| Metric | 11400479:btcusd:triple_med_gx:lsma40_130 | 11400479:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 94.51% | 182.99% |
| Max Drawdown | -41.57% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.3 | 3.94 |
| Outlier Loss Ratio | 3.97 | 3.92 |
| Volatility (ann.) | 15.55% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.54 |
| Skew | 1.24 | 0.2 |
| Kurtosis | 36.22 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.57% |
| Expected Yearly % | 18.1% | 29.7% |
| Kelly Criterion | 4.28% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11400479:BTCUSD | 11400479:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.96 | 0.38 | + |
| 2023 | 155.54 | 30.47 | 0.20 | - |
| 2024 | 121.00 | 32.40 | 0.27 | - |
| 2025 | 16.76 | 44.30 | 2.64 | + |
| Metric | 11400479:btcusd:triple_med_gx:lsma40_130 | 11400479:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 29.11% | 31.46% |
| 6M | 50.45% | 12.77% |
| YTD | 44.3% | 16.76% |
| 1Y | 49.51% | 56.84% |
| 3Y (ann.) | 22.11% | 55.31% |
| 5Y (ann.) | 21.93% | 36.34% |
| Metric | 11400479:btcusd:triple_med_gx:lsma40_130 | 11400479:BTCUSD |
|---|---|---|
| Max Drawdown | -41.57% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.9% |
| Avg. Drawdown Days | 26.0 | 35.0 |
| Recovery Factor | 2.27 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -41.57 | 714 |
| 2024-06-12 | 2024-12-05 | -24.07 | 175 |
| 2025-03-03 | 2025-03-12 | -11.01 | 9 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-24 | -8.26 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-04-30 | 2024-05-03 | -5.26 | 2 |
| 2025-03-15 | 2025-04-09 | -4.99 | 24 |
| 2024-04-07 | 2024-04-19 | -4.69 | 11 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400479:btcusd:triple_med_gx:lsma40_130 | 11400479:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -26.87% | -37.12% |
| Best Year | 44.3% | 155.54% |
| Worst Year | -21.96% | -57.08% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 3.87% | 5.78% |
| Avg. Down Week | -3.67% | -4.75% |
| Avg. Up Month | 5.61% | 13.19% |
| Avg. Down Month | -6.71% | -14.29% |
| Win Days % | 50.11% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 60.42% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |