| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.35% | 157.76% |
| Max Drawdown | -16.35% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.65 | 0.58 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 56.36 | 3.22 |
| Outlier Loss Ratio | 3.46 | 3.08 |
| Volatility (ann.) | 8.5% | 26.26% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.77 | 0.49 |
| Skew | 3.88 | 0.18 |
| Kurtosis | 85.93 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.34% |
| Expected Yearly % | 10.36% | 26.71% |
| Kelly Criterion | 5.98% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11404208:BTCUSD | 11404208:btcusd:triple_med_gx:lsma175_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 18.12 | -0.30 | + |
| 2023 | 155.54 | -1.70 | -0.01 | - |
| 2024 | 121.00 | 30.73 | 0.25 | - |
| 2025 | 16.76 | -2.26 | -0.13 | - |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.83% | 31.46% |
| 6M | -2.26% | 12.77% |
| YTD | -2.26% | 16.76% |
| 1Y | 16.57% | 56.84% |
| 3Y (ann.) | 8.35% | 55.31% |
| 5Y (ann.) | 12.59% | 32.93% |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Max Drawdown | -16.35% | -67.18% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -4.56% | -6.83% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 2.96 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2023-04-10 | -16.35 | 332 |
| 2023-07-14 | 2024-06-04 | -12.58 | 326 |
| 2024-06-05 | 2024-11-06 | -9.28 | 154 |
| 2023-05-23 | 2023-07-13 | -8.26 | 51 |
| 2025-02-01 | 2025-04-02 | -7.79 | 59 |
| 2022-03-29 | 2022-05-13 | -6.87 | 44 |
| 2025-04-02 | 2025-06-11 | -6.15 | 69 |
| 2022-02-27 | 2022-03-27 | -4.53 | 28 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11404208:btcusd:triple_med_gx:lsma175_140 | 11404208:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -9.29% | -37.12% |
| Best Year | 30.73% | 155.54% |
| Worst Year | -2.26% | -60.91% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 4.08% | 7.25% |
| Avg. Down Week | -2.49% | -4.1% |
| Avg. Up Month | 4.87% | 13.03% |
| Avg. Down Month | -2.79% | -12.08% |
| Win Days % | 46.96% | 51.25% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |