| Metric | 11387139:btcusd:triple_med_gx:lsma40_90 | 11387139:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -30.78% | 206.05% |
| Max Drawdown | -44.0% | -67.18% |
| Sharpe | -0.19 | 0.44 |
| Sortino | -0.27 | 0.65 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | 0.86 | 1.07 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 35.97 | 3.48 |
| Outlier Loss Ratio | 4.12 | 3.53 |
| Volatility (ann.) | 10.99% | 26.45% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.23 | 0.58 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 48.02 | 6.31 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.87% | 2.7% |
| Expected Yearly % | -8.79% | 32.27% |
| Kelly Criterion | -8.24% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.25% |
| Expected Shortfall (cVaR) | -0.95% | -2.25% |
| Year | 11387139:BTCUSD | 11387139:btcusd:triple_med_gx:lsma40_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -18.17 | 0.34 | + |
| 2023 | 155.54 | 11.42 | 0.07 | - |
| 2024 | 121.00 | -9.58 | -0.08 | - |
| 2025 | 17.02 | -16.04 | -0.94 | - |
| Metric | 11387139:btcusd:triple_med_gx:lsma40_90 | 11387139:BTCUSD |
|---|---|---|
| MTD | -0.02% | 4.4% |
| 3M | -0.2% | 31.76% |
| 6M | -20.29% | 12.25% |
| YTD | -16.04% | 17.02% |
| 1Y | -38.47% | 57.19% |
| 3Y (ann.) | -6.25% | 55.42% |
| 5Y (ann.) | -10.3% | 39.18% |
| Metric | 11387139:btcusd:triple_med_gx:lsma40_90 | 11387139:BTCUSD |
|---|---|---|
| Max Drawdown | -44.0% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -14.33% | -6.21% |
| Avg. Drawdown Days | 202.0 | 29.0 |
| Recovery Factor | -0.7 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -44.00 | 370 |
| 2022-01-26 | 2024-02-27 | -25.18 | 761 |
| 2024-03-13 | 2024-04-08 | -10.72 | 25 |
| 2024-05-30 | 2024-06-05 | -3.19 | 5 |
| 2024-04-08 | 2024-05-30 | -2.69 | 52 |
| 2024-03-12 | 2024-03-13 | -0.18 | 0 |
| Metric | 11387139:btcusd:triple_med_gx:lsma40_90 | 11387139:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.73% | 35.75% |
| Worst Week | -13.32% | -29.64% |
| Best Month | 8.2% | 43.77% |
| Worst Month | -14.5% | -37.12% |
| Best Year | 11.42% | 155.54% |
| Worst Year | -18.17% | -53.69% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.28% | 5.89% |
| Avg. Down Week | -2.65% | -5.03% |
| Avg. Up Month | 3.59% | 14.83% |
| Avg. Down Month | -4.98% | -10.86% |
| Win Days % | 44.15% | 51.27% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 40.0% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |