| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 11.38% | 271.81% |
| Max Drawdown | -12.33% | -32.34% |
| Sharpe | 0.13 | 0.38 |
| Sortino | 0.2 | 0.54 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | NaN | 1.09 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 83.99 | 2.85 |
| Outlier Loss Ratio | 3.17 | 2.8 |
| Volatility (ann.) | 2.47% | 10.53% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.56 | 3.92 |
| Skew | 2.88 | -0.02 |
| Kurtosis | 94.9 | 9.11 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 6.79% |
| Expected Yearly % | 3.66% | 54.92% |
| Kelly Criterion | -0.3% | 7.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -0.9% |
| Expected Shortfall (cVaR) | -0.21% | -0.9% |
| Year | 12201473:BTCUSD | 12201473:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.23 | 2.04 | 0.04 | - |
| 2024 | 121.00 | 16.48 | 0.14 | - |
| 2025 | 11.24 | -6.30 | -0.56 | - |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| MTD | -2.29% | 10.27% |
| 3M | -4.95% | 7.48% |
| 6M | -2.97% | 14.76% |
| YTD | -6.3% | 11.24% |
| 1Y | 1.64% | 56.78% |
| 3Y (ann.) | 6.95% | 126.91% |
| 5Y (ann.) | 6.95% | 126.91% |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Max Drawdown | -12.33% | -32.34% |
| Longest DD Days | 235.0 | 236.0 |
| Avg. Drawdown | -1.97% | -2.31% |
| Avg. Drawdown Days | 24.0 | 5.0 |
| Recovery Factor | 0.92 | 8.41 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-19 | 2024-12-11 | -12.33 | 235 |
| 2024-12-26 | 2025-05-16 | -8.03 | 141 |
| 2023-12-18 | 2024-02-14 | -5.26 | 58 |
| 2024-02-27 | 2024-03-20 | -4.45 | 22 |
| 2024-03-25 | 2024-04-13 | -3.34 | 19 |
| 2023-11-07 | 2023-11-15 | -1.96 | 7 |
| 2024-12-16 | 2024-12-25 | -1.45 | 9 |
| 2023-11-21 | 2023-12-04 | -1.26 | 12 |
| 2024-02-14 | 2024-02-26 | -0.94 | 12 |
| 2023-12-11 | 2023-12-11 | -0.64 | 0 |
| Metric | 12201473:btcusd:triple_med_gx:lsma140_115 | 12201473:BTCUSD |
|---|---|---|
| Best Day | 2.43% | 5.23% |
| Worst Day | -1.8% | -4.9% |
| Best Week | 7.68% | 23.06% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 8.98% | 43.77% |
| Worst Month | -7.04% | -17.69% |
| Best Year | 16.48% | 121.0% |
| Worst Year | -6.3% | 11.24% |
| Avg. Up Day | 0.42% | 0.44% |
| Avg. Down Day | -0.34% | -0.39% |
| Avg. Up Week | 1.8% | 6.95% |
| Avg. Down Week | -1.61% | -4.13% |
| Avg. Up Month | 4.18% | 19.06% |
| Avg. Down Month | -4.1% | -12.13% |
| Win Days % | 44.89% | 51.07% |
| Win Month % | 50.0% | 70.0% |
| Win Week % | 47.14% | 55.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 100.0% |