| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.55% | 172.77% |
| Max Drawdown | -15.33% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.66 | 0.61 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 66.4 | 3.04 |
| Outlier Loss Ratio | 3.85 | 2.98 |
| Volatility (ann.) | 6.7% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.78 | 0.53 |
| Skew | -1.69 | 0.19 |
| Kurtosis | 107.52 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.48% |
| Expected Yearly % | 9.84% | 28.51% |
| Kelly Criterion | 8.35% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11389859:BTCUSD | 11389859:btcusd:triple_med_gx:lsma140_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -3.11 | 0.05 | + |
| 2023 | 155.54 | 15.51 | 0.10 | - |
| 2024 | 121.00 | 19.43 | 0.16 | - |
| 2025 | 17.02 | 8.89 | 0.52 | - |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.45% | 31.76% |
| 6M | 8.89% | 12.25% |
| YTD | 8.89% | 17.02% |
| 1Y | 14.49% | 57.19% |
| 3Y (ann.) | 12.04% | 55.42% |
| 5Y (ann.) | 12.01% | 35.42% |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -67.18% |
| Longest DD Days | 253.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.19% |
| Avg. Drawdown Days | 45.0 | 37.0 |
| Recovery Factor | 2.97 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -15.33 | 227 |
| 2023-05-30 | 2024-02-08 | -11.30 | 253 |
| 2024-08-25 | 2024-10-29 | -8.96 | 65 |
| 2024-05-10 | 2024-07-15 | -4.55 | 66 |
| 2025-01-19 | 2025-03-19 | -3.61 | 59 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-03-20 | 2022-05-30 | -2.97 | 71 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11389859:btcusd:triple_med_gx:lsma140_95 | 11389859: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 | 19.43% | 155.54% |
| Worst Year | -3.11% | -58.73% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.18% | 8.13% |
| Avg. Down Week | -3.25% | -5.49% |
| Avg. Up Month | 4.99% | 15.51% |
| Avg. Down Month | -4.69% | -11.82% |
| Win Days % | 51.35% | 51.3% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 55.26% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |