| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.4% | 147.72% |
| Max Drawdown | -14.51% | -67.18% |
| Sharpe | 0.47 | 0.39 |
| Sortino | 0.67 | 0.57 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 64.59 | 3.1 |
| Outlier Loss Ratio | 3.98 | 2.93 |
| Volatility (ann.) | 6.85% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.87 | 0.47 |
| Skew | -1.95 | 0.18 |
| Kurtosis | 102.07 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.24% |
| Expected Yearly % | 10.37% | 25.46% |
| Kelly Criterion | 9.13% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11389790:BTCUSD | 11389790:btcusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 2.91 | -0.05 | + |
| 2023 | 155.54 | 3.32 | 0.02 | - |
| 2024 | 121.00 | 13.71 | 0.11 | - |
| 2025 | 17.02 | 22.75 | 1.34 | + |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.07% | 31.76% |
| 6M | 22.75% | 12.25% |
| YTD | 22.75% | 17.02% |
| 1Y | 26.02% | 57.19% |
| 3Y (ann.) | 12.22% | 55.42% |
| 5Y (ann.) | 12.63% | 31.44% |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Max Drawdown | -14.51% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.29% | -7.67% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 3.34 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2024-02-09 | -14.51 | 345 |
| 2022-09-13 | 2023-03-01 | -14.22 | 168 |
| 2024-07-16 | 2025-01-15 | -11.09 | 183 |
| 2022-05-31 | 2022-07-07 | -8.25 | 37 |
| 2022-03-20 | 2022-05-30 | -7.67 | 71 |
| 2024-05-07 | 2024-07-15 | -5.08 | 68 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-07-09 | 2022-09-12 | -3.02 | 64 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11389790:btcusd:triple_med_gx:lsma140_95 | 11389790:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 12.12% | 43.77% |
| Worst Month | -7.29% | -37.12% |
| Best Year | 22.75% | 155.54% |
| Worst Year | 2.91% | -62.52% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.67% | -0.68% |
| Avg. Up Week | 4.85% | 9.12% |
| Avg. Down Week | -3.4% | -6.36% |
| Avg. Up Month | 5.46% | 16.12% |
| Avg. Down Month | -3.76% | -11.82% |
| Win Days % | 50.1% | 51.26% |
| Win Month % | 56.0% | 58.54% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |