| Metric | 11403791:btcusd:triple_med_gx:lsma40_140 | 11403791:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 92.82% | 161.99% |
| Max Drawdown | -35.29% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.61 | 0.59 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.93 | 4.0 |
| Outlier Loss Ratio | 3.77 | 3.88 |
| Volatility (ann.) | 15.35% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.61 | 0.5 |
| Skew | 1.36 | 0.18 |
| Kurtosis | 37.52 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.61% | 2.38% |
| Expected Yearly % | 17.84% | 27.22% |
| Kelly Criterion | 4.73% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403791:BTCUSD | 11403791:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.74 | 0.34 | + |
| 2023 | 155.54 | 49.42 | 0.32 | - |
| 2024 | 121.00 | 26.30 | 0.22 | - |
| 2025 | 16.76 | 28.92 | 1.73 | + |
| Metric | 11403791:btcusd:triple_med_gx:lsma40_140 | 11403791:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 10.75% | 31.46% |
| 6M | 21.79% | 12.77% |
| YTD | 28.92% | 16.76% |
| 1Y | 36.72% | 56.84% |
| 3Y (ann.) | 24.89% | 55.31% |
| 5Y (ann.) | 21.67% | 33.33% |
| Metric | 11403791:btcusd:triple_med_gx:lsma40_140 | 11403791:BTCUSD |
|---|---|---|
| Max Drawdown | -35.29% | -67.18% |
| Longest DD Days | 611.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.63 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-11-10 | -35.29 | 611 |
| 2024-06-12 | 2024-11-06 | -21.26 | 146 |
| 2024-01-02 | 2024-04-04 | -14.61 | 93 |
| 2025-03-03 | 2025-04-09 | -11.01 | 37 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-02-03 | -9.07 | 60 |
| 2024-04-04 | 2024-05-03 | -8.44 | 28 |
| 2025-05-23 | 2025-06-11 | -6.86 | 19 |
| 2022-02-27 | 2022-03-09 | -5.71 | 9 |
| 2025-02-04 | 2025-03-02 | -5.26 | 26 |
| Metric | 11403791:btcusd:triple_med_gx:lsma40_140 | 11403791:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.1% | 43.77% |
| Worst Month | -14.77% | -37.12% |
| Best Year | 49.42% | 155.54% |
| Worst Year | -20.74% | -60.27% |
| Avg. Up Day | 1.01% | 1.02% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.24% | 6.03% |
| Avg. Down Week | -3.54% | -5.86% |
| Avg. Up Month | 4.98% | 11.69% |
| Avg. Down Month | -4.66% | -11.3% |
| Win Days % | 50.39% | 51.27% |
| Win Month % | 72.22% | 60.98% |
| Win Week % | 58.24% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |