| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 40.46% | 152.93% |
| Max Drawdown | -14.56% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.57 | 0.58 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | inf | 1.06 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 63.58 | 3.06 |
| Outlier Loss Ratio | 3.9 | 2.98 |
| Volatility (ann.) | 6.92% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.74 | 0.48 |
| Skew | -2.08 | 0.18 |
| Kurtosis | 100.12 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.29% |
| Expected Yearly % | 8.86% | 26.11% |
| Kelly Criterion | 7.78% | 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 | 11388355:BTCUSD | 11388355:btcusd:triple_med_gx:lsma140_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.95 | -0.08 | + |
| 2023 | 155.54 | 3.15 | 0.02 | - |
| 2024 | 121.00 | 19.89 | 0.16 | - |
| 2025 | 17.02 | 8.22 | 0.48 | - |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.73% | 31.76% |
| 6M | 8.22% | 12.25% |
| YTD | 8.22% | 17.02% |
| 1Y | 14.92% | 57.19% |
| 3Y (ann.) | 9.83% | 55.42% |
| 5Y (ann.) | 10.79% | 32.3% |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355:BTCUSD |
|---|---|---|
| Max Drawdown | -14.56% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.61% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 2.78 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-11 | -14.56 | 581 |
| 2024-07-16 | 2024-10-29 | -9.70 | 105 |
| 2025-01-19 | 2025-03-24 | -6.89 | 64 |
| 2022-05-31 | 2022-07-06 | -6.44 | 36 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-03-20 | 2022-05-29 | -2.80 | 70 |
| 2024-05-08 | 2024-05-09 | -2.51 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2025-03-24 | 2025-06-11 | -1.44 | 78 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11388355:btcusd:triple_med_gx:lsma140_90 | 11388355: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 | -7.52% | -37.12% |
| Best Year | 19.89% | 155.54% |
| Worst Year | 3.15% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.11% | 7.94% |
| Avg. Down Week | -3.19% | -5.07% |
| Avg. Up Month | 4.99% | 15.51% |
| Avg. Down Month | -3.75% | -12.45% |
| Win Days % | 50.52% | 51.27% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 46.15% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |