| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 299.33% | 170.96% |
| Max Drawdown | -40.53% | -67.18% |
| Sharpe | 0.79 | 0.41 |
| Sortino | 1.27 | 0.6 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 21.06 | 3.92 |
| Outlier Loss Ratio | 4.11 | 3.65 |
| Volatility (ann.) | 14.29% | 26.31% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.25 | 0.51 |
| Skew | 1.78 | 0.2 |
| Kurtosis | 34.98 | 6.45 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.43% | 2.46% |
| Expected Yearly % | 41.36% | 28.3% |
| Kelly Criterion | 9.79% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.24% |
| Expected Shortfall (cVaR) | -1.2% | -2.24% |
| Year | 11400702:BTCUSD | 11400702:btcusd:triple_med_gx:lsma40_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -14.02 | 0.25 | + |
| 2023 | 155.54 | 56.03 | 0.36 | - |
| 2024 | 121.00 | 97.58 | 0.81 | - |
| 2025 | 11.80 | 50.67 | 4.30 | + |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| MTD | 3.71% | -0.27% |
| 3M | 20.75% | 26.2% |
| 6M | 44.32% | -1.67% |
| YTD | 50.67% | 11.8% |
| 1Y | 91.7% | 56.98% |
| 3Y (ann.) | 61.61% | 72.09% |
| 5Y (ann.) | 50.71% | 34.35% |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Max Drawdown | -40.53% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.9% |
| Avg. Drawdown Days | 14.0 | 35.0 |
| Recovery Factor | 7.39 | 2.54 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-12-01 | -40.53 | 564 |
| 2024-06-10 | 2024-08-08 | -14.12 | 58 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-31 | 2025-03-02 | -10.02 | 30 |
| 2024-08-09 | 2024-10-14 | -8.08 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-17 | 2024-01-28 | -7.88 | 11 |
| 2022-04-08 | 2022-04-20 | -6.33 | 12 |
| 2025-04-02 | 2025-04-12 | -6.03 | 9 |
| 2024-12-21 | 2025-01-03 | -5.74 | 13 |
| Metric | 11400702:btcusd:triple_med_gx:lsma40_130 | 11400702:BTCUSD |
|---|---|---|
| Best Day | 9.17% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.26% | 35.75% |
| Worst Week | -24.52% | -29.64% |
| Best Month | 20.9% | 43.77% |
| Worst Month | -22.79% | -37.12% |
| Best Year | 97.58% | 155.54% |
| Worst Year | -14.02% | -57.08% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 4.49% | 5.68% |
| Avg. Down Week | -3.32% | -4.56% |
| Avg. Up Month | 6.39% | 13.92% |
| Avg. Down Month | -6.46% | -13.8% |
| Win Days % | 51.82% | 51.28% |
| Win Month % | 77.5% | 58.54% |
| Win Week % | 61.54% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |