| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.88% | 178.52% |
| Max Drawdown | -36.08% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.42 | 0.59 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 38.39 | 3.46 |
| Outlier Loss Ratio | 4.22 | 3.31 |
| Volatility (ann.) | 10.42% | 26.3% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.27 | 0.51 |
| Skew | 1.18 | 0.18 |
| Kurtosis | 68.99 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.41% |
| Expected Yearly % | 8.56% | 29.19% |
| Kelly Criterion | -2.23% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11371000:BTCUSD | 11371000:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.10 | -25.20 | 0.41 | + |
| 2023 | 155.54 | 9.96 | 0.06 | - |
| 2024 | 121.00 | 36.99 | 0.31 | - |
| 2025 | 30.14 | 23.27 | 0.77 | - |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| MTD | -1.17% | 13.36% |
| 3M | 12.45% | 45.08% |
| 6M | 19.33% | 28.47% |
| YTD | 23.27% | 30.14% |
| 1Y | 34.03% | 105.13% |
| 3Y (ann.) | 21.72% | 81.7% |
| 5Y (ann.) | 9.83% | 33.98% |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Max Drawdown | -36.08% | -67.18% |
| Longest DD Days | 860.0 | 683.0 |
| Avg. Drawdown | -4.75% | -7.72% |
| Avg. Drawdown Days | 67.0 | 38.0 |
| Recovery Factor | 1.08 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-06-04 | -36.08 | 860 |
| 2024-08-09 | 2024-10-29 | -10.15 | 81 |
| 2025-03-03 | 2025-04-22 | -8.01 | 50 |
| 2025-01-16 | 2025-03-02 | -6.33 | 45 |
| 2024-11-23 | 2025-01-15 | -6.32 | 53 |
| 2024-07-10 | 2024-08-08 | -5.69 | 29 |
| 2025-06-02 | 2025-07-14 | -4.27 | 41 |
| 2024-06-16 | 2024-07-10 | -4.16 | 23 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2025-05-20 | 2025-05-20 | -1.02 | 0 |
| Metric | 11371000:btcusd:triple_med_gx:lsma40_15 | 11371000:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 9.62% | 35.75% |
| Worst Week | -8.69% | -29.64% |
| Best Month | 12.39% | 43.77% |
| Worst Month | -14.78% | -37.12% |
| Best Year | 36.99% | 155.54% |
| Worst Year | -25.2% | -62.1% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.57% | 6.44% |
| Avg. Down Week | -2.17% | -4.95% |
| Avg. Up Month | 6.56% | 18.91% |
| Avg. Down Month | -2.68% | -12.43% |
| Win Days % | 45.23% | 51.24% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 50.36% | 51.34% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |