| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 121.27% | 182.99% |
| Max Drawdown | -39.4% | -67.18% |
| Sharpe | 0.46 | 0.43 |
| Sortino | 0.7 | 0.62 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 20.89 | 3.95 |
| Outlier Loss Ratio | 3.97 | 3.87 |
| Volatility (ann.) | 15.5% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.68 | 0.54 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 33.83 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 2.57% |
| Expected Yearly % | 21.96% | 29.7% |
| Kelly Criterion | 5.56% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11400534:BTCUSD | 11400534:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -17.79 | 0.31 | + |
| 2023 | 155.54 | 27.27 | 0.18 | - |
| 2024 | 121.00 | 47.01 | 0.39 | - |
| 2025 | 16.76 | 43.87 | 2.62 | + |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 29.23% | 31.46% |
| 6M | 44.12% | 12.77% |
| YTD | 43.87% | 16.76% |
| 1Y | 48.52% | 56.84% |
| 3Y (ann.) | 26.64% | 55.31% |
| 5Y (ann.) | 26.7% | 36.34% |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Max Drawdown | -39.4% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.18% | -6.9% |
| Avg. Drawdown Days | 21.0 | 35.0 |
| Recovery Factor | 3.08 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -39.40 | 714 |
| 2024-06-02 | 2024-11-06 | -21.53 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2025-01-30 | 2025-03-05 | -6.20 | 34 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| 2025-03-15 | 2025-04-09 | -5.13 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11400534:btcusd:triple_med_gx:lsma40_130 | 11400534:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -26.22% | -37.12% |
| Best Year | 47.01% | 155.54% |
| Worst Year | -17.79% | -57.08% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.26% | 6.12% |
| Avg. Down Week | -3.47% | -4.99% |
| Avg. Up Month | 6.05% | 13.32% |
| Avg. Down Month | -5.4% | -12.64% |
| Win Days % | 50.24% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 57.0% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |