| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.84% | 161.99% |
| Max Drawdown | -26.15% | -67.18% |
| Sharpe | 0.17 | 0.41 |
| Sortino | 0.26 | 0.59 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.33 | 3.02 |
| Outlier Loss Ratio | 3.4 | 2.94 |
| Volatility (ann.) | 7.95% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.16 | 0.5 |
| Skew | 1.51 | 0.18 |
| Kurtosis | 82.51 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.38% |
| Expected Yearly % | 3.52% | 27.22% |
| Kelly Criterion | 0.84% | 9.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11395374:BTCUSD | 11395374:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.32 | 0.19 | + |
| 2023 | 155.54 | 23.04 | 0.15 | - |
| 2024 | 121.00 | 6.69 | 0.06 | - |
| 2025 | 16.76 | -1.35 | -0.08 | - |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.72% | 31.46% |
| 6M | -1.35% | 12.77% |
| YTD | -1.35% | 16.76% |
| 1Y | -15.88% | 56.84% |
| 3Y (ann.) | 13.03% | 55.31% |
| 5Y (ann.) | 4.22% | 33.33% |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Max Drawdown | -26.15% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -6.38% | -6.97% |
| Avg. Drawdown Days | 133.0 | 36.0 |
| Recovery Factor | 0.57 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -26.15 | 625 |
| 2024-03-05 | 2025-06-11 | -20.62 | 463 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-02-28 | -3.13 | 50 |
| 2023-12-19 | 2024-01-08 | -2.97 | 20 |
| 2023-11-09 | 2023-12-18 | -0.55 | 39 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-11-07 | 2023-11-07 | -0.18 | 0 |
| Metric | 11395374:btcusd:triple_med_gx:lsma140_115 | 11395374:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -15.48% | -29.64% |
| Best Month | 17.57% | 43.77% |
| Worst Month | -15.48% | -37.12% |
| Best Year | 23.04% | 155.54% |
| Worst Year | -11.32% | -60.27% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 4.33% | 7.64% |
| Avg. Down Week | -2.88% | -6.09% |
| Avg. Up Month | 5.29% | 14.35% |
| Avg. Down Month | -3.87% | -13.31% |
| Win Days % | 45.01% | 51.27% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 45.45% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |