| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 21.36% | 161.99% |
| Max Drawdown | -21.84% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.16 | 1.03 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 66.62 | 3.03 |
| Outlier Loss Ratio | 3.34 | 3.0 |
| Volatility (ann.) | 7.84% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.27 | 0.5 |
| Skew | 2.75 | 0.18 |
| Kurtosis | 94.7 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.38% |
| Expected Yearly % | 4.96% | 27.22% |
| Kelly Criterion | 1.09% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11397159:BTCUSD | 11397159:btcusd:triple_med_gx:lsma140_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.63 | -0.24 | + |
| 2023 | 155.54 | 7.45 | 0.05 | - |
| 2024 | 121.00 | 5.23 | 0.04 | - |
| 2025 | 16.76 | -6.37 | -0.38 | - |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.53% | 31.46% |
| 6M | -6.37% | 12.77% |
| YTD | -6.37% | 16.76% |
| 1Y | -13.45% | 56.84% |
| 3Y (ann.) | 4.67% | 55.31% |
| 5Y (ann.) | 5.95% | 33.33% |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Max Drawdown | -21.84% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.97% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 0.98 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -21.84 | 376 |
| 2022-09-27 | 2023-10-23 | -10.36 | 391 |
| 2022-05-10 | 2022-07-18 | -7.34 | 69 |
| 2022-02-20 | 2022-03-22 | -6.82 | 30 |
| 2022-07-30 | 2022-09-27 | -6.72 | 58 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-04-15 | 2024-05-15 | -5.36 | 30 |
| 2023-12-20 | 2024-03-04 | -3.80 | 74 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-07-19 | 2022-07-30 | -2.27 | 11 |
| Metric | 11397159:btcusd:triple_med_gx:lsma140_120 | 11397159:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.99% | 35.75% |
| Worst Week | -5.52% | -29.64% |
| Best Month | 14.44% | 43.77% |
| Worst Month | -5.69% | -37.12% |
| Best Year | 14.63% | 155.54% |
| Worst Year | -6.37% | -60.27% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.88% | -1.01% |
| Avg. Up Week | 3.79% | 8.12% |
| Avg. Down Week | -1.73% | -4.41% |
| Avg. Up Month | 4.2% | 11.75% |
| Avg. Down Month | -2.88% | -11.23% |
| Win Days % | 46.84% | 51.27% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 38.98% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |