| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 98.65% | 222.02% |
| Max Drawdown | -17.12% | -67.18% |
| Sharpe | 0.47 | 0.46 |
| Sortino | 0.76 | 0.66 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 29.73 | 3.71 |
| Outlier Loss Ratio | 4.08 | 3.44 |
| Volatility (ann.) | 12.15% | 26.12% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.29 | 0.6 |
| Skew | 2.61 | 0.2 |
| Kurtosis | 55.57 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.82% |
| Expected Yearly % | 18.72% | 33.96% |
| Kelly Criterion | 4.56% | 8.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.22% |
| Expected Shortfall (cVaR) | -1.03% | -2.22% |
| Year | 11401259:BTCUSD | 11401259:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.16 | -0.20 | + |
| 2023 | 155.54 | 11.70 | 0.08 | - |
| 2024 | 121.00 | 36.99 | 0.31 | - |
| 2025 | 27.10 | 16.79 | 0.62 | - |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.3% | 41.88% |
| 6M | 15.68% | 22.91% |
| YTD | 16.79% | 27.1% |
| 1Y | 19.58% | 82.29% |
| 3Y (ann.) | 22.8% | 77.48% |
| 5Y (ann.) | 22.02% | 40.36% |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Max Drawdown | -17.12% | -67.18% |
| Longest DD Days | 272.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.76% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 5.76 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2022-08-11 | -17.12 | 163 |
| 2024-08-09 | 2025-05-08 | -16.32 | 272 |
| 2023-03-01 | 2023-04-26 | -15.88 | 55 |
| 2022-08-25 | 2022-10-17 | -11.25 | 53 |
| 2022-11-15 | 2023-02-16 | -10.98 | 92 |
| 2023-05-15 | 2023-11-09 | -10.96 | 177 |
| 2022-02-18 | 2022-02-25 | -9.83 | 6 |
| 2023-11-20 | 2024-01-01 | -6.54 | 42 |
| 2022-10-24 | 2022-11-15 | -6.49 | 22 |
| 2024-01-02 | 2024-02-26 | -6.12 | 55 |
| Metric | 11401259:btcusd:triple_med_gx:lsma40_135 | 11401259:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 12.33% | 43.77% |
| Worst Month | -6.97% | -37.12% |
| Best Year | 36.99% | 155.54% |
| Worst Year | 11.16% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.6% | 6.29% |
| Avg. Down Week | -2.18% | -4.75% |
| Avg. Up Month | 5.53% | 13.44% |
| Avg. Down Month | -3.46% | -10.89% |
| Win Days % | 47.83% | 51.34% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 50.47% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |