| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 16.75% | 181.88% |
| Max Drawdown | -18.25% | -67.18% |
| Sharpe | 0.17 | 0.41 |
| Sortino | 0.25 | 0.6 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 48.55 | 3.3 |
| Outlier Loss Ratio | 4.17 | 3.23 |
| Volatility (ann.) | 8.78% | 26.31% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.25 | 0.51 |
| Skew | 1.26 | 0.18 |
| Kurtosis | 74.6 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.44% |
| Expected Yearly % | 3.95% | 29.57% |
| Kelly Criterion | -3.62% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11371013:BTCUSD | 11371013:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -5.28 | 0.09 | + |
| 2023 | 155.54 | 0.50 | 0.00 | - |
| 2024 | 121.00 | 18.63 | 0.15 | - |
| 2025 | 30.14 | 3.39 | 0.11 | - |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| MTD | -1.69% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | 2.51% | 28.47% |
| YTD | 3.39% | 30.14% |
| 1Y | 8.54% | 105.13% |
| 3Y (ann.) | 4.84% | 81.7% |
| 5Y (ann.) | 4.53% | 34.54% |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Max Drawdown | -18.25% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -5.28% | -7.48% |
| Avg. Drawdown Days | 96.0 | 36.0 |
| Recovery Factor | 0.92 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-03-24 | -18.25 | 603 |
| 2024-12-16 | 2025-05-21 | -16.42 | 156 |
| 2022-01-26 | 2022-07-16 | -11.27 | 171 |
| 2024-04-08 | 2024-12-15 | -9.97 | 250 |
| 2025-05-22 | 2025-07-14 | -4.37 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-30 | -2.75 | 11 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 6.47% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 11.0% | 43.77% |
| Worst Month | -6.31% | -37.12% |
| Best Year | 18.63% | 155.54% |
| Worst Year | -5.28% | -61.64% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.45% | 6.15% |
| Avg. Down Week | -1.99% | -4.06% |
| Avg. Up Month | 4.57% | 16.98% |
| Avg. Down Month | -3.15% | -9.47% |
| Win Days % | 44.51% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 47.01% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |