| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 51.2% | 161.99% |
| Max Drawdown | -22.54% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.49 | 0.59 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 28.88 | 3.72 |
| Outlier Loss Ratio | 4.25 | 3.59 |
| Volatility (ann.) | 12.44% | 26.28% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.58 | 0.5 |
| Skew | 2.41 | 0.18 |
| Kurtosis | 50.88 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.38% |
| Expected Yearly % | 10.89% | 27.22% |
| Kelly Criterion | 0.96% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.23% |
| Expected Shortfall (cVaR) | -1.06% | -2.23% |
| Year | 11402960:BTCUSD | 11402960:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.62 | -0.04 | + |
| 2023 | 155.54 | 5.68 | 0.04 | - |
| 2024 | 121.00 | 17.85 | 0.15 | - |
| 2025 | 16.76 | 18.30 | 1.09 | + |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| MTD | 2.51% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 15.57% | 12.77% |
| YTD | 18.3% | 16.76% |
| 1Y | 10.02% | 56.84% |
| 3Y (ann.) | 14.86% | 55.31% |
| 5Y (ann.) | 13.14% | 33.33% |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Max Drawdown | -22.54% | -67.18% |
| Longest DD Days | 243.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.27 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-12 | 2022-08-24 | -22.54 | 165 |
| 2022-08-25 | 2023-04-26 | -20.34 | 243 |
| 2025-03-12 | 2025-06-02 | -13.35 | 82 |
| 2024-08-09 | 2025-03-05 | -12.30 | 208 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2023-05-19 | 2024-01-02 | -10.80 | 227 |
| 2024-01-16 | 2024-02-26 | -8.86 | 41 |
| 2024-06-15 | 2024-08-08 | -6.60 | 54 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402960:btcusd:triple_med_gx:lsma40_140 | 11402960:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.8% | 35.75% |
| Worst Week | -8.76% | -29.64% |
| Best Month | 10.98% | 43.77% |
| Worst Month | -6.89% | -37.12% |
| Best Year | 18.3% | 155.54% |
| Worst Year | 2.62% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.38% | 7.52% |
| Avg. Down Week | -2.88% | -4.58% |
| Avg. Up Month | 4.47% | 11.67% |
| Avg. Down Month | -4.07% | -11.45% |
| Win Days % | 46.06% | 51.27% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 49.02% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |