| Metric | 11397139:btcusd:triple_med_gx:lsma40_120 | 11397139:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 111.28% | 187.39% |
| Max Drawdown | -28.05% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.66 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.06 | 4.06 |
| Outlier Loss Ratio | 4.08 | 3.99 |
| Volatility (ann.) | 15.99% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.89 | 0.55 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 32.41 | 6.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.8% | 2.55% |
| Expected Yearly % | 20.56% | 30.2% |
| Kelly Criterion | 4.33% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11397139:BTCUSD | 11397139:btcusd:triple_med_gx:lsma40_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -2.06 | 0.04 | + |
| 2023 | 155.54 | 20.04 | 0.13 | - |
| 2024 | 121.00 | 29.26 | 0.24 | - |
| 2025 | 16.76 | 39.02 | 2.33 | + |
| Metric | 11397139:btcusd:triple_med_gx:lsma40_120 | 11397139:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 25.12% | 31.46% |
| 6M | 42.58% | 12.77% |
| YTD | 39.02% | 16.76% |
| 1Y | 41.95% | 56.84% |
| 3Y (ann.) | 27.19% | 55.31% |
| 5Y (ann.) | 24.92% | 36.89% |
| Metric | 11397139:btcusd:triple_med_gx:lsma40_120 | 11397139:BTCUSD |
|---|---|---|
| Max Drawdown | -28.05% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.61% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 3.97 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-04-10 | -28.05 | 335 |
| 2024-05-30 | 2024-12-05 | -26.32 | 188 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-04-26 | 2024-03-20 | -11.65 | 328 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-12-05 | 2024-12-24 | -8.26 | 19 |
| 2024-04-07 | 2024-04-22 | -7.75 | 14 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397139:btcusd:triple_med_gx:lsma40_120 | 11397139:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 12.61% | 43.77% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 39.02% | 155.54% |
| Worst Year | -2.06% | -56.42% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.03% | 6.32% |
| Avg. Down Week | -2.4% | -4.17% |
| Avg. Up Month | 6.0% | 13.53% |
| Avg. Down Month | -4.08% | -13.17% |
| Win Days % | 49.84% | 51.28% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 50.48% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |