| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 38.38% | 152.93% |
| Max Drawdown | -14.62% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.55 | 0.58 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 3.09 | 1.06 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 2.54 | 0.99 |
| Outlier Win Ratio | 62.88 | 3.1 |
| Outlier Loss Ratio | 3.9 | 3.0 |
| Volatility (ann.) | 6.96% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.7 | 0.48 |
| Skew | -2.16 | 0.18 |
| Kurtosis | 97.28 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.29% |
| Expected Yearly % | 8.46% | 26.11% |
| Kelly Criterion | 6.65% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11386919:BTCUSD | 11386919:btcusd:triple_med_gx:lsma140_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.04 | -0.03 | + |
| 2023 | 155.54 | 2.94 | 0.02 | - |
| 2024 | 121.00 | 20.43 | 0.17 | - |
| 2025 | 17.02 | 9.40 | 0.55 | - |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.86% | 31.76% |
| 6M | 9.4% | 12.25% |
| YTD | 9.4% | 17.02% |
| 1Y | 17.1% | 57.19% |
| 3Y (ann.) | 11.06% | 55.42% |
| 5Y (ann.) | 10.3% | 32.3% |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -4.21% | -7.61% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 2.63 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2024-05-08 | -14.62 | 434 |
| 2022-07-09 | 2023-01-13 | -14.56 | 188 |
| 2024-07-16 | 2025-01-15 | -10.14 | 183 |
| 2022-05-31 | 2022-07-06 | -6.44 | 36 |
| 2025-01-19 | 2025-03-19 | -5.88 | 59 |
| 2022-03-20 | 2022-05-30 | -4.89 | 71 |
| 2024-05-10 | 2024-07-14 | -4.55 | 65 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11386919:btcusd:triple_med_gx:lsma140_85 | 11386919:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.13% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 15.13% | 43.77% |
| Worst Month | -7.65% | -37.12% |
| Best Year | 20.43% | 155.54% |
| Worst Year | 2.04% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 4.94% | 7.23% |
| Avg. Down Week | -3.49% | -5.07% |
| Avg. Up Month | 5.52% | 16.42% |
| Avg. Down Month | -4.42% | -11.82% |
| Win Days % | 50.3% | 51.27% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |