| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 253.37% | 122.08% |
| Max Drawdown | -38.76% | -67.18% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.06 | 0.48 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.6 | 1.03 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 21.72 | 3.83 |
| Outlier Loss Ratio | 4.13 | 3.79 |
| Volatility (ann.) | 13.65% | 25.49% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.0 | 0.34 |
| Skew | 1.88 | 0.15 |
| Kurtosis | 37.8 | 6.57 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.72% | 1.71% |
| Expected Yearly % | 37.11% | 22.08% |
| Kelly Criterion | 8.42% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.17% |
| Expected Shortfall (cVaR) | -1.15% | -2.17% |
| Year | 11404126:BTCUSD | 11404126:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.43 | 0.31 | + |
| 2023 | 155.54 | 55.02 | 0.35 | - |
| 2024 | 121.00 | 80.32 | 0.66 | - |
| 2025 | -1.03 | 54.98 | -53.61 | + |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -0.07% | -17.17% |
| 6M | -2.02% | -16.23% |
| YTD | 54.98% | -1.03% |
| 1Y | 53.47% | -5.06% |
| 3Y (ann.) | 61.87% | 75.28% |
| 5Y (ann.) | 38.84% | 23.05% |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Max Drawdown | -38.76% | -67.18% |
| Longest DD Days | 520.0 | 683.0 |
| Avg. Drawdown | -3.01% | -7.61% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 6.54 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-10-18 | -38.76 | 520 |
| 2025-10-21 | 2025-12-10 | -15.15 | 50 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-11 | 2022-05-13 | -10.71 | 62 |
| 2024-01-17 | 2024-03-24 | -10.02 | 67 |
| 2025-01-31 | 2025-02-28 | -8.10 | 27 |
| 2024-08-09 | 2024-10-12 | -8.04 | 64 |
| 2024-12-21 | 2025-01-15 | -7.93 | 24 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-20 | 2025-10-01 | -7.65 | 102 |
| Metric | 11404126:btcusd:triple_med_gx:lsma40_140 | 11404126:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.75% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 80.32% | 155.54% |
| Worst Year | -18.43% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 4.17% | 5.9% |
| Avg. Down Week | -2.83% | -5.13% |
| Avg. Up Month | 6.11% | 11.76% |
| Avg. Down Month | -4.68% | -12.15% |
| Win Days % | 51.07% | 51.39% |
| Win Month % | 70.45% | 59.57% |
| Win Week % | 57.52% | 50.0% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |