| Metric | 11403903:btcusd:triple_med_gx:lsma40_140 | 11403903:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 98.71% | 161.99% |
| Max Drawdown | -42.29% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.62 | 0.59 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 22.17 | 4.0 |
| Outlier Loss Ratio | 3.87 | 3.89 |
| Volatility (ann.) | 15.52% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.54 | 0.5 |
| Skew | 1.32 | 0.18 |
| Kurtosis | 37.4 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.69% | 2.38% |
| Expected Yearly % | 18.73% | 27.22% |
| Kelly Criterion | 4.39% | 6.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11403903:BTCUSD | 11403903:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -21.93 | 0.36 | + |
| 2023 | 155.54 | 27.40 | 0.18 | - |
| 2024 | 121.00 | 48.90 | 0.40 | - |
| 2025 | 16.76 | 34.18 | 2.04 | + |
| Metric | 11403903:btcusd:triple_med_gx:lsma40_140 | 11403903:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.61% | 31.46% |
| 6M | 34.89% | 12.77% |
| YTD | 34.18% | 16.76% |
| 1Y | 40.59% | 56.84% |
| 3Y (ann.) | 24.05% | 55.31% |
| 5Y (ann.) | 22.77% | 33.33% |
| Metric | 11403903:btcusd:triple_med_gx:lsma40_140 | 11403903:BTCUSD |
|---|---|---|
| Max Drawdown | -42.29% | -67.18% |
| Longest DD Days | 759.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 2.33 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-07 | -42.29 | 759 |
| 2024-06-12 | 2024-12-05 | -25.07 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2025-03-15 | 2025-04-09 | -5.13 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-22 | 2025-06-09 | -4.48 | 17 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11403903:btcusd:triple_med_gx:lsma40_140 | 11403903:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 14.27% | 43.77% |
| Worst Month | -13.84% | -37.12% |
| Best Year | 48.9% | 155.54% |
| Worst Year | -21.93% | -60.27% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.92% | -0.93% |
| Avg. Up Week | 4.5% | 6.14% |
| Avg. Down Week | -3.18% | -5.55% |
| Avg. Up Month | 5.54% | 12.45% |
| Avg. Down Month | -4.97% | -12.64% |
| Win Days % | 50.07% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 53.85% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |