| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 113.88% | 195.83% |
| Max Drawdown | -35.12% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.79 | 3.86 |
| Outlier Loss Ratio | 4.0 | 3.8 |
| Volatility (ann.) | 14.82% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.72 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 37.47 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.68% |
| Expected Yearly % | 20.93% | 31.15% |
| Kelly Criterion | 5.78% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11402259:BTCUSD | 11402259:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.82 | 0.31 | + |
| 2023 | 155.54 | 28.05 | 0.18 | - |
| 2024 | 121.00 | 40.61 | 0.34 | - |
| 2025 | 16.76 | 42.81 | 2.55 | + |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 26.89% | 31.46% |
| 6M | 45.3% | 12.77% |
| YTD | 42.81% | 16.76% |
| 1Y | 58.75% | 56.84% |
| 3Y (ann.) | 29.62% | 55.31% |
| 5Y (ann.) | 25.45% | 38.19% |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Max Drawdown | -35.12% | -67.18% |
| Longest DD Days | 746.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 3.24 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-25 | -35.12 | 746 |
| 2024-06-10 | 2024-11-05 | -19.45 | 147 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2024-12-26 | 2025-03-05 | -6.93 | 69 |
| 2024-04-30 | 2024-05-03 | -6.16 | 3 |
| 2024-04-08 | 2024-04-19 | -5.46 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-03-13 | 2025-03-14 | -4.38 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11402259:btcusd:triple_med_gx:lsma40_135 | 11402259:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.48% | 43.77% |
| Worst Month | -14.57% | -37.12% |
| Best Year | 42.81% | 155.54% |
| Worst Year | -16.82% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.14% | 5.9% |
| Avg. Down Week | -3.27% | -5.14% |
| Avg. Up Month | 5.44% | 13.21% |
| Avg. Down Month | -5.13% | -13.73% |
| Win Days % | 50.22% | 51.32% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 54.64% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |