| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 185.24% | 160.59% |
| Max Drawdown | -23.5% | -67.18% |
| Sharpe | 0.91 | 0.41 |
| Sortino | 1.62 | 0.59 |
| Payoff Ratio | 1.38 | 1.21 |
| Profit Factor | 1.59 | 1.07 |
| Common Sense Ratio | 3.9 | 1.06 |
| CPC Index | 1.15 | 0.66 |
| Tail Ratio | 2.46 | 0.99 |
| Outlier Win Ratio | 45.72 | 3.36 |
| Outlier Loss Ratio | 3.72 | 3.06 |
| Volatility (ann.) | 9.12% | 26.22% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.57 | 0.5 |
| Skew | 4.09 | 0.19 |
| Kurtosis | 81.82 | 6.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.59% | 2.36% |
| Expected Yearly % | 29.96% | 27.05% |
| Kelly Criterion | 18.56% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11404157:BTCUSD | 11404157:btcusd:triple_med_gx:lsma195_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 20.52 | -0.35 | + |
| 2023 | 155.54 | 21.58 | 0.14 | - |
| 2024 | 121.00 | 66.74 | 0.55 | - |
| 2025 | 11.80 | 16.75 | 1.42 | + |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 20.96% | 26.2% |
| 6M | 16.75% | -1.67% |
| YTD | 16.75% | 11.8% |
| 1Y | 79.36% | 56.98% |
| 3Y (ann.) | 35.86% | 72.09% |
| 5Y (ann.) | 36.97% | 33.31% |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Max Drawdown | -23.5% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -2.28% | -7.19% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 7.88 | 2.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2023-06-20 | -23.50 | 448 |
| 2024-12-05 | 2025-04-11 | -9.27 | 126 |
| 2023-07-14 | 2024-06-03 | -7.75 | 325 |
| 2024-09-14 | 2024-11-06 | -5.71 | 53 |
| 2024-06-10 | 2024-09-06 | -4.69 | 87 |
| 2024-09-06 | 2024-09-09 | -4.61 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-19 | 2025-06-18 | -3.29 | 30 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 11404157:btcusd:triple_med_gx:lsma195_140 | 11404157:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 20.61% | 35.75% |
| Worst Week | -9.74% | -29.64% |
| Best Month | 29.19% | 43.77% |
| Worst Month | -16.48% | -37.12% |
| Best Year | 66.74% | 155.54% |
| Worst Year | 16.75% | -58.73% |
| Avg. Up Day | 1.04% | 1.06% |
| Avg. Down Day | -0.75% | -0.88% |
| Avg. Up Week | 4.92% | 5.84% |
| Avg. Down Week | -2.29% | -7.31% |
| Avg. Up Month | 10.24% | 11.74% |
| Avg. Down Month | -3.69% | -14.03% |
| Win Days % | 52.78% | 51.27% |
| Win Month % | 60.0% | 58.54% |
| Win Week % | 62.0% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |