| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.44% | 161.99% |
| Max Drawdown | -31.4% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.18 | 0.59 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 49.0 | 3.22 |
| Outlier Loss Ratio | 4.31 | 3.13 |
| Volatility (ann.) | 8.6% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.08 | 0.5 |
| Skew | 4.37 | 0.18 |
| Kurtosis | 98.76 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.38% |
| Expected Yearly % | 2.05% | 27.22% |
| Kelly Criterion | -2.78% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11402970:BTCUSD | 11402970:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.61 | -0.18 | + |
| 2023 | 155.54 | 14.50 | 0.09 | - |
| 2024 | 121.00 | -17.67 | -0.15 | - |
| 2025 | 16.76 | 3.99 | 0.24 | - |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 2.58% | 31.46% |
| 6M | 4.57% | 12.77% |
| YTD | 3.99% | 16.76% |
| 1Y | -5.57% | 56.84% |
| 3Y (ann.) | -2.63% | 55.31% |
| 5Y (ann.) | 2.45% | 33.33% |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Max Drawdown | -31.4% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.97% |
| Avg. Drawdown Days | 67.0 | 36.0 |
| Recovery Factor | 0.27 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -31.40 | 698 |
| 2022-05-16 | 2023-02-16 | -12.69 | 276 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-04 | 2022-04-18 | -4.33 | 45 |
| 2023-05-26 | 2023-07-13 | -3.33 | 48 |
| 2022-04-20 | 2022-04-25 | -3.08 | 5 |
| 2023-04-11 | 2023-05-03 | -2.66 | 22 |
| 2023-05-04 | 2023-05-23 | -2.53 | 18 |
| 2023-02-16 | 2023-03-13 | -2.28 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11402970:btcusd:triple_med_gx:lsma85_140 | 11402970:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.2% | 35.75% |
| Worst Week | -9.02% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -10.59% | -37.12% |
| Best Year | 14.5% | 155.54% |
| Worst Year | -17.67% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.48% | 5.96% |
| Avg. Down Week | -2.2% | -2.46% |
| Avg. Up Month | 3.65% | 11.31% |
| Avg. Down Month | -4.41% | -10.03% |
| Win Days % | 43.74% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 46.05% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |