| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 92.91% | 198.98% |
| Max Drawdown | -30.45% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.21 | 4.07 |
| Outlier Loss Ratio | 4.06 | 4.02 |
| Volatility (ann.) | 16.27% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.71 | 0.57 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 30.23 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.58% | 2.64% |
| Expected Yearly % | 17.85% | 31.5% |
| Kelly Criterion | 3.61% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11393938:BTCUSD | 11393938:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.14 | 0.20 | + |
| 2023 | 155.54 | 37.69 | 0.24 | - |
| 2024 | 121.00 | 25.01 | 0.21 | - |
| 2025 | 16.76 | 26.12 | 1.56 | + |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 11.48% | 31.46% |
| 6M | 29.69% | 12.77% |
| YTD | 26.12% | 16.76% |
| 1Y | 31.76% | 56.84% |
| 3Y (ann.) | 27.56% | 55.31% |
| 5Y (ann.) | 21.53% | 38.4% |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Max Drawdown | -30.45% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -5.78% | -6.29% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 3.05 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-10 | -30.45 | 367 |
| 2024-06-12 | 2024-12-05 | -26.90 | 175 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2023-12-22 | 2024-03-20 | -10.27 | 89 |
| 2025-03-15 | 2025-04-11 | -9.15 | 26 |
| 2024-04-04 | 2024-05-03 | -9.06 | 28 |
| 2023-07-14 | 2023-12-18 | -8.84 | 157 |
| 2023-04-26 | 2023-07-13 | -8.73 | 78 |
| 2024-12-05 | 2024-12-24 | -8.26 | 19 |
| Metric | 11393938:btcusd:triple_med_gx:lsma40_110 | 11393938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 13.76% | 43.77% |
| Worst Month | -12.86% | -37.12% |
| Best Year | 37.69% | 155.54% |
| Worst Year | -11.14% | -54.66% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 3.83% | 5.8% |
| Avg. Down Week | -2.47% | -5.23% |
| Avg. Up Month | 5.26% | 12.37% |
| Avg. Down Month | -4.67% | -13.45% |
| Win Days % | 50.0% | 51.26% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 52.73% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |