| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 93.34% | 183.29% |
| Max Drawdown | -36.23% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.59 | 0.62 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.72 | 4.05 |
| Outlier Loss Ratio | 3.87 | 4.0 |
| Volatility (ann.) | 15.71% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.6 | 0.54 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 33.64 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.57% |
| Expected Yearly % | 17.92% | 29.73% |
| Kelly Criterion | 4.48% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11398681:BTCUSD | 11398681:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -23.37 | 0.41 | + |
| 2023 | 155.54 | 35.42 | 0.23 | - |
| 2024 | 121.00 | 36.97 | 0.31 | - |
| 2025 | 16.76 | 36.02 | 2.15 | + |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 24.4% | 31.46% |
| 6M | 38.26% | 12.77% |
| YTD | 36.02% | 16.76% |
| 1Y | 42.55% | 56.84% |
| 3Y (ann.) | 32.11% | 55.31% |
| 5Y (ann.) | 21.69% | 36.34% |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Max Drawdown | -36.23% | -67.18% |
| Longest DD Days | 501.0 | 683.0 |
| Avg. Drawdown | -4.8% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 2.58 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-07-13 | -36.23 | 501 |
| 2024-06-12 | 2024-12-05 | -26.81 | 175 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2023-07-14 | 2023-12-22 | -8.76 | 161 |
| 2024-01-02 | 2024-03-20 | -7.95 | 78 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-11 | -6.66 | 13 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11398681:btcusd:triple_med_gx:lsma40_125 | 11398681:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -12.9% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -13.66% | -37.12% |
| Best Year | 36.97% | 155.54% |
| Worst Year | -23.37% | -57.04% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.93% | -0.99% |
| Avg. Up Week | 4.45% | 5.84% |
| Avg. Down Week | -2.93% | -5.49% |
| Avg. Up Month | 6.32% | 11.43% |
| Avg. Down Month | -4.55% | -12.22% |
| Win Days % | 50.79% | 51.3% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 52.58% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |