| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 26.55% | 161.99% |
| Max Drawdown | -20.8% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.37 | 0.59 |
| Payoff Ratio | 1.22 | 1.11 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.06 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.05 | 0.99 |
| Outlier Win Ratio | 53.98 | 3.37 |
| Outlier Loss Ratio | 3.49 | 3.11 |
| Volatility (ann.) | 8.9% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.35 | 0.5 |
| Skew | 1.57 | 0.18 |
| Kurtosis | 63.74 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.38% |
| Expected Yearly % | 6.06% | 27.22% |
| Kelly Criterion | 1.86% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11393847:BTCUSD | 11393847:btcusd:triple_med_gx:lsma140_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.49 | 0.09 | + |
| 2023 | 155.54 | 30.82 | 0.20 | - |
| 2024 | 121.00 | -3.07 | -0.03 | - |
| 2025 | 16.76 | 5.59 | 0.33 | - |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.5% | 31.46% |
| 6M | 5.59% | 12.77% |
| YTD | 5.59% | 16.76% |
| 1Y | -4.3% | 56.84% |
| 3Y (ann.) | 14.61% | 55.31% |
| 5Y (ann.) | 7.29% | 33.33% |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Max Drawdown | -20.8% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.97% |
| Avg. Drawdown Days | 89.0 | 36.0 |
| Recovery Factor | 1.28 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-07-28 | -20.80 | 172 |
| 2024-03-05 | 2025-06-11 | -19.58 | 463 |
| 2022-07-30 | 2023-10-23 | -13.78 | 450 |
| 2024-01-09 | 2024-03-04 | -10.30 | 55 |
| 2023-12-19 | 2024-01-06 | -2.62 | 18 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.08% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -11.14% | -29.64% |
| Best Month | 21.47% | 43.77% |
| Worst Month | -11.14% | -37.12% |
| Best Year | 30.82% | 155.54% |
| Worst Year | -5.49% | -60.27% |
| Avg. Up Day | 1.03% | 1.04% |
| Avg. Down Day | -0.84% | -0.94% |
| Avg. Up Week | 4.1% | 7.06% |
| Avg. Down Week | -2.66% | -6.72% |
| Avg. Up Month | 5.94% | 17.2% |
| Avg. Down Month | -4.0% | -10.93% |
| Win Days % | 46.1% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 50.79% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |