| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 127.24% | 185.15% |
| Max Drawdown | -16.96% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.9 | 0.61 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 28.68 | 3.74 |
| Outlier Loss Ratio | 4.08 | 3.43 |
| Volatility (ann.) | 12.24% | 26.06% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.59 | 0.53 |
| Skew | 2.62 | 0.18 |
| Kurtosis | 53.95 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.97% | 2.53% |
| Expected Yearly % | 22.78% | 29.95% |
| Kelly Criterion | 5.61% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.21% |
| Expected Shortfall (cVaR) | -1.04% | -2.21% |
| Year | 11404803:BTCUSD | 11404803:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.49 | -0.21 | + |
| 2023 | 155.54 | 14.60 | 0.09 | - |
| 2024 | 121.00 | 40.61 | 0.34 | - |
| 2025 | 27.10 | 25.36 | 0.94 | - |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.75% | 41.88% |
| 6M | 16.57% | 22.91% |
| YTD | 25.36% | 27.1% |
| 1Y | 32.93% | 82.29% |
| 3Y (ann.) | 26.92% | 77.48% |
| 5Y (ann.) | 26.92% | 35.56% |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Max Drawdown | -16.96% | -67.18% |
| Longest DD Days | 243.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.94% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 7.5 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-08-08 | -16.96 | 151 |
| 2022-08-25 | 2023-04-26 | -16.94 | 243 |
| 2024-08-09 | 2025-01-13 | -10.14 | 157 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-05-15 | 2023-11-08 | -8.40 | 177 |
| 2025-01-30 | 2025-03-02 | -8.35 | 31 |
| 2023-11-20 | 2024-01-02 | -7.46 | 42 |
| 2024-06-05 | 2024-08-08 | -6.67 | 63 |
| 2024-01-02 | 2024-02-26 | -6.17 | 55 |
| 2025-03-03 | 2025-04-02 | -5.48 | 30 |
| Metric | 11404803:btcusd:triple_med_gx:lsma40_145 | 11404803:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 13.84% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -7.08% | -37.12% |
| Best Year | 40.61% | 155.54% |
| Worst Year | 12.49% | -60.27% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.79% | 6.63% |
| Avg. Down Week | -2.18% | -4.64% |
| Avg. Up Month | 4.98% | 11.6% |
| Avg. Down Month | -2.8% | -10.06% |
| Win Days % | 47.73% | 51.3% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 51.85% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |