| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 36.08% | 239.56% |
| Max Drawdown | -22.65% | -67.18% |
| Sharpe | 0.29 | 0.47 |
| Sortino | 0.45 | 0.68 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.26 | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 0.23 | 0.99 |
| Outlier Win Ratio | 52.06 | 3.3 |
| Outlier Loss Ratio | 3.73 | 3.09 |
| Volatility (ann.) | 8.98% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.63 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 86.9 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.88% |
| Expected Yearly % | 8.01% | 35.75% |
| Kelly Criterion | -0.7% | 9.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11370347:BTCUSD | 11370347:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -8.98 | 0.17 | + |
| 2023 | 155.54 | 24.71 | 0.16 | - |
| 2024 | 121.00 | 21.14 | 0.17 | - |
| 2025 | 30.14 | -1.04 | -0.03 | - |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| MTD | 4.23% | 13.36% |
| 3M | 7.16% | 45.08% |
| 6M | -1.04% | 28.47% |
| YTD | -1.04% | 30.14% |
| 1Y | -6.41% | 105.13% |
| 3Y (ann.) | 14.02% | 81.7% |
| 5Y (ann.) | 9.27% | 42.14% |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Max Drawdown | -22.65% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -5.1% | -6.05% |
| Avg. Drawdown Days | 73.0 | 29.0 |
| Recovery Factor | 1.59 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -22.65 | 403 |
| 2022-01-26 | 2022-07-28 | -19.58 | 183 |
| 2022-07-30 | 2023-03-12 | -13.01 | 225 |
| 2023-04-26 | 2024-02-28 | -11.36 | 307 |
| 2024-04-08 | 2024-05-04 | -4.94 | 25 |
| 2024-05-05 | 2024-05-15 | -2.80 | 9 |
| 2023-03-13 | 2023-03-13 | -1.46 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2024-03-25 | 2024-04-07 | -1.00 | 12 |
| 2024-03-25 | 2024-03-25 | -0.99 | 0 |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.18% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 17.18% | 43.77% |
| Worst Month | -9.76% | -37.12% |
| Best Year | 24.71% | 155.54% |
| Worst Year | -8.98% | -53.8% |
| Avg. Up Day | 0.99% | 1.02% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.37% | 7.95% |
| Avg. Down Week | -1.8% | -2.74% |
| Avg. Up Month | 5.65% | 16.76% |
| Avg. Down Month | -3.91% | -9.69% |
| Win Days % | 45.61% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 46.32% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |