Week | -3.09% | -5.01% |
| Avg. Up Month | 5.85% | 14.64% |
| Avg. Down Month | -5.22% | -11.99% |
| Win Days % | 50.95% | 51.36% |
| Win Month % | 72.5% | 60.98% |
| Win Week % | 56.86% | 51.1% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |