| Metric | 11403615:btcusd:triple_med_gx:lsma280_140 | 11403615:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 25.1% | 181.37% |
| Max Drawdown | -26.87% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.31 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.16 | 1.02 |
| Outlier Win Ratio | 38.37 | 3.41 |
| Outlier Loss Ratio | 3.79 | 3.37 |
| Volatility (ann.) | 10.6% | 25.8% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.27 | 0.56 |
| Skew | 0.37 | 0.16 |
| Kurtosis | 69.58 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.62% |
| Expected Yearly % | 5.76% | 29.52% |
| Kelly Criterion | 3.01% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.19% |
| Expected Shortfall (cVaR) | -0.91% | -2.19% |
| Year | 11403615:BTCUSD | 11403615:btcusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -21.77 | 0.38 | + |
| 2023 | 155.54 | 39.46 | 0.25 | - |
| 2024 | 121.00 | 11.41 | 0.09 | - |
| 2025 | 16.76 | 2.92 | 0.17 | - |
| Metric | 11403615:btcusd:triple_med_gx:lsma280_140 | 11403615:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.74% | 31.46% |
| 6M | 2.92% | 12.77% |
| YTD | 2.92% | 16.76% |
| 1Y | -4.33% | 56.84% |
| 3Y (ann.) | 8.34% | 55.31% |
| 5Y (ann.) | 7.13% | 37.45% |
| Metric | 11403615:btcusd:triple_med_gx:lsma280_140 | 11403615:BTCUSD |
|---|---|---|
| Max Drawdown | -26.87% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -7.56% | -5.8% |
| Avg. Drawdown Days | 128.0 | 31.0 |
| Recovery Factor | 0.93 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-19 | -26.87 | 560 |
| 2024-03-18 | 2025-06-11 | -26.23 | 450 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2024-02-29 | 2024-03-17 | -3.13 | 16 |
| 2023-10-20 | 2023-11-07 | -1.47 | 18 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| 2023-11-08 | 2023-11-08 | -0.40 | 0 |
| 2024-03-17 | 2024-03-18 | -0.20 | 0 |
| Metric | 11403615:btcusd:triple_med_gx:lsma280_140 | 11403615:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.37% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 18.18% | 43.77% |
| Worst Month | -14.75% | -37.12% |
| Best Year | 39.46% | 155.54% |
| Worst Year | -21.77% | -57.33% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 5.16% | 6.12% |
| Avg. Down Week | -3.79% | -6.6% |
| Avg. Up Month | 7.6% | 19.53% |
| Avg. Down Month | -4.46% | -12.03% |
| Win Days % | 50.0% | 51.26% |
| Win Month % | 44.0% | 60.0% |
| Win Week % | 52.83% | 51.45% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 75.0% | 75.0% |