| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 43.57% | 161.99% |
| Max Drawdown | -25.66% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.51 | 0.59 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 34.95 | 3.53 |
| Outlier Loss Ratio | 4.25 | 3.28 |
| Volatility (ann.) | 10.62% | 26.28% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.44 | 0.5 |
| Skew | 3.58 | 0.18 |
| Kurtosis | 64.93 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.38% |
| Expected Yearly % | 9.46% | 27.22% |
| Kelly Criterion | 1.37% | 11.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.23% |
| Expected Shortfall (cVaR) | -0.91% | -2.23% |
| Year | 11403020:BTCUSD | 11403020:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 27.91 | -0.46 | + |
| 2023 | 155.54 | 16.13 | 0.10 | - |
| 2024 | 121.00 | 0.92 | 0.01 | - |
| 2025 | 16.76 | -4.22 | -0.25 | - |
| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| MTD | 2.78% | 4.16% |
| 3M | 3.11% | 31.46% |
| 6M | -9.45% | 12.77% |
| YTD | -4.22% | 16.76% |
| 1Y | -15.29% | 56.84% |
| 3Y (ann.) | 5.01% | 55.31% |
| 5Y (ann.) | 11.41% | 33.33% |
| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Max Drawdown | -25.66% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 1.7 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -25.66 | 370 |
| 2022-08-13 | 2023-04-26 | -15.97 | 256 |
| 2023-04-26 | 2023-10-16 | -11.74 | 172 |
| 2023-11-11 | 2024-03-25 | -10.28 | 135 |
| 2022-06-21 | 2022-08-10 | -5.90 | 50 |
| 2022-05-16 | 2022-06-18 | -5.11 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| Metric | 11403020:btcusd:triple_med_gx:lsma55_140 | 11403020:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.74% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 13.74% | 43.77% |
| Worst Month | -6.02% | -37.12% |
| Best Year | 27.91% | 155.54% |
| Worst Year | -4.22% | -60.27% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.13% | 8.42% |
| Avg. Down Week | -2.43% | -3.41% |
| Avg. Up Month | 5.85% | 15.91% |
| Avg. Down Month | -3.33% | -8.38% |
| Win Days % | 45.45% | 51.27% |
| Win Month % | 40.0% | 60.98% |
| Win Week % | 44.09% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |