| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -3.81% | 182.99% |
| Max Drawdown | -31.9% | -67.18% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.05 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 30.62 | 3.62 |
| Outlier Loss Ratio | 4.4 | 3.53 |
| Volatility (ann.) | 11.35% | 26.35% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.04 | 0.54 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 41.47 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.57% |
| Expected Yearly % | -0.97% | 29.7% |
| Kelly Criterion | -4.24% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11399704:BTCUSD | 11399704:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -0.02 | 0.00 | + |
| 2023 | 155.54 | -13.26 | -0.09 | - |
| 2024 | 121.00 | 19.95 | 0.16 | - |
| 2025 | 16.76 | -7.53 | -0.45 | - |
| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| MTD | 1.47% | 4.16% |
| 3M | -0.45% | 31.46% |
| 6M | -9.2% | 12.77% |
| YTD | -7.53% | 16.76% |
| 1Y | -23.67% | 56.84% |
| 3Y (ann.) | -2.73% | 55.31% |
| 5Y (ann.) | -1.15% | 36.34% |
| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Max Drawdown | -31.9% | -67.18% |
| Longest DD Days | 617.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.9% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | -0.12 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-05-04 | -31.90 | 617 |
| 2024-06-07 | 2025-06-11 | -31.10 | 369 |
| 2022-03-11 | 2022-05-14 | -10.87 | 64 |
| 2022-05-16 | 2022-06-19 | -9.94 | 34 |
| 2022-02-18 | 2022-02-28 | -7.73 | 10 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-05-30 | 2024-06-05 | -3.36 | 5 |
| Metric | 11399704:btcusd:triple_med_gx:lsma40_130 | 11399704:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 15.29% | 35.75% |
| Worst Week | -9.22% | -29.64% |
| Best Month | 12.63% | 43.77% |
| Worst Month | -9.76% | -37.12% |
| Best Year | 19.95% | 155.54% |
| Worst Year | -13.26% | -57.08% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.22% | 7.13% |
| Avg. Down Week | -2.4% | -4.26% |
| Avg. Up Month | 3.82% | 16.34% |
| Avg. Down Month | -3.1% | -10.07% |
| Win Days % | 45.57% | 51.31% |
| Win Month % | 43.9% | 60.98% |
| Win Week % | 41.53% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |