| Metric | 11385495:btcusd:triple_med_gx:lsma140_80 | 11385495:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 59.39% | 147.72% |
| Max Drawdown | -17.39% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.73 | 0.57 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 2.44 | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.91 | 0.99 |
| Outlier Win Ratio | 55.84 | 3.19 |
| Outlier Loss Ratio | 3.93 | 3.01 |
| Volatility (ann.) | 7.49% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.87 | 0.47 |
| Skew | -1.5 | 0.18 |
| Kurtosis | 81.37 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.14% | 2.24% |
| Expected Yearly % | 12.36% | 25.46% |
| Kelly Criterion | 9.55% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11385495:BTCUSD | 11385495:btcusd:triple_med_gx:lsma140_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 6.59 | -0.11 | + |
| 2023 | 155.54 | 3.75 | 0.02 | - |
| 2024 | 121.00 | 20.74 | 0.17 | - |
| 2025 | 17.02 | 19.38 | 1.14 | + |
| Metric | 11385495:btcusd:triple_med_gx:lsma140_80 | 11385495:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.94% | 31.76% |
| 6M | 19.38% | 12.25% |
| YTD | 19.38% | 17.02% |
| 1Y | 35.84% | 57.19% |
| 3Y (ann.) | 16.32% | 55.42% |
| 5Y (ann.) | 15.09% | 31.44% |
| Metric | 11385495:btcusd:triple_med_gx:lsma140_80 | 11385495:BTCUSD |
|---|---|---|
| Max Drawdown | -17.39% | -67.18% |
| Longest DD Days | 501.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.67% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.41 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2024-07-15 | -17.39 | 501 |
| 2022-09-13 | 2023-01-12 | -14.22 | 121 |
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2022-05-31 | 2022-07-06 | -7.39 | 36 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-01-19 | 2025-03-19 | -4.56 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-07-09 | 2022-09-12 | -3.02 | 64 |
| 2024-07-16 | 2024-08-23 | -2.28 | 38 |
| 2025-04-23 | 2025-06-11 | -2.18 | 48 |
| Metric | 11385495:btcusd:triple_med_gx:lsma140_80 | 11385495:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 11.71% | 43.77% |
| Worst Month | -7.54% | -37.12% |
| Best Year | 20.74% | 155.54% |
| Worst Year | 3.75% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 4.96% | 9.24% |
| Avg. Down Week | -3.72% | -4.49% |
| Avg. Up Month | 5.69% | 14.85% |
| Avg. Down Month | -3.01% | -11.82% |
| Win Days % | 50.64% | 51.26% |
| Win Month % | 55.56% | 58.54% |
| Win Week % | 53.49% | 50.28% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 100.0% | 75.0% |