| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 60.78% | 152.93% |
| Max Drawdown | -14.5% | -67.18% |
| Sharpe | 0.52 | 0.4 |
| Sortino | 0.77 | 0.58 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 1.4 | 0.99 |
| Outlier Win Ratio | 54.83 | 3.18 |
| Outlier Loss Ratio | 4.01 | 3.03 |
| Volatility (ann.) | 7.47% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.06 | 0.48 |
| Skew | -0.82 | 0.18 |
| Kurtosis | 79.19 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.29% |
| Expected Yearly % | 12.61% | 26.11% |
| Kelly Criterion | 9.39% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11384181:BTCUSD | 11384181:btcusd:triple_med_gx:lsma140_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.03 | -0.05 | + |
| 2023 | 155.54 | 15.58 | 0.10 | - |
| 2024 | 121.00 | 27.40 | 0.23 | - |
| 2025 | 17.02 | 5.98 | 0.35 | - |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.4% | 31.76% |
| 6M | 5.98% | 12.25% |
| YTD | 5.98% | 17.02% |
| 1Y | 26.24% | 57.19% |
| 3Y (ann.) | 16.59% | 55.42% |
| 5Y (ann.) | 15.4% | 32.3% |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Max Drawdown | -14.5% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.61% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 4.19 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -14.50 | 187 |
| 2023-05-30 | 2024-05-12 | -14.39 | 348 |
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2022-05-31 | 2022-07-07 | -8.60 | 36 |
| 2025-01-19 | 2025-03-24 | -7.36 | 64 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2025-03-24 | 2025-06-11 | -3.22 | 78 |
| 2023-03-01 | 2023-03-17 | -2.34 | 15 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-08-23 | -1.72 | 38 |
| Metric | 11384181:btcusd:triple_med_gx:lsma140_75 | 11384181:BTCUSD |
|---|---|---|
| Best Day | 4.5% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.63% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 15.63% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 27.4% | 155.54% |
| Worst Year | 3.03% | -61.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 5.32% | 9.28% |
| Avg. Down Week | -3.44% | -4.84% |
| Avg. Up Month | 5.56% | 16.09% |
| Avg. Down Month | -3.43% | -11.82% |
| Win Days % | 50.62% | 51.27% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |