| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 44.7% | 214.91% |
| Max Drawdown | -21.73% | -67.18% |
| Sharpe | 0.28 | 0.45 |
| Sortino | 0.43 | 0.65 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 31.29 | 3.69 |
| Outlier Loss Ratio | 4.06 | 3.51 |
| Volatility (ann.) | 12.19% | 26.11% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.52 | 0.58 |
| Skew | 2.04 | 0.2 |
| Kurtosis | 57.26 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.7% |
| Expected Yearly % | 9.68% | 33.21% |
| Kelly Criterion | 0.84% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.22% |
| Expected Shortfall (cVaR) | -1.04% | -2.22% |
| Year | 11394639:BTCUSD | 11394639:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.25 | -0.11 | + |
| 2023 | 155.54 | 14.72 | 0.09 | - |
| 2024 | 121.00 | 26.71 | 0.22 | - |
| 2025 | 27.10 | -6.31 | -0.23 | - |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.92% | 41.88% |
| 6M | -10.35% | 22.91% |
| YTD | -6.31% | 27.1% |
| 1Y | -6.63% | 82.29% |
| 3Y (ann.) | 8.31% | 77.48% |
| 5Y (ann.) | 11.26% | 39.27% |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Max Drawdown | -21.73% | -67.18% |
| Longest DD Days | 440.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.45% |
| Avg. Drawdown Days | 35.0 | 32.0 |
| Recovery Factor | 2.06 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-17 | -21.73 | 252 |
| 2022-08-25 | 2023-11-09 | -19.44 | 440 |
| 2022-02-17 | 2022-02-28 | -14.94 | 11 |
| 2022-05-16 | 2022-06-21 | -13.72 | 36 |
| 2024-09-03 | 2024-10-29 | -9.02 | 56 |
| 2022-04-06 | 2022-05-14 | -6.40 | 38 |
| 2024-06-05 | 2024-08-08 | -5.97 | 64 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2023-11-24 | 2024-01-01 | -5.65 | 38 |
| 2024-02-28 | 2024-03-25 | -5.43 | 26 |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 11.17% | 43.77% |
| Worst Month | -10.0% | -37.12% |
| Best Year | 26.71% | 155.54% |
| Worst Year | -6.31% | -56.13% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.9% | 7.61% |
| Avg. Down Week | -2.28% | -4.13% |
| Avg. Up Month | 4.49% | 11.05% |
| Avg. Down Month | -3.5% | -13.38% |
| Win Days % | 46.89% | 51.28% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 42.98% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |