| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 42.98% | 189.3% |
| Max Drawdown | -28.38% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 31.45 | 3.68 |
| Outlier Loss Ratio | 4.07 | 3.46 |
| Volatility (ann.) | 12.25% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.39 | 0.55 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 57.66 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.56% |
| Expected Yearly % | 9.35% | 30.42% |
| Kelly Criterion | 1.74% | 6.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.24% |
| Expected Shortfall (cVaR) | -1.05% | -2.24% |
| Year | 11394581:BTCUSD | 11394581:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -14.17 | 0.25 | + |
| 2023 | 155.54 | 15.31 | 0.10 | - |
| 2024 | 121.00 | 32.89 | 0.27 | - |
| 2025 | 16.76 | 8.72 | 0.52 | - |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 9.75% | 31.46% |
| 6M | 10.05% | 12.77% |
| YTD | 8.72% | 16.76% |
| 1Y | 10.9% | 56.84% |
| 3Y (ann.) | 14.4% | 55.31% |
| 5Y (ann.) | 11.2% | 37.09% |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Max Drawdown | -28.38% | -67.18% |
| Longest DD Days | 715.0 | 683.0 |
| Avg. Drawdown | -5.77% | -6.63% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | 1.51 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-13 | 2024-02-26 | -28.38 | 715 |
| 2024-08-09 | 2025-05-08 | -13.32 | 272 |
| 2022-02-17 | 2022-02-28 | -13.20 | 11 |
| 2024-06-05 | 2024-08-08 | -6.84 | 63 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2025-05-21 | 2025-06-09 | -5.03 | 19 |
| 2025-05-09 | 2025-05-21 | -3.92 | 12 |
| 2024-05-04 | 2024-06-05 | -2.72 | 31 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11394581:btcusd:triple_med_gx:lsma40_115 | 11394581:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -7.03% | -37.12% |
| Best Year | 32.89% | 155.54% |
| Worst Year | -14.17% | -56.13% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 4.18% | 7.69% |
| Avg. Down Week | -2.1% | -4.87% |
| Avg. Up Month | 5.14% | 13.22% |
| Avg. Down Month | -2.85% | -11.87% |
| Win Days % | 46.76% | 51.25% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 39.62% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |