| Metric | 11384216:btcusd:triple_med_gx:lsma140_75 | 11384216:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 58.97% | 172.77% |
| Max Drawdown | -15.25% | -67.18% |
| Sharpe | 0.51 | 0.42 |
| Sortino | 0.76 | 0.61 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.93 | 1.07 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.51 | 1.0 |
| Outlier Win Ratio | 55.42 | 3.16 |
| Outlier Loss Ratio | 4.03 | 3.04 |
| Volatility (ann.) | 7.38% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.99 | 0.53 |
| Skew | -0.82 | 0.19 |
| Kurtosis | 81.25 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.48% |
| Expected Yearly % | 12.29% | 28.51% |
| Kelly Criterion | 8.33% | 10.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11384216:BTCUSD | 11384216:btcusd:triple_med_gx:lsma140_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.30 | 0.01 | + |
| 2023 | 155.54 | 16.74 | 0.11 | - |
| 2024 | 121.00 | 27.73 | 0.23 | - |
| 2025 | 17.02 | 6.93 | 0.41 | - |
| Metric | 11384216:btcusd:triple_med_gx:lsma140_75 | 11384216:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.82% | 31.76% |
| 6M | 6.93% | 12.25% |
| YTD | 6.93% | 17.02% |
| 1Y | 28.45% | 57.19% |
| 3Y (ann.) | 16.34% | 55.42% |
| 5Y (ann.) | 15.03% | 35.42% |
| Metric | 11384216:btcusd:triple_med_gx:lsma140_75 | 11384216:BTCUSD |
|---|---|---|
| Max Drawdown | -15.25% | -67.18% |
| Longest DD Days | 411.0 | 683.0 |
| Avg. Drawdown | -3.67% | -7.19% |
| Avg. Drawdown Days | 47.0 | 37.0 |
| Recovery Factor | 3.87 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-30 | 2024-07-15 | -15.25 | 411 |
| 2022-07-09 | 2023-01-13 | -14.70 | 188 |
| 2022-05-31 | 2022-07-07 | -9.51 | 37 |
| 2024-08-26 | 2024-09-24 | -9.01 | 29 |
| 2025-01-19 | 2025-03-24 | -6.42 | 64 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2025-03-24 | 2025-06-11 | -3.33 | 78 |
| 2023-03-17 | 2023-05-28 | -2.19 | 72 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11384216:btcusd:triple_med_gx:lsma140_75 | 11384216:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.52% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 20.57% | 43.77% |
| Worst Month | -8.24% | -37.12% |
| Best Year | 27.73% | 155.54% |
| Worst Year | -0.3% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.7% |
| Avg. Up Week | 5.54% | 8.16% |
| Avg. Down Week | -3.23% | -5.27% |
| Avg. Up Month | 6.73% | 16.42% |
| Avg. Down Month | -4.31% | -12.79% |
| Win Days % | 50.36% | 51.3% |
| Win Month % | 57.69% | 60.98% |
| Win Week % | 47.73% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |