| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 31.48% | 188.02% |
| Max Drawdown | -27.56% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.44 | 0.61 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.22 | 1.06 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 0.19 | 0.99 |
| Outlier Win Ratio | 53.76 | 3.27 |
| Outlier Loss Ratio | 4.01 | 3.11 |
| Volatility (ann.) | 8.55% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.3 | 0.53 |
| Skew | 3.09 | 0.18 |
| Kurtosis | 92.25 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.49% |
| Expected Yearly % | 7.08% | 30.27% |
| Kelly Criterion | -0.49% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11371043:BTCUSD | 11371043:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -9.45 | 0.16 | + |
| 2023 | 155.54 | 14.22 | 0.09 | - |
| 2024 | 121.00 | 15.65 | 0.13 | - |
| 2025 | 30.14 | 9.93 | 0.33 | - |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| MTD | 2.79% | 13.36% |
| 3M | 10.12% | 45.08% |
| 6M | 9.93% | 28.47% |
| YTD | 9.93% | 30.14% |
| 1Y | 6.17% | 105.13% |
| 3Y (ann.) | 6.91% | 81.7% |
| 5Y (ann.) | 8.18% | 35.5% |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Max Drawdown | -27.56% | -67.18% |
| Longest DD Days | 709.0 | 683.0 |
| Avg. Drawdown | -4.36% | -7.5% |
| Avg. Drawdown Days | 73.0 | 36.0 |
| Recovery Factor | 1.14 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-07-09 | -27.56 | 709 |
| 2024-08-20 | 2025-07-11 | -14.93 | 324 |
| 2022-01-26 | 2022-06-21 | -11.86 | 146 |
| 2024-07-10 | 2024-08-08 | -3.34 | 29 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-21 | 2022-07-05 | -2.83 | 14 |
| 2024-08-09 | 2024-08-20 | -2.43 | 11 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 21.26% | 43.77% |
| Worst Month | -15.32% | -37.12% |
| Best Year | 15.65% | 155.54% |
| Worst Year | -9.45% | -60.81% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.15% | 8.12% |
| Avg. Down Week | -1.94% | -3.53% |
| Avg. Up Month | 4.91% | 17.11% |
| Avg. Down Month | -3.46% | -10.22% |
| Win Days % | 44.37% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 52.17% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |