| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 46.32% | 172.16% |
| Max Drawdown | -15.64% | -67.18% |
| Sharpe | 0.4 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 63.67 | 3.13 |
| Outlier Loss Ratio | 3.53 | 2.86 |
| Volatility (ann.) | 7.95% | 26.26% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.78 | 0.53 |
| Skew | 3.17 | 0.19 |
| Kurtosis | 119.6 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.47% |
| Expected Yearly % | 9.98% | 28.44% |
| Kelly Criterion | 8.0% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11403710:BTCUSD | 11403710:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.94 | 0.02 | + |
| 2023 | 155.54 | 12.12 | 0.08 | - |
| 2024 | 121.00 | 19.28 | 0.16 | - |
| 2025 | 16.76 | 10.46 | 0.62 | - |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.52% | 31.46% |
| 6M | 10.46% | 12.77% |
| YTD | 10.46% | 16.76% |
| 1Y | 9.84% | 56.84% |
| 3Y (ann.) | 13.32% | 55.31% |
| 5Y (ann.) | 12.18% | 35.29% |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.59% | -7.19% |
| Avg. Drawdown Days | 71.0 | 37.0 |
| Recovery Factor | 2.96 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-04-08 | -15.64 | 304 |
| 2022-04-08 | 2023-11-09 | -14.03 | 579 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| 2024-02-29 | 2024-06-05 | -4.67 | 96 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2023-12-19 | 2024-02-26 | -2.62 | 69 |
| 2025-05-11 | 2025-05-18 | -2.32 | 7 |
| 2025-05-21 | 2025-06-11 | -1.34 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11403710:btcusd:triple_med_gx:lsma195_140 | 11403710:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 19.59% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 19.28% | 155.54% |
| Worst Year | -0.94% | -58.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 4.17% | 6.68% |
| Avg. Down Week | -2.38% | -5.91% |
| Avg. Up Month | 5.57% | 16.0% |
| Avg. Down Month | -4.11% | -16.24% |
| Win Days % | 50.33% | 51.29% |
| Win Month % | 64.0% | 60.98% |
| Win Week % | 52.27% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |