| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 32.24% | 152.93% |
| Max Drawdown | -17.17% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 72.16 | 3.01 |
| Outlier Loss Ratio | 3.83 | 2.92 |
| Volatility (ann.) | 6.49% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.51 | 0.48 |
| Skew | -2.85 | 0.18 |
| Kurtosis | 120.52 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.29% |
| Expected Yearly % | 7.24% | 26.11% |
| Kelly Criterion | 6.68% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11391332:BTCUSD | 11391332:btcusd:triple_med_gx:lsma140_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -1.44 | 0.02 | + |
| 2023 | 155.54 | 8.51 | 0.05 | - |
| 2024 | 121.00 | 18.15 | 0.15 | - |
| 2025 | 17.02 | 4.66 | 0.27 | - |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.32% | 31.76% |
| 6M | 4.66% | 12.25% |
| YTD | 4.66% | 17.02% |
| 1Y | 8.5% | 57.19% |
| 3Y (ann.) | 8.08% | 55.42% |
| 5Y (ann.) | 8.79% | 32.3% |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Max Drawdown | -17.17% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.61% |
| Avg. Drawdown Days | 60.0 | 38.0 |
| Recovery Factor | 1.88 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-09 | -17.17 | 579 |
| 2024-07-16 | 2024-10-29 | -8.77 | 105 |
| 2025-01-19 | 2025-06-11 | -7.35 | 143 |
| 2022-05-31 | 2022-07-07 | -6.44 | 37 |
| 2024-05-10 | 2024-07-15 | -4.55 | 66 |
| 2022-03-20 | 2022-05-30 | -2.80 | 71 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11391332:btcusd:triple_med_gx:lsma140_100 | 11391332:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.64% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 14.64% | 43.77% |
| Worst Month | -10.33% | -37.12% |
| Best Year | 18.15% | 155.54% |
| Worst Year | -1.44% | -61.73% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.15% | 7.43% |
| Avg. Down Week | -3.61% | -5.38% |
| Avg. Up Month | 5.0% | 15.51% |
| Avg. Down Month | -4.58% | -11.82% |
| Win Days % | 50.35% | 51.27% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 53.85% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |