| Metric | 11376104:btcusd:triple_med_gx:lsma140_45 | 11376104:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 8.25% | 192.0% |
| Max Drawdown | -31.6% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.6 | 3.43 |
| Outlier Loss Ratio | 4.51 | 3.4 |
| Volatility (ann.) | 10.17% | 26.07% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.07 | 0.54 |
| Skew | 0.6 | 0.18 |
| Kurtosis | 35.08 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.58% |
| Expected Yearly % | 2.0% | 30.72% |
| Kelly Criterion | -2.02% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376104:BTCUSD | 11376104:btcusd:triple_med_gx:lsma140_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.85 | -0.11 | + |
| 2023 | 155.54 | -17.21 | -0.11 | - |
| 2024 | 121.00 | 38.67 | 0.32 | - |
| 2025 | 30.14 | -11.75 | -0.39 | - |
| Metric | 11376104:btcusd:triple_med_gx:lsma140_45 | 11376104:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.59% | 45.08% |
| 6M | -7.82% | 28.47% |
| YTD | -11.75% | 30.14% |
| 1Y | -3.67% | 105.13% |
| 3Y (ann.) | -1.42% | 81.7% |
| 5Y (ann.) | 2.33% | 36.57% |
| Metric | 11376104:btcusd:triple_med_gx:lsma140_45 | 11376104:BTCUSD |
|---|---|---|
| Max Drawdown | -31.6% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.66% |
| Avg. Drawdown Days | 56.0 | 35.0 |
| Recovery Factor | 0.26 | 2.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-09-27 | -31.60 | 844 |
| 2024-11-21 | 2025-07-14 | -24.84 | 234 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-05 | 2022-02-15 | -4.43 | 10 |
| 2022-02-16 | 2022-03-16 | -4.08 | 28 |
| 2022-04-28 | 2022-05-21 | -3.90 | 23 |
| 2022-04-05 | 2022-04-28 | -2.94 | 23 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376104:btcusd:triple_med_gx:lsma140_45 | 11376104:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 38.67% | 155.54% |
| Worst Year | -17.21% | -60.27% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.98% | 5.52% |
| Avg. Down Week | -2.72% | -5.24% |
| Avg. Up Month | 4.75% | 14.99% |
| Avg. Down Month | -3.87% | -11.17% |
| Win Days % | 46.26% | 51.31% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 48.21% | 51.37% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |