| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 41.15% | 172.77% |
| Max Drawdown | -16.31% | -67.18% |
| Sharpe | 0.37 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.1 | 1.04 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.66 | 0.57 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 50.5 | 3.17 |
| Outlier Loss Ratio | 3.89 | 3.09 |
| Volatility (ann.) | 7.91% | 26.26% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.67 | 0.53 |
| Skew | -0.62 | 0.19 |
| Kurtosis | 70.9 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.48% |
| Expected Yearly % | 9.0% | 28.51% |
| Kelly Criterion | 5.62% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11381642:BTCUSD | 11381642:btcusd:triple_med_gx:lsma140_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.59 | 0.03 | + |
| 2023 | 155.54 | 21.87 | 0.14 | - |
| 2024 | 121.00 | 19.90 | 0.16 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.18% | 31.76% |
| 6M | -1.84% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | 14.67% | 57.19% |
| 3Y (ann.) | 13.13% | 55.42% |
| 5Y (ann.) | 10.97% | 35.42% |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Max Drawdown | -16.31% | -67.18% |
| Longest DD Days | 486.0 | 683.0 |
| Avg. Drawdown | -4.32% | -7.19% |
| Avg. Drawdown Days | 62.0 | 37.0 |
| Recovery Factor | 2.52 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-17 | 2024-07-15 | -16.31 | 486 |
| 2022-07-09 | 2023-01-13 | -14.56 | 188 |
| 2024-08-26 | 2024-09-24 | -9.01 | 29 |
| 2022-03-06 | 2022-05-30 | -8.25 | 85 |
| 2022-05-31 | 2022-07-07 | -7.66 | 36 |
| 2024-10-30 | 2025-06-11 | -6.33 | 224 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-10-18 | 2024-10-20 | -0.94 | 2 |
| Metric | 11381642:btcusd:triple_med_gx:lsma140_65 | 11381642:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 20.9% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 21.87% | 155.54% |
| Worst Year | -1.84% | -58.73% |
| Avg. Up Day | 0.8% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 4.59% | 8.97% |
| Avg. Down Week | -3.23% | -4.3% |
| Avg. Up Month | 7.38% | 18.27% |
| Avg. Down Month | -4.41% | -11.82% |
| Win Days % | 50.64% | 51.3% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 53.06% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 75.0% |