| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 3.16% | 195.42% |
| Max Drawdown | -27.96% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 33.5 | 3.62 |
| Outlier Loss Ratio | 3.96 | 3.53 |
| Volatility (ann.) | 12.01% | 26.36% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.03 | 0.56 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 56.78 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.61% |
| Expected Yearly % | 0.78% | 31.1% |
| Kelly Criterion | -3.36% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.24% |
| Expected Shortfall (cVaR) | -1.03% | -2.24% |
| Year | 11389987:BTCUSD | 11389987:btcusd:triple_med_gx:lsma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -17.89 | 0.32 | + |
| 2023 | 155.54 | 16.52 | 0.11 | - |
| 2024 | 121.00 | 9.23 | 0.08 | - |
| 2025 | 17.02 | -1.29 | -0.08 | - |
| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| MTD | 0.01% | 4.4% |
| 3M | 0.01% | 31.76% |
| 6M | -6.44% | 12.25% |
| YTD | -1.29% | 17.02% |
| 1Y | -11.59% | 57.19% |
| 3Y (ann.) | 8.05% | 55.42% |
| 5Y (ann.) | 0.93% | 37.84% |
| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Max Drawdown | -27.96% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -5.94% | -6.6% |
| Avg. Drawdown Days | 93.0 | 32.0 |
| Recovery Factor | 0.11 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-01-02 | -27.96 | 705 |
| 2024-08-09 | 2025-06-11 | -19.53 | 306 |
| 2024-03-13 | 2024-04-19 | -12.86 | 36 |
| 2024-06-05 | 2024-08-08 | -7.04 | 64 |
| 2024-01-18 | 2024-02-26 | -4.45 | 39 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-05-30 | 2024-06-04 | -1.84 | 4 |
| 2024-04-20 | 2024-05-30 | -0.83 | 39 |
| 2024-02-28 | 2024-03-13 | -0.29 | 14 |
| 2024-05-30 | 2024-05-30 | -0.28 | 0 |
| Metric | 11389987:btcusd:triple_med_gx:lsma40_100 | 11389987:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 10.35% | 43.77% |
| Worst Month | -8.6% | -37.12% |
| Best Year | 16.52% | 155.54% |
| Worst Year | -17.89% | -55.3% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.09% | 7.17% |
| Avg. Down Week | -2.92% | -4.46% |
| Avg. Up Month | 3.39% | 14.43% |
| Avg. Down Month | -3.46% | -14.7% |
| Win Days % | 45.95% | 51.27% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 44.64% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |