| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 41.53% | 152.93% |
| Max Drawdown | -14.86% | -67.18% |
| Sharpe | 0.37 | 0.4 |
| Sortino | 0.54 | 0.58 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 51.89 | 3.23 |
| Outlier Loss Ratio | 3.86 | 3.08 |
| Volatility (ann.) | 7.95% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.74 | 0.48 |
| Skew | -0.61 | 0.18 |
| Kurtosis | 69.89 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.29% |
| Expected Yearly % | 9.07% | 26.11% |
| Kelly Criterion | 5.84% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11382874:BTCUSD | 11382874:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.84 | -0.05 | + |
| 2023 | 155.54 | 14.93 | 0.10 | - |
| 2024 | 121.00 | 19.76 | 0.16 | - |
| 2025 | 17.02 | -0.02 | -0.00 | - |
| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.36% | 31.76% |
| 6M | -0.02% | 12.25% |
| YTD | -0.02% | 17.02% |
| 1Y | 16.92% | 57.19% |
| 3Y (ann.) | 12.74% | 55.42% |
| 5Y (ann.) | 11.05% | 32.3% |
| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Max Drawdown | -14.86% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -4.49% | -7.61% |
| Avg. Drawdown Days | 60.0 | 38.0 |
| Recovery Factor | 2.79 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-06 | 2024-07-15 | -14.86 | 435 |
| 2022-07-09 | 2023-01-13 | -14.42 | 187 |
| 2024-08-26 | 2024-10-18 | -9.41 | 53 |
| 2025-01-19 | 2025-06-11 | -7.98 | 143 |
| 2022-03-19 | 2022-05-30 | -7.01 | 71 |
| 2022-05-31 | 2022-07-06 | -6.75 | 36 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-10-29 | 2025-01-17 | -4.31 | 79 |
| 2024-07-16 | 2024-08-23 | -2.53 | 38 |
| 2023-02-27 | 2023-03-17 | -2.11 | 18 |
| Metric | 11382874:btcusd:triple_med_gx:lsma140_70 | 11382874:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.44% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 14.44% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 19.76% | 155.54% |
| Worst Year | -0.02% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.74% |
| Avg. Up Week | 5.48% | 10.03% |
| Avg. Down Week | -3.49% | -4.54% |
| Avg. Up Month | 5.47% | 17.03% |
| Avg. Down Month | -3.38% | -10.43% |
| Win Days % | 49.75% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 46.81% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |