| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 109.47% | 102.71% |
| Max Drawdown | -22.01% | -67.18% |
| Sharpe | 0.74 | 0.35 |
| Sortino | 1.34 | 0.5 |
| Payoff Ratio | 1.39 | 1.3 |
| Profit Factor | 1.52 | 1.06 |
| Common Sense Ratio | NaN | 1.03 |
| CPC Index | 1.08 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 55.5 | 3.29 |
| Outlier Loss Ratio | 3.42 | 3.02 |
| Volatility (ann.) | 8.6% | 26.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.22 | 0.38 |
| Skew | 4.95 | 0.16 |
| Kurtosis | 102.74 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.96% | 1.88% |
| Expected Yearly % | 20.3% | 19.32% |
| Kelly Criterion | 15.72% | 13.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.27% |
| Expected Shortfall (cVaR) | -0.72% | -2.27% |
| Year | 11440996:BTCUSD | 11440996:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.61 | -0.29 | + |
| 2023 | 155.54 | 33.27 | 0.21 | - |
| 2024 | 121.00 | 35.58 | 0.29 | - |
| 2025 | -6.21 | -1.43 | 0.23 | + |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.86% |
| 3M | -1.43% | -7.61% |
| 6M | 5.13% | 38.23% |
| YTD | -1.43% | -6.21% |
| 1Y | 22.92% | 25.27% |
| 3Y (ann.) | 24.59% | 25.44% |
| 5Y (ann.) | 26.92% | 25.59% |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Max Drawdown | -22.01% | -67.18% |
| Longest DD Days | 253.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.49% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 4.97 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-11-10 | -22.01 | 253 |
| 2023-02-07 | 2023-04-10 | -7.19 | 61 |
| 2023-11-16 | 2024-03-20 | -6.18 | 125 |
| 2024-03-21 | 2024-08-08 | -5.70 | 140 |
| 2024-12-05 | 2025-03-26 | -5.45 | 110 |
| 2023-07-14 | 2023-11-15 | -5.25 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -3.59 | 27 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| Metric | 11440996:btcusd:triple_med_gx:lsma95_140 | 11440996:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.02% | 35.75% |
| Worst Week | -6.06% | -29.64% |
| Best Month | 17.19% | 43.77% |
| Worst Month | -6.06% | -37.12% |
| Best Year | 35.58% | 155.54% |
| Worst Year | -1.43% | -61.73% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 5.09% | 5.88% |
| Avg. Down Week | -2.12% | -4.3% |
| Avg. Up Month | 9.09% | 7.98% |
| Avg. Down Month | -2.03% | -10.82% |
| Win Days % | 51.01% | 51.08% |
| Win Month % | 60.87% | 60.53% |
| Win Week % | 60.0% | 48.8% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |