| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 4.36% | 192.0% |
| Max Drawdown | -29.18% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 32.81 | 3.42 |
| Outlier Loss Ratio | 4.49 | 3.46 |
| Volatility (ann.) | 10.08% | 26.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.04 | 0.54 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 33.99 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.58% |
| Expected Yearly % | 1.07% | 30.72% |
| Kelly Criterion | -2.13% | 2.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11375180:BTCUSD | 11375180:btcusd:triple_med_gx:lsma140_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.65 | -0.26 | + |
| 2023 | 155.54 | -9.48 | -0.06 | - |
| 2024 | 121.00 | 8.46 | 0.07 | - |
| 2025 | 30.14 | -8.09 | -0.27 | - |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 10.36% | 45.08% |
| 6M | -3.84% | 28.47% |
| YTD | -8.09% | 30.14% |
| 1Y | -7.64% | 105.13% |
| 3Y (ann.) | -1.67% | 81.7% |
| 5Y (ann.) | 1.25% | 36.57% |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Max Drawdown | -29.18% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -6.17% | -6.66% |
| Avg. Drawdown Days | 82.0 | 35.0 |
| Recovery Factor | 0.15 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.18 | 489 |
| 2023-01-21 | 2024-03-11 | -20.69 | 414 |
| 2022-06-06 | 2023-01-20 | -20.48 | 228 |
| 2022-02-05 | 2022-03-22 | -8.49 | 45 |
| 2022-03-31 | 2022-05-04 | -5.36 | 34 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-05-05 | 2022-05-21 | -1.01 | 15 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11375180:btcusd:triple_med_gx:lsma140_40 | 11375180:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -8.16% | -37.12% |
| Best Year | 15.65% | 155.54% |
| Worst Year | -9.48% | -60.27% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.95% | 4.91% |
| Avg. Down Week | -2.7% | -5.12% |
| Avg. Up Month | 5.55% | 15.32% |
| Avg. Down Month | -4.05% | -11.76% |
| Win Days % | 46.91% | 51.31% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 52.34% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |