| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 270.84% | 185.19% |
| Max Drawdown | -32.48% | -67.18% |
| Sharpe | 0.75 | 0.42 |
| Sortino | 1.24 | 0.61 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.64 | 1.07 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 22.01 | 3.91 |
| Outlier Loss Ratio | 4.24 | 3.77 |
| Volatility (ann.) | 13.9% | 26.05% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.42 | 0.53 |
| Skew | 2.37 | 0.18 |
| Kurtosis | 37.34 | 6.49 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.17% | 2.53% |
| Expected Yearly % | 38.77% | 29.95% |
| Kelly Criterion | 9.06% | 8.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.21% |
| Expected Shortfall (cVaR) | -1.17% | -2.21% |
| Year | 11404182:BTCUSD | 11404182:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.65 | 0.01 | + |
| 2023 | 155.54 | 40.56 | 0.26 | - |
| 2024 | 121.00 | 80.58 | 0.67 | - |
| 2025 | 27.10 | 47.05 | 1.74 | + |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 11.49% | 41.88% |
| 6M | 37.25% | 22.91% |
| YTD | 47.05% | 27.1% |
| 1Y | 91.45% | 82.29% |
| 3Y (ann.) | 45.34% | 77.48% |
| 5Y (ann.) | 46.27% | 35.54% |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Max Drawdown | -32.48% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -2.74% | -6.76% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 8.34 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -32.48 | 330 |
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2024-01-02 | 2024-02-27 | -10.59 | 55 |
| 2023-04-26 | 2023-11-15 | -8.87 | 203 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 26 |
| 2025-06-10 | 2025-07-17 | -7.47 | 37 |
| 2022-03-11 | 2022-04-19 | -6.06 | 39 |
| 2025-04-02 | 2025-05-21 | -5.88 | 48 |
| 2023-11-16 | 2024-01-01 | -5.63 | 46 |
| Metric | 11404182:btcusd:triple_med_gx:lsma40_140 | 11404182:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.96% | -29.64% |
| Best Month | 23.42% | 43.77% |
| Worst Month | -12.68% | -37.12% |
| Best Year | 80.58% | 155.54% |
| Worst Year | -0.65% | -60.27% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.16% | 6.3% |
| Avg. Down Week | -2.96% | -4.45% |
| Avg. Up Month | 6.26% | 13.7% |
| Avg. Down Month | -5.4% | -11.54% |
| Win Days % | 50.57% | 51.29% |
| Win Month % | 75.0% | 61.9% |
| Win Week % | 62.0% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |