| Metric | 11403017:btcusd:triple_med_gx:lsma40_140 | 11403017:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 116.79% | 185.19% |
| Max Drawdown | -17.25% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.85 | 0.61 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 29.2 | 3.73 |
| Outlier Loss Ratio | 4.1 | 3.43 |
| Volatility (ann.) | 12.18% | 26.05% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.46 | 0.53 |
| Skew | 2.65 | 0.18 |
| Kurtosis | 54.97 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.53% |
| Expected Yearly % | 21.34% | 29.95% |
| Kelly Criterion | 5.22% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.21% |
| Expected Shortfall (cVaR) | -1.03% | -2.21% |
| Year | 11403017:BTCUSD | 11403017:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.74 | -0.29 | + |
| 2023 | 155.54 | 15.50 | 0.10 | - |
| 2024 | 121.00 | 35.23 | 0.29 | - |
| 2025 | 27.10 | 17.89 | 0.66 | - |
| Metric | 11403017:btcusd:triple_med_gx:lsma40_140 | 11403017:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.23% | 41.88% |
| 6M | 12.94% | 22.91% |
| YTD | 17.89% | 27.1% |
| 1Y | 21.26% | 82.29% |
| 3Y (ann.) | 22.89% | 77.48% |
| 5Y (ann.) | 25.17% | 35.54% |
| Metric | 11403017:btcusd:triple_med_gx:lsma40_140 | 11403017:BTCUSD |
|---|---|---|
| Max Drawdown | -17.25% | -67.18% |
| Longest DD Days | 245.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.76% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 6.77 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2023-04-26 | -17.25 | 244 |
| 2022-05-16 | 2022-06-21 | -13.24 | 36 |
| 2024-08-09 | 2025-04-11 | -13.09 | 245 |
| 2022-03-01 | 2022-05-15 | -11.66 | 75 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-05-15 | 2023-10-16 | -8.32 | 153 |
| 2023-11-20 | 2024-01-02 | -7.19 | 42 |
| 2024-06-05 | 2024-08-08 | -6.67 | 63 |
| 2024-01-02 | 2024-02-26 | -6.12 | 55 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| Metric | 11403017:btcusd:triple_med_gx:lsma40_140 | 11403017:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 13.84% | 35.75% |
| Worst Week | -9.03% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -5.61% | -37.12% |
| Best Year | 35.23% | 155.54% |
| Worst Year | 15.5% | -60.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.73% | 6.73% |
| Avg. Down Week | -2.11% | -4.61% |
| Avg. Up Month | 5.07% | 12.37% |
| Avg. Down Month | -3.34% | -10.37% |
| Win Days % | 47.66% | 51.29% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 50.0% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |