| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 33.84% | 237.48% |
| Max Drawdown | -18.58% | -67.18% |
| Sharpe | 0.31 | 0.47 |
| Sortino | 0.47 | 0.68 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 0.07 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 0.06 | 1.0 |
| Outlier Win Ratio | 59.19 | 3.21 |
| Outlier Loss Ratio | 3.99 | 3.0 |
| Volatility (ann.) | 7.83% | 26.13% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.47 | 0.63 |
| Skew | 1.89 | 0.2 |
| Kurtosis | 116.11 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.87% |
| Expected Yearly % | 7.56% | 35.54% |
| Kelly Criterion | 0.78% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11370409:BTCUSD | 11370409:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -9.72 | 0.18 | + |
| 2023 | 155.54 | 16.97 | 0.11 | - |
| 2024 | 121.00 | 15.47 | 0.13 | - |
| 2025 | 30.14 | 9.76 | 0.32 | - |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.18% | 45.08% |
| 6M | 7.1% | 28.47% |
| YTD | 9.76% | 30.14% |
| 1Y | 7.6% | 105.13% |
| 3Y (ann.) | 11.25% | 81.7% |
| 5Y (ann.) | 8.78% | 42.08% |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Max Drawdown | -18.58% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -2.93% | -5.84% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 1.82 | 3.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-04-27 | -18.58 | 270 |
| 2024-05-14 | 2025-06-09 | -15.93 | 391 |
| 2022-02-16 | 2022-07-28 | -11.01 | 162 |
| 2023-04-28 | 2024-02-28 | -6.40 | 306 |
| 2024-03-26 | 2024-04-07 | -3.86 | 11 |
| 2024-04-08 | 2024-04-22 | -3.21 | 13 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2025-06-10 | 2025-06-25 | -1.21 | 15 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -6.14% | -37.12% |
| Best Year | 16.97% | 155.54% |
| Worst Year | -9.72% | -54.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 2.67% | 7.42% |
| Avg. Down Week | -1.48% | -3.04% |
| Avg. Up Month | 4.35% | 15.04% |
| Avg. Down Month | -3.55% | -12.1% |
| Win Days % | 46.14% | 51.31% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 75.0% | 75.0% |