| Metric | 11392887:btcusd:triple_med_gx:lsma140_105 | 11392887:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 30.09% | 152.36% |
| Max Drawdown | -17.34% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.08 | 2.98 |
| Outlier Loss Ratio | 3.79 | 2.81 |
| Volatility (ann.) | 6.11% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.48 | 0.48 |
| Skew | -3.01 | 0.18 |
| Kurtosis | 138.75 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.28% |
| Expected Yearly % | 6.8% | 26.04% |
| Kelly Criterion | 5.96% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11392887:BTCUSD | 11392887:btcusd:triple_med_gx:lsma140_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -9.38 | 0.15 | + |
| 2023 | 155.54 | 14.51 | 0.09 | - |
| 2024 | 121.00 | 15.90 | 0.13 | - |
| 2025 | 16.76 | 8.17 | 0.49 | - |
| Metric | 11392887:btcusd:triple_med_gx:lsma140_105 | 11392887:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.68% | 31.46% |
| 6M | 8.17% | 12.77% |
| YTD | 8.17% | 16.76% |
| 1Y | 9.4% | 56.84% |
| 3Y (ann.) | 9.68% | 55.31% |
| 5Y (ann.) | 8.26% | 32.21% |
| Metric | 11392887:btcusd:triple_med_gx:lsma140_105 | 11392887:BTCUSD |
|---|---|---|
| Max Drawdown | -17.34% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -3.33% | -7.61% |
| Avg. Drawdown Days | 64.0 | 38.0 |
| Recovery Factor | 1.74 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-08 | -17.34 | 578 |
| 2024-07-16 | 2025-01-15 | -10.37 | 183 |
| 2022-05-31 | 2022-07-07 | -6.44 | 37 |
| 2024-05-10 | 2024-07-15 | -4.55 | 66 |
| 2025-01-19 | 2025-03-24 | -4.25 | 64 |
| 2022-03-20 | 2022-05-30 | -2.80 | 71 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2025-03-24 | 2025-06-11 | -1.44 | 78 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11392887:btcusd:triple_med_gx:lsma140_105 | 11392887:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.1% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 14.1% | 43.77% |
| Worst Month | -10.52% | -37.12% |
| Best Year | 15.9% | 155.54% |
| Worst Year | -9.38% | -61.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.67% | 8.6% |
| Avg. Down Week | -3.18% | -5.38% |
| Avg. Up Month | 4.58% | 15.51% |
| Avg. Down Month | -4.71% | -11.82% |
| Win Days % | 49.34% | 51.26% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 47.22% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |