| Metric | 11404209:btcusd:triple_med_gx:lsma170_140 | 11404209:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 49.73% | 156.91% |
| Max Drawdown | -14.29% | -67.18% |
| Sharpe | 0.4 | 0.4 |
| Sortino | 0.68 | 0.58 |
| Payoff Ratio | 1.33 | 1.24 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 59.18 | 3.2 |
| Outlier Loss Ratio | 3.39 | 3.05 |
| Volatility (ann.) | 8.37% | 26.25% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.9 | 0.49 |
| Skew | 4.07 | 0.18 |
| Kurtosis | 90.93 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.33% |
| Expected Yearly % | 10.62% | 26.6% |
| Kelly Criterion | 6.32% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11404209:BTCUSD | 11404209:btcusd:triple_med_gx:lsma170_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 19.36 | -0.32 | + |
| 2023 | 155.54 | 1.52 | 0.01 | - |
| 2024 | 121.00 | 31.94 | 0.26 | - |
| 2025 | 16.76 | -6.35 | -0.38 | - |
| Metric | 11404209:btcusd:triple_med_gx:lsma170_140 | 11404209:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.16% | 31.46% |
| 6M | -6.35% | 12.77% |
| YTD | -6.35% | 16.76% |
| 1Y | 7.83% | 56.84% |
| 3Y (ann.) | 9.37% | 55.31% |
| 5Y (ann.) | 12.89% | 32.77% |
| Metric | 11404209:btcusd:triple_med_gx:lsma170_140 | 11404209:BTCUSD |
|---|---|---|
| Max Drawdown | -14.29% | -67.18% |
| Longest DD Days | 280.0 | 683.0 |
| Avg. Drawdown | -3.21% | -7.07% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | 3.48 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2022-10-26 | -14.29 | 165 |
| 2023-05-23 | 2023-07-13 | -8.26 | 51 |
| 2023-07-14 | 2024-04-19 | -8.03 | 280 |
| 2024-08-07 | 2024-11-06 | -8.01 | 91 |
| 2025-02-01 | 2025-06-11 | -7.88 | 129 |
| 2022-03-29 | 2022-05-13 | -6.87 | 44 |
| 2022-02-27 | 2022-03-27 | -4.88 | 28 |
| 2022-10-30 | 2023-04-09 | -3.32 | 161 |
| 2022-10-26 | 2022-10-29 | -2.92 | 2 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| Metric | 11404209:btcusd:triple_med_gx:lsma170_140 | 11404209:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -7.06% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -7.06% | -37.12% |
| Best Year | 31.94% | 155.54% |
| Worst Year | -6.35% | -61.04% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 3.58% | 7.96% |
| Avg. Down Week | -2.29% | -4.24% |
| Avg. Up Month | 4.74% | 13.07% |
| Avg. Down Month | -2.85% | -12.08% |
| Win Days % | 46.57% | 51.26% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 59.62% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |