| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 74.9% | 208.04% |
| Max Drawdown | -22.85% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.62 | 0.64 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 30.26 | 3.71 |
| Outlier Loss Ratio | 4.06 | 3.45 |
| Volatility (ann.) | 12.23% | 26.12% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.77 | 0.57 |
| Skew | 2.23 | 0.2 |
| Kurtosis | 56.56 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.34% | 2.71% |
| Expected Yearly % | 15.0% | 32.48% |
| Kelly Criterion | 3.42% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.22% |
| Expected Shortfall (cVaR) | -1.04% | -2.22% |
| Year | 11399538:BTCUSD | 11399538:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -2.35 | 0.04 | + |
| 2023 | 155.54 | 13.07 | 0.08 | - |
| 2024 | 121.00 | 39.41 | 0.33 | - |
| 2025 | 27.10 | 13.63 | 0.50 | - |
| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.13% | 41.88% |
| 6M | 12.55% | 22.91% |
| YTD | 13.63% | 27.1% |
| 1Y | 18.19% | 82.29% |
| 3Y (ann.) | 18.88% | 77.48% |
| 5Y (ann.) | 17.58% | 38.53% |
| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Max Drawdown | -22.85% | -67.18% |
| Longest DD Days | 441.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.7% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 3.28 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-11-10 | -22.85 | 441 |
| 2022-03-01 | 2022-08-24 | -17.24 | 176 |
| 2024-09-03 | 2025-05-08 | -14.65 | 247 |
| 2022-02-18 | 2022-02-25 | -9.83 | 6 |
| 2023-11-20 | 2024-01-01 | -6.57 | 42 |
| 2024-06-17 | 2024-07-09 | -6.01 | 22 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2024-01-18 | 2024-02-26 | -4.95 | 39 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11399538:btcusd:triple_med_gx:lsma40_130 | 11399538:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 12.33% | 43.77% |
| Worst Month | -7.22% | -37.12% |
| Best Year | 39.41% | 155.54% |
| Worst Year | -2.35% | -57.08% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.35% | 6.42% |
| Avg. Down Week | -2.18% | -4.83% |
| Avg. Up Month | 4.96% | 12.62% |
| Avg. Down Month | -3.18% | -12.94% |
| Win Days % | 47.65% | 51.33% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 49.53% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |