| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 69.91% | 172.77% |
| Max Drawdown | -15.48% | -67.18% |
| Sharpe | 0.6 | 0.42 |
| Sortino | 0.9 | 0.61 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | 4.3 | 1.07 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 3.21 | 1.0 |
| Outlier Win Ratio | 57.17 | 3.15 |
| Outlier Loss Ratio | 4.01 | 3.02 |
| Volatility (ann.) | 7.12% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.12 | 0.53 |
| Skew | -0.58 | 0.19 |
| Kurtosis | 84.92 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.48% |
| Expected Yearly % | 14.17% | 28.51% |
| Kelly Criterion | 10.72% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11385565:BTCUSD | 11385565:btcusd:triple_med_gx:lsma140_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.01 | 0.02 | + |
| 2023 | 155.54 | 16.20 | 0.10 | - |
| 2024 | 121.00 | 33.96 | 0.28 | - |
| 2025 | 17.02 | 10.26 | 0.60 | - |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.99% | 31.76% |
| 6M | 10.26% | 12.25% |
| YTD | 10.26% | 17.02% |
| 1Y | 31.22% | 57.19% |
| 3Y (ann.) | 19.22% | 55.42% |
| 5Y (ann.) | 17.37% | 35.42% |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Max Drawdown | -15.48% | -67.18% |
| Longest DD Days | 254.0 | 683.0 |
| Avg. Drawdown | -2.82% | -7.19% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 4.52 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -15.48 | 188 |
| 2023-05-30 | 2024-02-09 | -9.55 | 254 |
| 2024-08-26 | 2024-09-19 | -8.76 | 24 |
| 2022-05-31 | 2022-07-07 | -8.60 | 36 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-01-19 | 2025-03-19 | -4.12 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2023-03-01 | 2023-05-28 | -3.53 | 88 |
| 2025-03-24 | 2025-06-11 | -3.33 | 78 |
| Metric | 11385565:btcusd:triple_med_gx:lsma140_80 | 11385565:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 20.37% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 33.96% | 155.54% |
| Worst Year | -1.01% | -58.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 4.98% | 7.37% |
| Avg. Down Week | -2.95% | -4.79% |
| Avg. Up Month | 7.16% | 16.42% |
| Avg. Down Month | -5.14% | -12.79% |
| Win Days % | 51.06% | 51.3% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 56.1% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |