| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 47.1% | 178.52% |
| Max Drawdown | -42.98% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.46 | 0.59 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 35.42 | 3.54 |
| Outlier Loss Ratio | 4.3 | 3.38 |
| Volatility (ann.) | 10.84% | 26.3% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.27 | 0.51 |
| Skew | 1.11 | 0.18 |
| Kurtosis | 61.2 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.41% |
| Expected Yearly % | 10.13% | 29.19% |
| Kelly Criterion | -1.24% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.23% |
| Expected Shortfall (cVaR) | -0.92% | -2.23% |
| Year | 11370278:BTCUSD | 11370278:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -24.30 | 0.39 | + |
| 2023 | 155.54 | 16.81 | 0.11 | - |
| 2024 | 121.00 | 45.14 | 0.37 | - |
| 2025 | 30.14 | 14.61 | 0.48 | - |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 4.08% | 45.08% |
| 6M | 10.41% | 28.47% |
| YTD | 14.61% | 30.14% |
| 1Y | 30.45% | 105.13% |
| 3Y (ann.) | 28.3% | 81.7% |
| 5Y (ann.) | 11.65% | 33.98% |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Max Drawdown | -42.98% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -4.09% | -7.72% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 1.1 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-26 | -42.98 | 761 |
| 2025-03-03 | 2025-04-22 | -10.49 | 50 |
| 2025-06-03 | 2025-07-14 | -10.30 | 40 |
| 2024-06-16 | 2024-08-08 | -10.24 | 53 |
| 2024-08-09 | 2024-10-07 | -9.24 | 59 |
| 2024-03-13 | 2024-05-04 | -8.08 | 51 |
| 2025-01-30 | 2025-03-02 | -5.39 | 31 |
| 2024-11-23 | 2024-12-15 | -4.08 | 22 |
| 2024-12-26 | 2025-01-02 | -3.79 | 7 |
| 2024-10-07 | 2024-10-14 | -2.52 | 6 |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 7.48% | 35.75% |
| Worst Week | -8.34% | -29.64% |
| Best Month | 12.08% | 43.77% |
| Worst Month | -15.03% | -37.12% |
| Best Year | 45.14% | 155.54% |
| Worst Year | -24.3% | -62.1% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 2.8% | 6.85% |
| Avg. Down Week | -2.54% | -5.23% |
| Avg. Up Month | 6.63% | 15.35% |
| Avg. Down Month | -3.84% | -14.53% |
| Win Days % | 45.59% | 51.24% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 52.82% | 51.34% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |