| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 30.67% | 172.16% |
| Max Drawdown | -17.62% | -67.18% |
| Sharpe | 0.36 | 0.42 |
| Sortino | 0.51 | 0.61 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 79.83 | 2.97 |
| Outlier Loss Ratio | 3.66 | 2.83 |
| Volatility (ann.) | 6.18% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.48 | 0.53 |
| Skew | -2.38 | 0.19 |
| Kurtosis | 137.67 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.47% |
| Expected Yearly % | 6.92% | 28.44% |
| Kelly Criterion | 6.48% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11392920:BTCUSD | 11392920:btcusd:triple_med_gx:lsma140_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -10.53 | 0.18 | + |
| 2023 | 155.54 | 17.35 | 0.11 | - |
| 2024 | 121.00 | 19.00 | 0.16 | - |
| 2025 | 16.76 | 4.58 | 0.27 | - |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 4.58% | 12.77% |
| YTD | 4.58% | 16.76% |
| 1Y | 8.37% | 56.84% |
| 3Y (ann.) | 9.89% | 55.31% |
| 5Y (ann.) | 8.41% | 35.29% |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Max Drawdown | -17.62% | -67.18% |
| Longest DD Days | 253.0 | 683.0 |
| Avg. Drawdown | -3.36% | -7.19% |
| Avg. Drawdown Days | 48.0 | 37.0 |
| Recovery Factor | 1.74 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -17.62 | 188 |
| 2023-05-30 | 2024-02-07 | -9.21 | 253 |
| 2024-08-26 | 2024-10-29 | -8.37 | 64 |
| 2022-05-31 | 2022-07-09 | -7.37 | 38 |
| 2025-01-19 | 2025-03-24 | -4.91 | 64 |
| 2024-05-10 | 2024-07-15 | -4.55 | 66 |
| 2022-03-20 | 2022-05-30 | -2.97 | 71 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| Metric | 11392920:btcusd:triple_med_gx:lsma140_105 | 11392920:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.12% | 35.75% |
| Worst Week | -11.77% | -29.64% |
| Best Month | 19.11% | 43.77% |
| Worst Month | -11.38% | -37.12% |
| Best Year | 19.0% | 155.54% |
| Worst Year | -10.53% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 4.43% | 8.92% |
| Avg. Down Week | -3.28% | -5.49% |
| Avg. Up Month | 4.92% | 15.51% |
| Avg. Down Month | -4.95% | -11.82% |
| Win Days % | 50.4% | 51.29% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 51.43% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |