| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 60.33% | 147.72% |
| Max Drawdown | -14.22% | -67.18% |
| Sharpe | 0.53 | 0.39 |
| Sortino | 0.78 | 0.57 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 2.8 | 1.06 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 2.15 | 0.99 |
| Outlier Win Ratio | 58.43 | 3.16 |
| Outlier Loss Ratio | 4.07 | 2.99 |
| Volatility (ann.) | 7.13% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.07 | 0.47 |
| Skew | -1.53 | 0.18 |
| Kurtosis | 89.19 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.24% |
| Expected Yearly % | 12.53% | 25.46% |
| Kelly Criterion | 10.24% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11386885:BTCUSD | 11386885:btcusd:triple_med_gx:lsma140_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.10 | -0.15 | + |
| 2023 | 155.54 | 5.70 | 0.04 | - |
| 2024 | 121.00 | 13.67 | 0.11 | - |
| 2025 | 17.02 | 22.31 | 1.31 | + |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.26% | 31.76% |
| 6M | 22.31% | 12.25% |
| YTD | 22.31% | 17.02% |
| 1Y | 29.47% | 57.19% |
| 3Y (ann.) | 16.17% | 55.42% |
| 5Y (ann.) | 15.29% | 31.44% |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Max Drawdown | -14.22% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.67% |
| Avg. Drawdown Days | 39.0 | 38.0 |
| Recovery Factor | 4.24 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.22 | 121 |
| 2023-03-01 | 2024-02-09 | -11.68 | 345 |
| 2024-07-16 | 2025-01-15 | -9.34 | 183 |
| 2022-05-31 | 2022-07-06 | -6.44 | 36 |
| 2024-05-07 | 2024-07-15 | -5.08 | 68 |
| 2022-03-20 | 2022-05-30 | -4.63 | 71 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-07-09 | 2022-09-12 | -3.02 | 64 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11386885:btcusd:triple_med_gx:lsma140_85 | 11386885:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.29% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 11.71% | 43.77% |
| Worst Month | -7.21% | -37.12% |
| Best Year | 22.31% | 155.54% |
| Worst Year | 5.7% | -62.52% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 4.39% | 9.04% |
| Avg. Down Week | -3.05% | -4.74% |
| Avg. Up Month | 4.84% | 16.8% |
| Avg. Down Month | -3.62% | -11.82% |
| Win Days % | 50.38% | 51.26% |
| Win Month % | 59.26% | 58.54% |
| Win Week % | 54.76% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |