| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 91.07% | 185.19% |
| Max Drawdown | -16.9% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 29.62 | 3.73 |
| Outlier Loss Ratio | 4.06 | 3.44 |
| Volatility (ann.) | 12.3% | 26.05% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.22 | 0.53 |
| Skew | 2.29 | 0.18 |
| Kurtosis | 55.31 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.55% | 2.53% |
| Expected Yearly % | 17.57% | 29.95% |
| Kelly Criterion | 3.35% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11403070:BTCUSD | 11403070:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 24.09 | -0.40 | + |
| 2023 | 155.54 | 14.06 | 0.09 | - |
| 2024 | 121.00 | 27.28 | 0.23 | - |
| 2025 | 27.10 | 6.06 | 0.22 | - |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.04% | 41.88% |
| 6M | 0.21% | 22.91% |
| YTD | 6.06% | 27.1% |
| 1Y | 1.5% | 82.29% |
| 3Y (ann.) | 18.27% | 77.48% |
| 5Y (ann.) | 20.67% | 35.54% |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Max Drawdown | -16.9% | -67.18% |
| Longest DD Days | 316.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.76% |
| Avg. Drawdown Days | 29.0 | 35.0 |
| Recovery Factor | 5.39 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-07-17 | -16.90 | 316 |
| 2023-03-01 | 2023-04-26 | -16.30 | 55 |
| 2022-03-09 | 2022-08-08 | -15.48 | 151 |
| 2022-08-11 | 2022-10-25 | -12.65 | 75 |
| 2023-04-26 | 2023-11-09 | -9.42 | 196 |
| 2022-11-15 | 2023-02-15 | -8.48 | 92 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-06-05 | 2024-08-08 | -6.05 | 63 |
| 2023-11-24 | 2024-01-01 | -5.84 | 38 |
| 2024-02-28 | 2024-03-25 | -5.43 | 26 |
| Metric | 11403070:btcusd:triple_med_gx:lsma40_140 | 11403070:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 16.1% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 27.28% | 155.54% |
| Worst Year | 6.06% | -60.27% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.75% | 6.92% |
| Avg. Down Week | -2.39% | -3.77% |
| Avg. Up Month | 4.9% | 12.71% |
| Avg. Down Month | -3.53% | -10.4% |
| Win Days % | 47.85% | 51.29% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 50.91% | 51.37% |
| Win Quarter % | 85.71% | 60.0% |
| Win Year % | 100.0% | 75.0% |