| Metric | 11392330:btcusd:triple_med_gx:lsma40_105 | 11392330:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 40.91% | 202.8% |
| Max Drawdown | -45.52% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 19.09 | 4.11 |
| Outlier Loss Ratio | 4.03 | 4.09 |
| Volatility (ann.) | 16.84% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.24 | 0.58 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 28.37 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.67% |
| Expected Yearly % | 8.95% | 31.91% |
| Kelly Criterion | 1.06% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11392330:BTCUSD | 11392330:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -24.37 | 0.45 | + |
| 2023 | 155.54 | 58.94 | 0.38 | - |
| 2024 | 121.00 | -2.43 | -0.02 | - |
| 2025 | 16.76 | 20.16 | 1.20 | + |
| Metric | 11392330:btcusd:triple_med_gx:lsma40_105 | 11392330:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 3.45% | 31.46% |
| 6M | 18.98% | 12.77% |
| YTD | 20.16% | 16.76% |
| 1Y | 8.21% | 56.84% |
| 3Y (ann.) | 18.45% | 55.31% |
| 5Y (ann.) | 10.7% | 38.89% |
| Metric | 11392330:btcusd:triple_med_gx:lsma40_105 | 11392330:BTCUSD |
|---|---|---|
| Max Drawdown | -45.52% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -7.54% | -6.06% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 0.9 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-06 | -45.52 | 425 |
| 2024-06-12 | 2025-03-02 | -36.80 | 262 |
| 2022-02-17 | 2022-02-28 | -17.13 | 11 |
| 2023-12-22 | 2024-02-28 | -11.80 | 68 |
| 2024-04-04 | 2024-06-12 | -11.44 | 68 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2024-02-29 | 2024-03-25 | -10.68 | 25 |
| 2025-03-15 | 2025-04-12 | -10.14 | 28 |
| 2023-07-14 | 2023-11-08 | -7.55 | 117 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| Metric | 11392330:btcusd:triple_med_gx:lsma40_105 | 11392330:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 14.9% | 43.77% |
| Worst Month | -24.18% | -37.12% |
| Best Year | 58.94% | 155.54% |
| Worst Year | -24.37% | -54.08% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.98% |
| Avg. Up Week | 4.2% | 6.14% |
| Avg. Down Week | -3.2% | -4.82% |
| Avg. Up Month | 5.08% | 15.46% |
| Avg. Down Month | -7.47% | -12.73% |
| Win Days % | 48.7% | 51.27% |
| Win Month % | 65.85% | 61.9% |
| Win Week % | 49.57% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |