| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 98.97% | 178.86% |
| Max Drawdown | -16.94% | -67.18% |
| Sharpe | 0.64 | 0.42 |
| Sortino | 0.95 | 0.61 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 2.1 | 1.07 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.59 | 1.0 |
| Outlier Win Ratio | 45.65 | 3.38 |
| Outlier Loss Ratio | 3.92 | 3.09 |
| Volatility (ann.) | 8.46% | 26.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.32 | 0.52 |
| Skew | -0.42 | 0.18 |
| Kurtosis | 58.58 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.47% |
| Expected Yearly % | 18.77% | 29.23% |
| Kelly Criterion | 11.39% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.21% |
| Expected Shortfall (cVaR) | -0.71% | -2.21% |
| Year | 11381542:BTCUSD | 11381542:btcusd:triple_med_gx:lsma140_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 14.65 | -0.24 | + |
| 2023 | 155.54 | 13.78 | 0.09 | - |
| 2024 | 121.00 | 25.73 | 0.21 | - |
| 2025 | 27.10 | 21.33 | 0.79 | - |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.73% | 41.88% |
| 6M | 29.17% | 22.91% |
| YTD | 21.33% | 27.1% |
| 1Y | 36.58% | 82.29% |
| 3Y (ann.) | 19.75% | 77.48% |
| 5Y (ann.) | 22.29% | 34.98% |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Max Drawdown | -16.94% | -67.18% |
| Longest DD Days | 480.0 | 683.0 |
| Avg. Drawdown | -2.66% | -6.99% |
| Avg. Drawdown Days | 25.0 | 37.0 |
| Recovery Factor | 5.84 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-07-15 | -16.94 | 480 |
| 2022-09-13 | 2023-01-12 | -14.22 | 121 |
| 2025-01-07 | 2025-01-17 | -11.69 | 10 |
| 2024-08-26 | 2024-10-18 | -9.04 | 53 |
| 2022-05-31 | 2022-07-06 | -7.12 | 36 |
| 2023-02-23 | 2023-03-17 | -5.95 | 22 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-15 | 2025-03-19 | -2.40 | 4 |
| Metric | 11381542:btcusd:triple_med_gx:lsma140_65 | 11381542:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 15.17% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 25.73% | 155.54% |
| Worst Year | 13.78% | -61.15% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 5.21% | 8.79% |
| Avg. Down Week | -3.95% | -5.08% |
| Avg. Up Month | 6.79% | 16.8% |
| Avg. Down Month | -3.41% | -11.82% |
| Win Days % | 51.52% | 51.28% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 57.69% | 51.1% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |