| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 100.58% | 161.99% |
| Max Drawdown | -38.04% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.64 | 0.59 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 23.4 | 4.07 |
| Outlier Loss Ratio | 3.78 | 3.89 |
| Volatility (ann.) | 15.36% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.61 | 0.5 |
| Skew | 1.34 | 0.18 |
| Kurtosis | 36.33 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.38% |
| Expected Yearly % | 19.01% | 27.22% |
| Kelly Criterion | 5.06% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.23% |
| Expected Shortfall (cVaR) | -1.3% | -2.23% |
| Year | 11403679:BTCUSD | 11403679:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -28.81 | 0.48 | + |
| 2023 | 155.54 | 56.01 | 0.36 | - |
| 2024 | 121.00 | 45.66 | 0.38 | - |
| 2025 | 16.76 | 23.98 | 1.43 | + |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.16% |
| 3M | 14.6% | 31.46% |
| 6M | 17.79% | 12.77% |
| YTD | 23.98% | 16.76% |
| 1Y | 36.3% | 56.84% |
| 3Y (ann.) | 30.83% | 55.31% |
| 5Y (ann.) | 23.11% | 33.33% |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Max Drawdown | -38.04% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -5.15% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 2.64 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-18 | -38.04 | 619 |
| 2024-06-12 | 2024-11-06 | -20.13 | 146 |
| 2024-12-16 | 2025-03-02 | -13.37 | 76 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2024-01-02 | 2024-02-26 | -10.75 | 55 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-04-04 | 2024-04-22 | -7.45 | 17 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-04-30 | 2024-06-12 | -5.98 | 43 |
| Metric | 11403679:btcusd:triple_med_gx:lsma40_140 | 11403679:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.84% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.84% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 56.01% | 155.54% |
| Worst Year | -28.81% | -60.27% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 5.4% | 6.56% |
| Avg. Down Week | -3.55% | -5.8% |
| Avg. Up Month | 5.87% | 12.93% |
| Avg. Down Month | -5.55% | -14.49% |
| Win Days % | 50.12% | 51.27% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 53.76% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |