| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 65.04% | 147.72% |
| Max Drawdown | -15.94% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.77 | 0.57 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 50.03 | 3.29 |
| Outlier Loss Ratio | 4.0 | 3.05 |
| Volatility (ann.) | 8.05% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.02 | 0.47 |
| Skew | -0.27 | 0.18 |
| Kurtosis | 67.8 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.24% |
| Expected Yearly % | 13.34% | 25.46% |
| Kelly Criterion | 8.84% | 11.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11382839:BTCUSD | 11382839:btcusd:triple_med_gx:lsma140_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 5.36 | -0.09 | + |
| 2023 | 155.54 | 15.75 | 0.10 | - |
| 2024 | 121.00 | 19.62 | 0.16 | - |
| 2025 | 17.02 | 13.13 | 0.77 | - |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.92% | 31.76% |
| 6M | 13.13% | 12.25% |
| YTD | 13.13% | 17.02% |
| 1Y | 32.77% | 57.19% |
| 3Y (ann.) | 18.34% | 55.42% |
| 5Y (ann.) | 16.3% | 31.44% |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Max Drawdown | -15.94% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -3.27% | -7.67% |
| Avg. Drawdown Days | 34.0 | 38.0 |
| Recovery Factor | 4.08 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-07 | 2024-07-15 | -15.94 | 435 |
| 2022-09-13 | 2023-01-13 | -14.22 | 122 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2025-01-07 | 2025-01-15 | -7.67 | 7 |
| 2022-05-31 | 2022-07-06 | -6.73 | 36 |
| 2025-01-19 | 2025-04-22 | -6.70 | 93 |
| 2022-03-19 | 2022-05-30 | -6.26 | 71 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-07-16 | 2024-08-23 | -3.66 | 38 |
| 2022-07-09 | 2022-09-12 | -3.27 | 64 |
| Metric | 11382839:btcusd:triple_med_gx:lsma140_70 | 11382839:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.72% | -29.64% |
| Best Month | 12.16% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 19.62% | 155.54% |
| Worst Year | 5.36% | -62.52% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 5.27% | 9.62% |
| Avg. Down Week | -3.55% | -4.61% |
| Avg. Up Month | 5.59% | 15.61% |
| Avg. Down Month | -2.99% | -10.43% |
| Win Days % | 49.44% | 51.26% |
| Win Month % | 59.26% | 58.54% |
| Win Week % | 52.08% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |