| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 24.23% | 172.16% |
| Max Drawdown | -15.57% | -67.18% |
| Sharpe | 0.36 | 0.42 |
| Sortino | 0.54 | 0.61 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 104.82 | 2.86 |
| Outlier Loss Ratio | 3.83 | 2.68 |
| Volatility (ann.) | 4.9% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.43 | 0.53 |
| Skew | 0.53 | 0.19 |
| Kurtosis | 115.14 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.47% |
| Expected Yearly % | 5.57% | 28.44% |
| Kelly Criterion | 6.57% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.23% |
| Expected Shortfall (cVaR) | -0.42% | -2.23% |
| Year | 11396127:BTCUSD | 11396127:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -11.16 | 0.19 | + |
| 2023 | 155.54 | 11.82 | 0.08 | - |
| 2024 | 121.00 | 18.32 | 0.15 | - |
| 2025 | 16.76 | 5.69 | 0.34 | - |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.54% | 31.46% |
| 6M | 5.69% | 12.77% |
| YTD | 5.69% | 16.76% |
| 1Y | 11.5% | 56.84% |
| 3Y (ann.) | 9.56% | 55.31% |
| 5Y (ann.) | 6.77% | 35.29% |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Max Drawdown | -15.57% | -67.18% |
| Longest DD Days | 691.0 | 683.0 |
| Avg. Drawdown | -2.38% | -7.19% |
| Avg. Drawdown Days | 70.0 | 37.0 |
| Recovery Factor | 1.56 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2024-02-09 | -15.57 | 691 |
| 2024-08-27 | 2024-10-29 | -6.25 | 62 |
| 2025-01-19 | 2025-03-24 | -3.61 | 63 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2025-03-24 | 2025-06-11 | -1.26 | 78 |
| 2024-05-12 | 2024-05-13 | -1.22 | 0 |
| 2024-02-09 | 2024-02-10 | -1.09 | 1 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2024-10-30 | 2025-01-17 | -0.69 | 79 |
| 2024-05-11 | 2024-05-12 | -0.44 | 0 |
| Metric | 11396127:btcusd:triple_med_gx:lsma140_115 | 11396127:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 7.78% | 35.75% |
| Worst Week | -6.33% | -29.64% |
| Best Month | 10.24% | 43.77% |
| Worst Month | -6.25% | -37.12% |
| Best Year | 18.32% | 155.54% |
| Worst Year | -11.16% | -58.73% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 3.34% | 8.71% |
| Avg. Down Week | -2.17% | -6.19% |
| Avg. Up Month | 4.1% | 15.41% |
| Avg. Down Month | -2.61% | -12.36% |
| Win Days % | 48.96% | 51.29% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 57.58% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |