| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 36.02% | 154.28% |
| Max Drawdown | -16.66% | -67.18% |
| Sharpe | 0.33 | 0.4 |
| Sortino | 0.56 | 0.58 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.55 | 3.1 |
| Outlier Loss Ratio | 3.36 | 2.98 |
| Volatility (ann.) | 7.86% | 26.25% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.58 | 0.48 |
| Skew | 4.75 | 0.18 |
| Kurtosis | 112.82 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.3% |
| Expected Yearly % | 7.99% | 26.28% |
| Kelly Criterion | 4.23% | 11.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11404207:BTCUSD | 11404207:btcusd:triple_med_gx:lsma165_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 12.85 | -0.21 | + |
| 2023 | 155.54 | -1.33 | -0.01 | - |
| 2024 | 121.00 | 27.71 | 0.23 | - |
| 2025 | 16.76 | -4.35 | -0.26 | - |
| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.13% | 31.46% |
| 6M | -4.35% | 12.77% |
| YTD | -4.35% | 16.76% |
| 1Y | 5.68% | 56.84% |
| 3Y (ann.) | 5.04% | 55.31% |
| 5Y (ann.) | 9.67% | 32.33% |
| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -67.18% |
| Longest DD Days | 738.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.12% |
| Avg. Drawdown Days | 78.0 | 37.0 |
| Recovery Factor | 2.16 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2024-05-20 | -16.66 | 738 |
| 2024-11-13 | 2025-06-11 | -10.43 | 209 |
| 2024-08-07 | 2024-11-11 | -8.81 | 96 |
| 2022-03-29 | 2022-05-13 | -6.87 | 44 |
| 2024-06-05 | 2024-08-07 | -2.69 | 62 |
| 2024-05-21 | 2024-06-04 | -2.59 | 14 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-28 | 2022-03-29 | -0.84 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11404207:btcusd:triple_med_gx:lsma165_140 | 11404207:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.58% | 35.75% |
| Worst Week | -9.63% | -29.64% |
| Best Month | 18.84% | 43.77% |
| Worst Month | -9.63% | -37.12% |
| Best Year | 27.71% | 155.54% |
| Worst Year | -4.35% | -61.44% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 3.35% | 7.79% |
| Avg. Down Week | -2.37% | -4.76% |
| Avg. Up Month | 4.53% | 13.11% |
| Avg. Down Month | -2.32% | -11.92% |
| Win Days % | 45.43% | 51.27% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 58.33% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |