| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 73.32% | 156.76% |
| Max Drawdown | -19.97% | -67.18% |
| Sharpe | 0.55 | 0.4 |
| Sortino | 0.82 | 0.58 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 48.53 | 3.34 |
| Outlier Loss Ratio | 3.96 | 3.05 |
| Volatility (ann.) | 8.2% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.9 | 0.49 |
| Skew | -0.3 | 0.18 |
| Kurtosis | 63.53 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.33% |
| Expected Yearly % | 14.74% | 26.58% |
| Kelly Criterion | 9.11% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11382807:BTCUSD | 11382807:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 21.69 | -0.35 | + |
| 2023 | 155.54 | 8.88 | 0.06 | - |
| 2024 | 121.00 | 12.93 | 0.11 | - |
| 2025 | 17.02 | 15.83 | 0.93 | - |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.35% | 31.76% |
| 6M | 15.83% | 12.25% |
| YTD | 15.83% | 17.02% |
| 1Y | 28.99% | 57.19% |
| 3Y (ann.) | 16.68% | 55.42% |
| 5Y (ann.) | 18.01% | 32.84% |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807:BTCUSD |
|---|---|---|
| Max Drawdown | -19.97% | -67.18% |
| Longest DD Days | 518.0 | 683.0 |
| Avg. Drawdown | -2.8% | -7.23% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 3.67 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2024-08-21 | -19.97 | 518 |
| 2022-09-13 | 2023-01-12 | -14.22 | 121 |
| 2024-08-26 | 2025-01-17 | -10.71 | 144 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2025-03-14 | 2025-04-21 | -4.94 | 37 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2023-02-24 | 2023-03-17 | -3.99 | 21 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-20 | 2023-03-22 | -1.98 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| Metric | 11382807:btcusd:triple_med_gx:lsma140_70 | 11382807: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 | 11.62% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 21.69% | 155.54% |
| Worst Year | 8.88% | -61.15% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.47% | 9.2% |
| Avg. Down Week | -3.35% | -4.68% |
| Avg. Up Month | 5.14% | 15.68% |
| Avg. Down Month | -3.27% | -5.99% |
| Win Days % | 50.23% | 51.27% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 53.06% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |