| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 193.62% | 122.05% |
| Max Drawdown | -29.3% | -67.18% |
| Sharpe | 0.59 | 0.33 |
| Sortino | 0.94 | 0.48 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.49 | 1.02 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.24 | 0.97 |
| Outlier Win Ratio | 22.01 | 3.82 |
| Outlier Loss Ratio | 4.21 | 3.76 |
| Volatility (ann.) | 13.27% | 25.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.1 | 0.34 |
| Skew | 1.84 | 0.15 |
| Kurtosis | 36.53 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.32% | 1.71% |
| Expected Yearly % | 30.9% | 22.07% |
| Kelly Criterion | 7.13% | 7.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.17% |
| Expected Shortfall (cVaR) | -1.12% | -2.17% |
| Year | 11405966:BTCUSD | 11405966:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.41 | 0.21 | + |
| 2023 | 155.54 | 39.07 | 0.25 | - |
| 2024 | 121.00 | 62.32 | 0.52 | - |
| 2025 | -1.03 | 48.50 | -47.29 | + |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | 2.88% | -17.17% |
| 6M | 4.74% | -16.23% |
| YTD | 48.5% | -1.03% |
| 1Y | 56.47% | -5.06% |
| 3Y (ann.) | 48.59% | 75.28% |
| 5Y (ann.) | 32.34% | 23.06% |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Max Drawdown | -29.3% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.79% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 6.61 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -29.30 | 302 |
| 2025-11-05 | 2025-12-10 | -15.46 | 34 |
| 2023-04-11 | 2024-01-01 | -14.30 | 265 |
| 2024-06-12 | 2024-08-08 | -13.73 | 57 |
| 2024-01-17 | 2024-03-23 | -10.02 | 66 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-26 | -7.47 | 46 |
| 2022-03-11 | 2022-04-20 | -7.43 | 39 |
| 2024-04-23 | 2024-05-03 | -7.41 | 10 |
| 2025-02-01 | 2025-02-03 | -6.47 | 2 |
| Metric | 11405966:btcusd:triple_med_gx:lsma40_145 | 11405966:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -11.7% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -10.05% | -37.12% |
| Best Year | 62.32% | 155.54% |
| Worst Year | -12.41% | -60.27% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.98% | 5.63% |
| Avg. Down Week | -2.75% | -5.33% |
| Avg. Up Month | 5.79% | 10.38% |
| Avg. Down Month | -4.94% | -11.99% |
| Win Days % | 50.45% | 51.4% |
| Win Month % | 71.43% | 59.57% |
| Win Week % | 57.27% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |