| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 117.82% | 182.99% |
| Max Drawdown | -36.29% | -67.18% |
| Sharpe | 0.45 | 0.43 |
| Sortino | 0.69 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 21.73 | 3.99 |
| Outlier Loss Ratio | 3.93 | 3.92 |
| Volatility (ann.) | 15.56% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.72 | 0.54 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 36.36 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.57% |
| Expected Yearly % | 21.49% | 29.7% |
| Kelly Criterion | 5.11% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11400423:BTCUSD | 11400423:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -18.92 | 0.33 | + |
| 2023 | 155.54 | 26.24 | 0.17 | - |
| 2024 | 121.00 | 41.13 | 0.34 | - |
| 2025 | 16.76 | 50.80 | 3.03 | + |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 31.06% | 31.46% |
| 6M | 53.72% | 12.77% |
| YTD | 50.8% | 16.76% |
| 1Y | 54.78% | 56.84% |
| 3Y (ann.) | 27.68% | 55.31% |
| 5Y (ann.) | 26.11% | 36.34% |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Max Drawdown | -36.29% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.9% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 3.25 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -36.29 | 710 |
| 2024-06-12 | 2024-12-11 | -25.75 | 182 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-07 | 2024-04-19 | -4.88 | 12 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400423:btcusd:triple_med_gx:lsma40_130 | 11400423:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -23.71% | -37.12% |
| Best Year | 50.8% | 155.54% |
| Worst Year | -18.92% | -57.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.12% | 5.54% |
| Avg. Down Week | -3.15% | -5.0% |
| Avg. Up Month | 5.76% | 13.09% |
| Avg. Down Month | -4.86% | -14.48% |
| Win Days % | 50.69% | 51.31% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 59.38% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |