| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 38.18% | 111.49% |
| Max Drawdown | -15.46% | -67.18% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.51 | 0.52 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 41.06 | 3.34 |
| Outlier Loss Ratio | 4.31 | 3.18 |
| Volatility (ann.) | 9.19% | 26.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.7 | 0.4 |
| Skew | 1.95 | 0.16 |
| Kurtosis | 61.26 | 6.24 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 1.99% |
| Expected Yearly % | 8.42% | 20.59% |
| Kelly Criterion | 2.22% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.26% |
| Expected Shortfall (cVaR) | -0.78% | -2.26% |
| Year | 11439553:BTCUSD | 11439553:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.27 | -0.14 | + |
| 2023 | 155.54 | 7.08 | 0.05 | - |
| 2024 | 121.00 | 7.58 | 0.06 | - |
| 2025 | -5.74 | 10.79 | -1.88 | + |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| MTD | 7.72% | 4.38% |
| 3M | 8.83% | -10.75% |
| 6M | 11.33% | 38.92% |
| YTD | 10.79% | -5.74% |
| 1Y | 3.51% | 25.9% |
| 3Y (ann.) | 6.52% | 25.65% |
| 5Y (ann.) | 10.86% | 26.97% |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -67.18% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.84% |
| Avg. Drawdown Days | 55.0 | 35.0 |
| Recovery Factor | 2.47 | 1.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-06 | -15.46 | 271 |
| 2022-04-21 | 2023-03-14 | -13.91 | 327 |
| 2023-05-18 | 2024-01-28 | -10.13 | 254 |
| 2023-03-14 | 2023-05-17 | -5.92 | 64 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-04-18 | -4.34 | 47 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-22 | -2.60 | 24 |
| 2025-03-06 | 2025-03-11 | -1.85 | 4 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11439553:btcusd:triple_med_gx:lsma70_140 | 11439553:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.31% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -13.69% | -37.12% |
| Best Year | 10.79% | 155.54% |
| Worst Year | 7.08% | -60.27% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.02% | 8.28% |
| Avg. Down Week | -1.56% | -3.0% |
| Avg. Up Month | 5.03% | 9.6% |
| Avg. Down Month | -3.28% | -12.1% |
| Win Days % | 47.02% | 51.1% |
| Win Month % | 51.43% | 60.53% |
| Win Week % | 43.84% | 49.1% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |