| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 33.68% | 183.01% |
| Max Drawdown | -19.69% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.4 | 0.6 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.67 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.49 | 0.99 |
| Outlier Win Ratio | 42.46 | 3.39 |
| Outlier Loss Ratio | 4.17 | 3.27 |
| Volatility (ann.) | 9.76% | 26.3% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.44 | 0.52 |
| Skew | 1.72 | 0.18 |
| Kurtosis | 74.04 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.45% |
| Expected Yearly % | 7.53% | 29.7% |
| Kelly Criterion | -1.33% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11371005:BTCUSD | 11371005:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -4.78 | 0.08 | + |
| 2023 | 155.54 | -6.73 | -0.04 | - |
| 2024 | 121.00 | 36.36 | 0.30 | - |
| 2025 | 30.14 | 10.38 | 0.34 | - |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 8.98% | 45.08% |
| 6M | 6.59% | 28.47% |
| YTD | 10.38% | 30.14% |
| 1Y | 16.96% | 105.13% |
| 3Y (ann.) | 11.04% | 81.7% |
| 5Y (ann.) | 8.66% | 34.66% |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Max Drawdown | -19.69% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -3.78% | -7.49% |
| Avg. Drawdown Days | 42.0 | 37.0 |
| Recovery Factor | 1.71 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-27 | -19.69 | 576 |
| 2022-01-26 | 2022-07-18 | -15.38 | 172 |
| 2025-03-03 | 2025-05-20 | -14.27 | 78 |
| 2025-01-16 | 2025-03-02 | -7.65 | 45 |
| 2024-11-23 | 2024-12-16 | -6.10 | 23 |
| 2024-12-26 | 2025-01-15 | -5.58 | 20 |
| 2024-07-10 | 2024-08-08 | -5.53 | 29 |
| 2025-06-03 | 2025-07-14 | -4.20 | 40 |
| 2024-06-17 | 2024-07-09 | -4.14 | 22 |
| 2024-03-12 | 2024-04-06 | -3.92 | 25 |
| Metric | 11371005:btcusd:triple_med_gx:lsma40_15 | 11371005:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 7.28% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 12.3% | 43.77% |
| Worst Month | -6.17% | -37.12% |
| Best Year | 36.36% | 155.54% |
| Worst Year | -6.73% | -61.49% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.68% | 7.31% |
| Avg. Down Week | -2.02% | -4.04% |
| Avg. Up Month | 4.77% | 17.45% |
| Avg. Down Month | -2.33% | -11.66% |
| Win Days % | 44.67% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 46.83% | 51.87% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |