| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 251.12% | 122.05% |
| Max Drawdown | -29.34% | -67.18% |
| Sharpe | 0.69 | 0.33 |
| Sortino | 1.1 | 0.48 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.64 | 1.02 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.31 | 0.97 |
| Outlier Win Ratio | 22.47 | 3.81 |
| Outlier Loss Ratio | 4.21 | 3.74 |
| Volatility (ann.) | 13.06% | 25.5% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.32 | 0.34 |
| Skew | 1.8 | 0.15 |
| Kurtosis | 34.9 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.71% | 1.71% |
| Expected Yearly % | 36.89% | 22.07% |
| Kelly Criterion | 8.49% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.17% |
| Expected Shortfall (cVaR) | -1.1% | -2.17% |
| Year | 11405912:BTCUSD | 11405912:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.82 | 0.08 | + |
| 2023 | 155.54 | 46.14 | 0.30 | - |
| 2024 | 121.00 | 69.61 | 0.58 | - |
| 2025 | -1.03 | 48.82 | -47.61 | + |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 1.53% | -17.17% |
| 6M | 2.81% | -16.23% |
| YTD | 48.82% | -1.03% |
| 1Y | 52.71% | -5.06% |
| 3Y (ann.) | 54.17% | 75.28% |
| 5Y (ann.) | 38.64% | 23.06% |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Max Drawdown | -29.34% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.79% |
| Avg. Drawdown Days | 16.0 | 37.0 |
| Recovery Factor | 8.56 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.34 | 302 |
| 2025-11-15 | 2025-12-10 | -14.51 | 24 |
| 2024-06-05 | 2024-08-08 | -14.35 | 63 |
| 2024-01-02 | 2024-03-23 | -10.08 | 81 |
| 2023-04-26 | 2023-11-28 | -10.03 | 215 |
| 2022-03-11 | 2022-05-13 | -9.85 | 62 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-08-09 | 2024-10-14 | -7.76 | 66 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| 2025-06-20 | 2025-06-24 | -6.11 | 4 |
| Metric | 11405912:btcusd:triple_med_gx:lsma40_145 | 11405912:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 29.62% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 69.61% | 155.54% |
| Worst Year | -4.82% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.92% | 5.93% |
| Avg. Down Week | -3.12% | -4.84% |
| Avg. Up Month | 6.62% | 10.6% |
| Avg. Down Month | -4.05% | -12.97% |
| Win Days % | 50.86% | 51.4% |
| Win Month % | 69.05% | 59.57% |
| Win Week % | 62.04% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |