| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.96% | 183.01% |
| Max Drawdown | -26.42% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.29 | 0.6 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.66 | 0.99 |
| Outlier Win Ratio | 41.34 | 3.45 |
| Outlier Loss Ratio | 4.17 | 3.28 |
| Volatility (ann.) | 9.96% | 26.3% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.23 | 0.52 |
| Skew | 0.18 | 0.18 |
| Kurtosis | 66.02 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.45% |
| Expected Yearly % | 5.3% | 29.7% |
| Kelly Criterion | -2.69% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11370285:BTCUSD | 11370285:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -12.86 | 0.21 | + |
| 2023 | 155.54 | 10.02 | 0.06 | - |
| 2024 | 121.00 | 33.60 | 0.28 | - |
| 2025 | 30.14 | -4.00 | -0.13 | - |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 3.39% | 45.08% |
| 6M | -7.3% | 28.47% |
| YTD | -4.0% | 30.14% |
| 1Y | 10.54% | 105.13% |
| 3Y (ann.) | 12.02% | 81.7% |
| 5Y (ann.) | 6.09% | 34.66% |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Max Drawdown | -26.42% | -67.18% |
| Longest DD Days | 730.0 | 683.0 |
| Avg. Drawdown | -4.38% | -7.49% |
| Avg. Drawdown Days | 57.0 | 37.0 |
| Recovery Factor | 0.87 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-01-26 | -26.42 | 730 |
| 2025-03-03 | 2025-07-14 | -21.22 | 133 |
| 2024-05-04 | 2024-10-07 | -13.34 | 156 |
| 2025-01-16 | 2025-03-02 | -8.84 | 45 |
| 2024-12-26 | 2025-01-15 | -5.58 | 20 |
| 2024-03-22 | 2024-05-03 | -4.29 | 42 |
| 2024-10-07 | 2024-10-28 | -2.99 | 21 |
| 2024-11-23 | 2024-12-13 | -1.61 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-03-11 | 2024-03-22 | -1.16 | 10 |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 8.86% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 11.14% | 43.77% |
| Worst Month | -9.21% | -37.12% |
| Best Year | 33.6% | 155.54% |
| Worst Year | -12.86% | -61.49% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.89% | 7.09% |
| Avg. Down Week | -2.4% | -4.19% |
| Avg. Up Month | 4.96% | 15.45% |
| Avg. Down Month | -3.18% | -9.23% |
| Win Days % | 44.71% | 51.25% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 47.69% | 51.87% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |