| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 34.54% | 183.29% |
| Max Drawdown | -23.55% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 29.9 | 3.71 |
| Outlier Loss Ratio | 4.24 | 3.6 |
| Volatility (ann.) | 12.44% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.39 | 0.54 |
| Skew | 2.28 | 0.2 |
| Kurtosis | 51.48 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.57% |
| Expected Yearly % | 7.7% | 29.73% |
| Kelly Criterion | -0.09% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.24% |
| Expected Shortfall (cVaR) | -1.06% | -2.24% |
| Year | 11397796:BTCUSD | 11397796:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -2.82 | 0.05 | + |
| 2023 | 155.54 | 5.08 | 0.03 | - |
| 2024 | 121.00 | 11.70 | 0.10 | - |
| 2025 | 16.76 | 17.95 | 1.07 | + |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| MTD | 1.0% | 4.16% |
| 3M | 1.69% | 31.46% |
| 6M | 10.22% | 12.77% |
| YTD | 17.95% | 16.76% |
| 1Y | 10.32% | 56.84% |
| 3Y (ann.) | 10.69% | 55.31% |
| 5Y (ann.) | 9.24% | 36.34% |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Max Drawdown | -23.55% | -67.18% |
| Longest DD Days | 421.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.73% |
| Avg. Drawdown Days | 44.0 | 34.0 |
| Recovery Factor | 1.47 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-04-26 | -23.55 | 421 |
| 2024-10-07 | 2025-03-06 | -14.83 | 149 |
| 2023-05-15 | 2024-02-27 | -14.04 | 287 |
| 2025-03-06 | 2025-05-21 | -12.42 | 75 |
| 2022-02-17 | 2022-02-25 | -10.96 | 7 |
| 2024-06-15 | 2024-08-08 | -6.60 | 54 |
| 2024-09-03 | 2024-10-07 | -5.45 | 33 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| Metric | 11397796:btcusd:triple_med_gx:lsma40_125 | 11397796:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 13.89% | 35.75% |
| Worst Week | -8.76% | -29.64% |
| Best Month | 12.58% | 43.77% |
| Worst Month | -10.93% | -37.12% |
| Best Year | 17.95% | 155.54% |
| Worst Year | -2.82% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.34% | 7.52% |
| Avg. Down Week | -2.87% | -4.55% |
| Avg. Up Month | 3.98% | 11.61% |
| Avg. Down Month | -3.48% | -13.38% |
| Win Days % | 45.56% | 51.3% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 48.08% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |