| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 198.14% | 158.04% |
| Max Drawdown | -36.02% | -67.18% |
| Sharpe | 0.64 | 0.4 |
| Sortino | 1.03 | 0.58 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 21.92 | 3.96 |
| Outlier Loss Ratio | 4.14 | 3.78 |
| Volatility (ann.) | 14.23% | 26.18% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.05 | 0.48 |
| Skew | 2.13 | 0.18 |
| Kurtosis | 35.5 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.7% | 2.34% |
| Expected Yearly % | 31.4% | 26.74% |
| Kelly Criterion | 7.11% | 7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.23% |
| Expected Shortfall (cVaR) | -1.2% | -2.23% |
| Year | 11440492:BTCUSD | 11440492:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -4.24 | 0.07 | + |
| 2023 | 155.54 | 21.33 | 0.14 | - |
| 2024 | 121.00 | 81.32 | 0.67 | - |
| 2025 | 15.00 | 41.52 | 2.77 | + |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| MTD | 1.81% | 2.59% |
| 3M | 15.25% | 27.24% |
| 6M | 40.29% | 14.0% |
| YTD | 41.52% | 15.0% |
| 1Y | 97.69% | 78.0% |
| 3Y (ann.) | 36.61% | 74.28% |
| 5Y (ann.) | 37.93% | 32.18% |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Max Drawdown | -36.02% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -2.89% | -7.03% |
| Avg. Drawdown Days | 20.0 | 37.0 |
| Recovery Factor | 5.5 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-04 | -36.02 | 689 |
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2022-03-11 | 2022-05-12 | -9.85 | 61 |
| 2025-06-10 | 2025-06-29 | -8.53 | 19 |
| 2025-01-15 | 2025-02-28 | -8.21 | 44 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-04-02 | 2025-05-18 | -5.88 | 45 |
| 2024-12-21 | 2024-12-28 | -5.46 | 6 |
| 2025-01-04 | 2025-01-14 | -5.17 | 10 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11440492:btcusd:triple_med_gx:lsma40_140 | 11440492:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -13.37% | -37.12% |
| Best Year | 81.32% | 155.54% |
| Worst Year | -4.24% | -60.27% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 4.09% | 6.29% |
| Avg. Down Week | -3.17% | -4.93% |
| Avg. Up Month | 5.92% | 14.08% |
| Avg. Down Month | -5.84% | -12.18% |
| Win Days % | 50.64% | 51.31% |
| Win Month % | 71.79% | 60.98% |
| Win Week % | 60.0% | 50.83% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |