| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 66.31% | 156.76% |
| Max Drawdown | -17.16% | -67.18% |
| Sharpe | 0.52 | 0.4 |
| Sortino | 0.75 | 0.58 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.56 | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 50.5 | 3.32 |
| Outlier Loss Ratio | 3.83 | 3.05 |
| Volatility (ann.) | 8.07% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.96 | 0.49 |
| Skew | -1.11 | 0.18 |
| Kurtosis | 65.29 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.25% | 2.33% |
| Expected Yearly % | 13.56% | 26.58% |
| Kelly Criterion | 9.28% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11384114:BTCUSD | 11384114:btcusd:triple_med_gx:lsma140_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.13 | -0.26 | + |
| 2023 | 155.54 | 4.12 | 0.03 | - |
| 2024 | 121.00 | 10.41 | 0.09 | - |
| 2025 | 17.02 | 24.58 | 1.44 | + |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.53% | 31.76% |
| 6M | 24.58% | 12.25% |
| YTD | 24.58% | 17.02% |
| 1Y | 39.27% | 57.19% |
| 3Y (ann.) | 16.19% | 55.42% |
| 5Y (ann.) | 16.55% | 32.84% |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Max Drawdown | -17.16% | -67.18% |
| Longest DD Days | 507.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.23% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.86 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-24 | 2024-07-15 | -17.16 | 507 |
| 2022-09-13 | 2023-01-12 | -14.22 | 121 |
| 2024-08-26 | 2025-01-14 | -9.62 | 141 |
| 2022-03-11 | 2022-05-30 | -5.76 | 79 |
| 2022-05-31 | 2022-07-04 | -4.00 | 33 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2025-04-23 | 2025-06-11 | -1.87 | 48 |
| Metric | 11384114:btcusd:triple_med_gx:lsma140_75 | 11384114:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 11.56% | 43.77% |
| Worst Month | -11.75% | -37.12% |
| Best Year | 24.58% | 155.54% |
| Worst Year | 4.12% | -61.15% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 5.02% | 9.14% |
| Avg. Down Week | -3.3% | -4.54% |
| Avg. Up Month | 5.7% | 15.9% |
| Avg. Down Month | -2.74% | -11.82% |
| Win Days % | 51.05% | 51.27% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 52.17% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |