| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 158.5% | 307.1% |
| Max Drawdown | -20.78% | -35.53% |
| Sharpe | 1.48 | 1.26 |
| Sortino | 2.79 | 1.96 |
| Payoff Ratio | 1.84 | 1.33 |
| Profit Factor | 1.7 | 1.21 |
| Common Sense Ratio | 4.12 | 1.53 |
| CPC Index | 1.4 | 0.79 |
| Tail Ratio | 2.42 | 1.26 |
| Outlier Win Ratio | 26.37 | 3.72 |
| Outlier Loss Ratio | 4.07 | 3.06 |
| Volatility (ann.) | 25.54% | 50.61% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.98 | 1.87 |
| Skew | 2.56 | 0.28 |
| Kurtosis | 24.9 | 3.42 |
| Expected Daily % | 0.09% | 0.14% |
| Expected Monthly % | 2.83% | 4.22% |
| Expected Yearly % | 26.8% | 42.04% |
| Kelly Criterion | 14.78% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.18% |
| Expected Shortfall (cVaR) | -2.1% | -4.18% |
| Year | 12386171:BTCUSD | 12386171:btcusd:triple_med_gx:lsma140_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.04 | 3.51 | -0.15 | + |
| 2023 | 155.54 | 90.70 | 0.58 | - |
| 2024 | 121.00 | 42.76 | 0.35 | - |
| 2025 | -6.34 | -8.27 | 1.30 | - |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| MTD | -3.43% | 3.72% |
| 3M | -8.75% | -8.05% |
| 6M | 7.87% | 37.53% |
| YTD | -8.27% | -6.34% |
| 1Y | -7.87% | 30.1% |
| 3Y (ann.) | 41.24% | 66.59% |
| 5Y (ann.) | 41.24% | 66.59% |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Max Drawdown | -20.78% | -35.53% |
| Longest DD Days | 246.0 | 231.0 |
| Avg. Drawdown | -3.05% | -6.69% |
| Avg. Drawdown Days | 32.0 | 21.0 |
| Recovery Factor | 7.63 | 8.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-03-25 | -20.78 | 246 |
| 2022-09-15 | 2023-01-13 | -9.64 | 120 |
| 2023-03-20 | 2023-07-07 | -7.88 | 109 |
| 2023-07-13 | 2023-10-23 | -7.20 | 102 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-07 | 2024-07-19 | -4.10 | 12 |
| 2023-02-02 | 2023-03-12 | -3.66 | 38 |
| 2024-06-26 | 2024-07-06 | -2.55 | 10 |
| 2023-01-17 | 2023-01-20 | -2.47 | 3 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -14.33% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -12.19% | -19.4% |
| Best Month | 34.88% | 43.77% |
| Worst Month | -16.53% | -17.69% |
| Best Year | 90.7% | 155.54% |
| Worst Year | -8.27% | -23.04% |
| Avg. Up Day | 2.55% | 2.58% |
| Avg. Down Day | -1.39% | -1.94% |
| Avg. Up Week | 6.16% | 9.77% |
| Avg. Down Week | -2.49% | -4.6% |
| Avg. Up Month | 12.47% | 19.1% |
| Avg. Down Month | -5.74% | -8.97% |
| Win Days % | 44.8% | 49.15% |
| Win Month % | 66.67% | 61.76% |
| Win Week % | 51.79% | 51.7% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |