| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 28.92% | 198.98% |
| Max Drawdown | -26.35% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 31.51 | 3.68 |
| Outlier Loss Ratio | 4.07 | 3.53 |
| Volatility (ann.) | 12.38% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.3 | 0.57 |
| Skew | 1.82 | 0.2 |
| Kurtosis | 55.69 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.64% |
| Expected Yearly % | 6.56% | 31.5% |
| Kelly Criterion | 0.23% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.24% |
| Expected Shortfall (cVaR) | -1.06% | -2.24% |
| Year | 11392994:BTCUSD | 11392994:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -18.22 | 0.33 | + |
| 2023 | 155.54 | 13.26 | 0.09 | - |
| 2024 | 121.00 | 28.18 | 0.23 | - |
| 2025 | 16.76 | 8.59 | 0.51 | - |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 10.3% | 12.77% |
| YTD | 8.59% | 16.76% |
| 1Y | 12.68% | 56.84% |
| 3Y (ann.) | 13.64% | 55.31% |
| 5Y (ann.) | 7.83% | 38.4% |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -6.11% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | 1.1 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-15 | 2024-02-26 | -26.35 | 740 |
| 2024-03-14 | 2024-04-18 | -10.90 | 34 |
| 2024-09-03 | 2024-12-24 | -10.22 | 112 |
| 2025-01-30 | 2025-03-02 | -9.14 | 31 |
| 2025-03-03 | 2025-05-21 | -7.17 | 79 |
| 2024-06-05 | 2024-08-08 | -6.67 | 63 |
| 2024-12-26 | 2025-01-14 | -5.24 | 19 |
| 2025-05-21 | 2025-06-09 | -5.03 | 19 |
| 2024-08-09 | 2024-09-03 | -3.11 | 25 |
| 2024-04-20 | 2024-06-05 | -2.78 | 45 |
| Metric | 11392994:btcusd:triple_med_gx:lsma40_110 | 11392994:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -10.49% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -7.25% | -37.12% |
| Best Year | 28.18% | 155.54% |
| Worst Year | -18.22% | -54.66% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 3.67% | 7.25% |
| Avg. Down Week | -2.23% | -4.83% |
| Avg. Up Month | 4.13% | 12.31% |
| Avg. Down Month | -2.76% | -12.68% |
| Win Days % | 46.31% | 51.26% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 43.64% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |