| Metric | 11386954:btcusd:triple_med_gx:lsma140_85 | 11386954:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 56.85% | 172.77% |
| Max Drawdown | -15.27% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.8 | 0.65 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 61.53 | 3.1 |
| Outlier Loss Ratio | 3.96 | 3.0 |
| Volatility (ann.) | 6.96% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.95 | 0.53 |
| Skew | -1.18 | 0.19 |
| Kurtosis | 96.81 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.48% |
| Expected Yearly % | 11.91% | 28.51% |
| Kelly Criterion | 10.02% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11386954:BTCUSD | 11386954:btcusd:triple_med_gx:lsma140_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 2.04 | -0.03 | + |
| 2023 | 155.54 | 11.42 | 0.07 | - |
| 2024 | 121.00 | 28.33 | 0.23 | - |
| 2025 | 17.02 | 7.50 | 0.44 | - |
| Metric | 11386954:btcusd:triple_med_gx:lsma140_85 | 11386954:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.11% | 31.76% |
| 6M | 7.5% | 12.25% |
| YTD | 7.5% | 17.02% |
| 1Y | 19.23% | 57.19% |
| 3Y (ann.) | 15.44% | 55.42% |
| 5Y (ann.) | 14.57% | 35.42% |
| Metric | 11386954:btcusd:triple_med_gx:lsma140_85 | 11386954:BTCUSD |
|---|---|---|
| Max Drawdown | -15.27% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -3.28% | -7.19% |
| Avg. Drawdown Days | 41.0 | 37.0 |
| Recovery Factor | 3.72 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -15.27 | 188 |
| 2023-03-01 | 2024-02-09 | -11.39 | 344 |
| 2024-08-26 | 2024-10-29 | -8.89 | 64 |
| 2022-05-31 | 2022-07-07 | -7.37 | 36 |
| 2025-01-19 | 2025-03-19 | -4.93 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-06-11 | -3.33 | 78 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11386954:btcusd:triple_med_gx:lsma140_85 | 11386954:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 19.86% | 43.77% |
| Worst Month | -8.85% | -37.12% |
| Best Year | 28.33% | 155.54% |
| Worst Year | 2.04% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 4.71% | 7.29% |
| Avg. Down Week | -3.58% | -5.16% |
| Avg. Up Month | 6.48% | 16.42% |
| Avg. Down Month | -5.33% | -12.79% |
| Win Days % | 51.03% | 51.3% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 57.89% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |