| Metric | 11397905:btcusd:triple_med_gx:lsma40_125 | 11397905:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 65.75% | 183.29% |
| Max Drawdown | -20.24% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 29.92 | 3.69 |
| Outlier Loss Ratio | 4.03 | 3.41 |
| Volatility (ann.) | 12.31% | 26.34% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.8 | 0.54 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 55.65 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.57% |
| Expected Yearly % | 13.47% | 29.73% |
| Kelly Criterion | 2.51% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.24% |
| Expected Shortfall (cVaR) | -1.05% | -2.24% |
| Year | 11397905:BTCUSD | 11397905:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 11.76 | -0.21 | + |
| 2023 | 155.54 | 17.59 | 0.11 | - |
| 2024 | 121.00 | 23.88 | 0.20 | - |
| 2025 | 16.76 | 1.81 | 0.11 | - |
| Metric | 11397905:btcusd:triple_med_gx:lsma40_125 | 11397905:BTCUSD |
|---|---|---|
| MTD | 0.89% | 4.16% |
| 3M | 5.81% | 31.46% |
| 6M | -4.27% | 12.77% |
| YTD | 1.81% | 16.76% |
| 1Y | -2.26% | 56.84% |
| 3Y (ann.) | 12.69% | 55.31% |
| 5Y (ann.) | 16.24% | 36.34% |
| Metric | 11397905:btcusd:triple_med_gx:lsma40_125 | 11397905:BTCUSD |
|---|---|---|
| Max Drawdown | -20.24% | -67.18% |
| Longest DD Days | 417.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.73% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 3.25 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-10-16 | -20.24 | 417 |
| 2024-09-03 | 2025-06-11 | -19.96 | 281 |
| 2022-05-16 | 2022-08-08 | -14.74 | 84 |
| 2022-02-18 | 2022-02-24 | -8.36 | 6 |
| 2022-03-01 | 2022-04-20 | -6.50 | 50 |
| 2024-06-05 | 2024-08-08 | -5.95 | 63 |
| 2023-11-24 | 2024-01-01 | -5.65 | 38 |
| 2024-01-02 | 2024-02-26 | -5.53 | 55 |
| 2024-02-28 | 2024-03-25 | -5.43 | 26 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| Metric | 11397905:btcusd:triple_med_gx:lsma40_125 | 11397905: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 | 14.16% | 43.77% |
| Worst Month | -9.76% | -37.12% |
| Best Year | 23.88% | 155.54% |
| Worst Year | 1.81% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.61% | 7.26% |
| Avg. Down Week | -2.53% | -4.25% |
| Avg. Up Month | 4.54% | 13.16% |
| Avg. Down Month | -3.82% | -14.17% |
| Win Days % | 47.23% | 51.3% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 51.85% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |