| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 115.82% | 189.3% |
| Max Drawdown | -29.33% | -67.18% |
| Sharpe | 0.44 | 0.43 |
| Sortino | 0.67 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 19.69 | 4.06 |
| Outlier Loss Ratio | 4.02 | 3.95 |
| Volatility (ann.) | 16.06% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.88 | 0.55 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 31.76 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 2.56% |
| Expected Yearly % | 21.21% | 30.42% |
| Kelly Criterion | 4.24% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11395521:BTCUSD | 11395521:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -7.62 | 0.14 | + |
| 2023 | 155.54 | 27.63 | 0.18 | - |
| 2024 | 121.00 | 32.30 | 0.27 | - |
| 2025 | 16.76 | 38.35 | 2.29 | + |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 18.22% | 31.46% |
| 6M | 42.32% | 12.77% |
| YTD | 38.35% | 16.76% |
| 1Y | 41.16% | 56.84% |
| 3Y (ann.) | 29.06% | 55.31% |
| 5Y (ann.) | 25.67% | 37.09% |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Max Drawdown | -29.33% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.63% |
| Avg. Drawdown Days | 28.0 | 33.0 |
| Recovery Factor | 3.95 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-05 | -29.33 | 175 |
| 2022-03-01 | 2023-04-10 | -25.38 | 405 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2023-04-26 | 2023-12-20 | -9.68 | 237 |
| 2025-03-15 | 2025-04-11 | -8.39 | 26 |
| 2024-12-05 | 2024-12-24 | -8.26 | 19 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| Metric | 11395521:btcusd:triple_med_gx:lsma40_115 | 11395521:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.36% | 43.77% |
| Worst Month | -10.38% | -37.12% |
| Best Year | 38.35% | 155.54% |
| Worst Year | -7.62% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.19% | 5.99% |
| Avg. Down Week | -2.45% | -4.28% |
| Avg. Up Month | 5.77% | 12.86% |
| Avg. Down Month | -4.09% | -13.45% |
| Win Days % | 50.42% | 51.25% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 52.83% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |