| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 41.73% | 185.19% |
| Max Drawdown | -25.62% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.43 | 0.61 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 31.23 | 3.64 |
| Outlier Loss Ratio | 4.18 | 3.39 |
| Volatility (ann.) | 11.27% | 26.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.42 | 0.53 |
| Skew | 1.62 | 0.18 |
| Kurtosis | 48.37 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.53% |
| Expected Yearly % | 9.11% | 29.95% |
| Kelly Criterion | 0.26% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.21% |
| Expected Shortfall (cVaR) | -0.96% | -2.21% |
| Year | 11403126:BTCUSD | 11403126:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 24.33 | -0.40 | + |
| 2023 | 155.54 | -0.41 | -0.00 | - |
| 2024 | 121.00 | 21.61 | 0.18 | - |
| 2025 | 27.10 | -5.88 | -0.22 | - |
| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.84% | 41.88% |
| 6M | -6.6% | 22.91% |
| YTD | -5.88% | 27.1% |
| 1Y | -13.66% | 82.29% |
| 3Y (ann.) | 1.47% | 77.48% |
| 5Y (ann.) | 10.65% | 35.54% |
| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Max Drawdown | -25.62% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.76% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 1.63 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -25.62 | 342 |
| 2022-08-25 | 2024-03-25 | -25.42 | 578 |
| 2022-05-16 | 2022-06-19 | -10.25 | 34 |
| 2024-06-05 | 2024-08-08 | -6.37 | 64 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-04-21 | 2022-05-15 | -4.89 | 24 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| Metric | 11403126:btcusd:triple_med_gx:lsma40_140 | 11403126:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -7.78% | -29.64% |
| Best Month | 21.59% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 24.33% | 155.54% |
| Worst Year | -5.88% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.3% | 7.43% |
| Avg. Down Week | -1.7% | -3.91% |
| Avg. Up Month | 4.98% | 16.4% |
| Avg. Down Month | -3.5% | -8.66% |
| Win Days % | 46.54% | 51.29% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 43.24% | 51.37% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |