| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 64.45% | 110.41% |
| Max Drawdown | -19.97% | -67.18% |
| Sharpe | 0.37 | 0.36 |
| Sortino | 0.59 | 0.51 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.26 | 1.03 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.1 | 0.98 |
| Outlier Win Ratio | 28.58 | 3.71 |
| Outlier Loss Ratio | 4.09 | 3.49 |
| Volatility (ann.) | 12.77% | 26.61% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.86 | 0.4 |
| Skew | 2.18 | 0.16 |
| Kurtosis | 52.38 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 1.98% |
| Expected Yearly % | 13.24% | 20.44% |
| Kelly Criterion | 2.67% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.27% |
| Expected Shortfall (cVaR) | -1.09% | -2.27% |
| Year | 11404856:BTCUSD | 11404856:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.08 | -0.32 | + |
| 2023 | 155.54 | 9.76 | 0.06 | - |
| 2024 | 121.00 | 26.38 | 0.22 | - |
| 2025 | -6.21 | -0.44 | 0.07 | + |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| MTD | 6.78% | 3.86% |
| 3M | -5.63% | -7.61% |
| 6M | -7.29% | 38.23% |
| YTD | -0.44% | -6.21% |
| 1Y | 7.9% | 25.27% |
| 3Y (ann.) | 14.79% | 25.44% |
| 5Y (ann.) | 17.2% | 26.79% |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Max Drawdown | -19.97% | -67.18% |
| Longest DD Days | 203.0 | 683.0 |
| Avg. Drawdown | -4.24% | -7.04% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 3.23 | 1.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-16 | 2023-04-26 | -19.97 | 68 |
| 2022-03-09 | 2022-08-08 | -17.26 | 151 |
| 2024-09-03 | 2025-03-26 | -17.10 | 203 |
| 2022-08-11 | 2022-10-25 | -13.76 | 75 |
| 2023-04-26 | 2023-11-09 | -10.16 | 196 |
| 2024-01-02 | 2024-02-27 | -8.18 | 55 |
| 2022-11-15 | 2023-02-15 | -7.16 | 92 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2024-06-05 | 2024-07-09 | -6.05 | 34 |
| 2023-11-24 | 2024-01-01 | -5.84 | 38 |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 16.1% | 43.77% |
| Worst Month | -10.1% | -37.12% |
| Best Year | 26.38% | 155.54% |
| Worst Year | -0.44% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.41% | 7.23% |
| Avg. Down Week | -2.48% | -3.84% |
| Avg. Up Month | 4.72% | 14.07% |
| Avg. Down Month | -3.81% | -10.5% |
| Win Days % | 47.33% | 51.11% |
| Win Month % | 57.89% | 60.53% |
| Win Week % | 50.5% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |