| Metric | 11396255:btcusd:triple_med_gx:lsma40_120 | 11396255:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 64.65% | 212.83% |
| Max Drawdown | -22.84% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.56 | 0.65 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 30.82 | 3.69 |
| Outlier Loss Ratio | 4.07 | 3.44 |
| Volatility (ann.) | 12.14% | 26.12% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.68 | 0.58 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 57.62 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.69% |
| Expected Yearly % | 13.28% | 32.99% |
| Kelly Criterion | 2.34% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11396255:BTCUSD | 11396255:btcusd:triple_med_gx:lsma40_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 14.15 | -0.25 | + |
| 2023 | 155.54 | 19.32 | 0.12 | - |
| 2024 | 121.00 | 30.43 | 0.25 | - |
| 2025 | 27.10 | -7.31 | -0.27 | - |
| Metric | 11396255:btcusd:triple_med_gx:lsma40_120 | 11396255:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.26% | 41.88% |
| 6M | -9.58% | 22.91% |
| YTD | -7.31% | 27.1% |
| 1Y | -8.1% | 82.29% |
| 3Y (ann.) | 9.4% | 77.48% |
| 5Y (ann.) | 15.5% | 39.04% |
| Metric | 11396255:btcusd:triple_med_gx:lsma40_120 | 11396255:BTCUSD |
|---|---|---|
| Max Drawdown | -22.84% | -67.18% |
| Longest DD Days | 431.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.44% |
| Avg. Drawdown Days | 29.0 | 32.0 |
| Recovery Factor | 2.83 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-17 | -22.84 | 252 |
| 2022-08-11 | 2023-10-16 | -22.06 | 431 |
| 2022-05-16 | 2022-06-21 | -14.11 | 36 |
| 2024-09-03 | 2024-11-06 | -9.58 | 64 |
| 2022-02-18 | 2022-02-24 | -8.19 | 6 |
| 2022-04-06 | 2022-04-20 | -6.40 | 14 |
| 2024-06-05 | 2024-08-08 | -5.97 | 63 |
| 2022-06-21 | 2022-07-29 | -5.90 | 37 |
| 2023-11-24 | 2024-01-01 | -5.65 | 38 |
| 2024-02-28 | 2024-03-25 | -5.43 | 26 |
| Metric | 11396255:btcusd:triple_med_gx:lsma40_120 | 11396255:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.98% | 35.75% |
| Worst Week | -10.97% | -29.64% |
| Best Month | 14.51% | 43.77% |
| Worst Month | -9.23% | -37.12% |
| Best Year | 30.43% | 155.54% |
| Worst Year | -7.31% | -56.42% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 3.55% | 7.26% |
| Avg. Down Week | -2.34% | -3.99% |
| Avg. Up Month | 4.89% | 13.24% |
| Avg. Down Month | -4.66% | -9.43% |
| Win Days % | 47.25% | 51.31% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 47.75% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |