| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 61.83% | 208.04% |
| Max Drawdown | -21.02% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 29.78 | 3.74 |
| Outlier Loss Ratio | 4.27 | 3.6 |
| Volatility (ann.) | 12.28% | 26.12% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.71 | 0.57 |
| Skew | 2.42 | 0.2 |
| Kurtosis | 52.28 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.71% |
| Expected Yearly % | 12.79% | 32.48% |
| Kelly Criterion | 1.07% | 8.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -2.22% |
| Expected Shortfall (cVaR) | -1.05% | -2.22% |
| Year | 11399482:BTCUSD | 11399482:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.35 | -0.20 | + |
| 2023 | 155.54 | 6.84 | 0.04 | - |
| 2024 | 121.00 | 16.19 | 0.13 | - |
| 2025 | 27.10 | 17.08 | 0.63 | - |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.42% | 41.88% |
| 6M | 9.43% | 22.91% |
| YTD | 17.08% | 27.1% |
| 1Y | 13.51% | 82.29% |
| 3Y (ann.) | 16.52% | 77.48% |
| 5Y (ann.) | 14.96% | 38.53% |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Max Drawdown | -21.02% | -67.18% |
| Longest DD Days | 284.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.7% |
| Avg. Drawdown Days | 27.0 | 34.0 |
| Recovery Factor | 2.94 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2022-08-11 | -21.02 | 163 |
| 2022-10-24 | 2023-04-25 | -18.19 | 183 |
| 2023-05-18 | 2024-02-27 | -14.25 | 284 |
| 2024-10-07 | 2025-03-06 | -13.77 | 149 |
| 2025-03-06 | 2025-05-21 | -11.87 | 75 |
| 2022-08-25 | 2022-10-14 | -11.55 | 49 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-06-15 | 2024-08-08 | -7.41 | 54 |
| 2024-09-03 | 2024-10-07 | -5.45 | 33 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| Metric | 11399482:btcusd:triple_med_gx:lsma40_130 | 11399482:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 15.05% | 35.75% |
| Worst Week | -8.76% | -29.64% |
| Best Month | 13.66% | 43.77% |
| Worst Month | -10.48% | -37.12% |
| Best Year | 17.08% | 155.54% |
| Worst Year | 6.84% | -57.08% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.5% | 7.32% |
| Avg. Down Week | -3.01% | -4.5% |
| Avg. Up Month | 5.0% | 12.85% |
| Avg. Down Month | -3.93% | -11.45% |
| Win Days % | 46.2% | 51.33% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 50.96% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |