| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -6.81% | 161.99% |
| Max Drawdown | -32.35% | -67.18% |
| Sharpe | -0.01 | 0.41 |
| Sortino | -0.01 | 0.59 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 47.82 | 3.38 |
| Outlier Loss Ratio | 3.77 | 3.3 |
| Volatility (ann.) | 9.67% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.06 | 0.5 |
| Skew | 0.39 | 0.18 |
| Kurtosis | 58.72 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.38% |
| Expected Yearly % | -1.75% | 27.22% |
| Kelly Criterion | -5.1% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11392351:BTCUSD | 11392351:btcusd:triple_med_gx:lsma140_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.47 | 0.24 | + |
| 2023 | 155.54 | 41.53 | 0.27 | - |
| 2024 | 121.00 | -11.88 | -0.10 | - |
| 2025 | 16.76 | -12.63 | -0.75 | - |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.68% | 31.46% |
| 6M | -14.26% | 12.77% |
| YTD | -12.63% | 16.76% |
| 1Y | -22.97% | 56.84% |
| 3Y (ann.) | 6.38% | 55.31% |
| 5Y (ann.) | -2.09% | 33.33% |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Max Drawdown | -32.35% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -7.34% | -6.97% |
| Avg. Drawdown Days | 109.0 | 36.0 |
| Recovery Factor | -0.21 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -32.35 | 624 |
| 2024-03-05 | 2025-06-11 | -30.27 | 463 |
| 2024-01-11 | 2024-03-04 | -8.23 | 52 |
| 2023-11-11 | 2023-12-18 | -3.28 | 37 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2024-01-08 | -1.27 | 18 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| Metric | 11392351:btcusd:triple_med_gx:lsma140_105 | 11392351:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -11.78% | -29.64% |
| Best Month | 22.95% | 43.77% |
| Worst Month | -16.68% | -37.12% |
| Best Year | 41.53% | 155.54% |
| Worst Year | -14.47% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.95% |
| Avg. Up Week | 4.13% | 6.75% |
| Avg. Down Week | -2.89% | -5.03% |
| Avg. Up Month | 5.91% | 15.08% |
| Avg. Down Month | -4.87% | -13.33% |
| Win Days % | 44.63% | 51.27% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 36.36% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |