| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 27.48% | 198.43% |
| Max Drawdown | -20.61% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.11 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 0.1 | 0.99 |
| Outlier Win Ratio | 53.25 | 3.28 |
| Outlier Loss Ratio | 3.76 | 3.18 |
| Volatility (ann.) | 8.86% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.35 | 0.55 |
| Skew | 2.65 | 0.19 |
| Kurtosis | 91.04 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.58% |
| Expected Yearly % | 6.26% | 31.43% |
| Kelly Criterion | -1.4% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11371055:BTCUSD | 11371055:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -18.33 | 0.31 | + |
| 2023 | 155.54 | 11.59 | 0.07 | - |
| 2024 | 121.00 | 35.91 | 0.30 | - |
| 2025 | 30.14 | 2.93 | 0.10 | - |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 2.95% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 2.93% | 30.14% |
| 1Y | 3.04% | 105.13% |
| 3Y (ann.) | 12.81% | 81.7% |
| 5Y (ann.) | 7.23% | 36.92% |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Max Drawdown | -20.61% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -6.19% | -6.95% |
| Avg. Drawdown Days | 80.0 | 34.0 |
| Recovery Factor | 1.33 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2022-07-29 | -20.61 | 183 |
| 2022-07-30 | 2023-04-27 | -20.50 | 270 |
| 2023-04-28 | 2024-02-28 | -13.73 | 306 |
| 2024-08-24 | 2025-05-22 | -12.66 | 271 |
| 2024-04-08 | 2024-06-04 | -8.35 | 57 |
| 2025-05-23 | 2025-07-14 | -7.57 | 52 |
| 2024-07-10 | 2024-08-23 | -3.66 | 44 |
| 2024-06-27 | 2024-06-30 | -2.29 | 3 |
| 2024-03-25 | 2024-04-08 | -1.38 | 13 |
| 2022-07-29 | 2022-07-30 | -1.09 | 1 |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.3% | -29.64% |
| Best Month | 17.91% | 43.77% |
| Worst Month | -14.27% | -37.12% |
| Best Year | 35.91% | 155.54% |
| Worst Year | -18.33% | -59.39% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 3.37% | 7.88% |
| Avg. Down Week | -2.05% | -3.56% |
| Avg. Up Month | 4.68% | 16.46% |
| Avg. Down Month | -3.71% | -9.57% |
| Win Days % | 45.1% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 45.83% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |