| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 20.47% | 161.99% |
| Max Drawdown | -21.62% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.87 | 3.04 |
| Outlier Loss Ratio | 3.47 | 3.0 |
| Volatility (ann.) | 7.97% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.26 | 0.5 |
| Skew | 2.51 | 0.18 |
| Kurtosis | 80.24 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.38% |
| Expected Yearly % | 4.77% | 27.22% |
| Kelly Criterion | -0.1% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11395485:BTCUSD | 11395485:btcusd:triple_med_gx:lsma140_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.45 | -0.06 | + |
| 2023 | 155.54 | 21.64 | 0.14 | - |
| 2024 | 121.00 | -2.34 | -0.02 | - |
| 2025 | 16.76 | -1.98 | -0.12 | - |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.69% | 31.46% |
| 6M | -1.98% | 12.77% |
| YTD | -1.98% | 16.76% |
| 1Y | -10.33% | 56.84% |
| 3Y (ann.) | 11.76% | 55.31% |
| 5Y (ann.) | 5.72% | 33.33% |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| Max Drawdown | -21.62% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.97% |
| Avg. Drawdown Days | 76.0 | 36.0 |
| Recovery Factor | 0.95 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -21.62 | 463 |
| 2022-02-19 | 2022-11-10 | -18.78 | 264 |
| 2023-05-18 | 2023-10-23 | -6.27 | 158 |
| 2024-01-09 | 2024-03-04 | -3.54 | 55 |
| 2023-02-02 | 2023-04-22 | -3.49 | 78 |
| 2023-11-11 | 2023-12-20 | -3.01 | 39 |
| 2023-04-23 | 2023-05-17 | -2.48 | 24 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-12-20 | 2024-01-08 | -2.06 | 18 |
| 2022-12-20 | 2023-02-01 | -0.70 | 43 |
| Metric | 11395485:btcusd:triple_med_gx:lsma140_115 | 11395485:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.59% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -6.8% | -29.64% |
| Best Month | 14.72% | 43.77% |
| Worst Month | -7.32% | -37.12% |
| Best Year | 21.64% | 155.54% |
| Worst Year | -2.34% | -60.27% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.85% | -0.98% |
| Avg. Up Week | 3.43% | 5.6% |
| Avg. Down Week | -2.29% | -5.68% |
| Avg. Up Month | 3.67% | 9.44% |
| Avg. Down Month | -2.53% | -12.46% |
| Win Days % | 46.17% | 51.27% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 46.67% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |