| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 13.7% | 161.99% |
| Max Drawdown | -19.17% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.25 | 0.59 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 45.58 | 3.25 |
| Outlier Loss Ratio | 4.39 | 3.15 |
| Volatility (ann.) | 8.85% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.5 |
| Skew | 4.43 | 0.18 |
| Kurtosis | 94.97 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.38% |
| Expected Yearly % | 3.26% | 27.22% |
| Kelly Criterion | -1.04% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11403024:BTCUSD | 11403024:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.37 | -0.11 | + |
| 2023 | 155.54 | 8.97 | 0.06 | - |
| 2024 | 121.00 | -3.38 | -0.03 | - |
| 2025 | 16.76 | 1.52 | 0.09 | - |
| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| MTD | 0.27% | 4.16% |
| 3M | 5.69% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 1.52% | 16.76% |
| 1Y | -9.64% | 56.84% |
| 3Y (ann.) | -1.42% | 55.31% |
| 5Y (ann.) | 3.91% | 33.33% |
| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Max Drawdown | -19.17% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.97% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 0.71 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -19.17 | 436 |
| 2022-06-21 | 2023-03-13 | -14.77 | 264 |
| 2023-11-11 | 2024-03-25 | -11.15 | 135 |
| 2023-04-11 | 2023-08-29 | -6.93 | 139 |
| 2022-05-16 | 2022-06-21 | -5.71 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11403024:btcusd:triple_med_gx:lsma70_140 | 11403024:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 11.74% | 35.75% |
| Worst Week | -5.42% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 8.97% | 155.54% |
| Worst Year | -3.38% | -60.27% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.05% | 9.05% |
| Avg. Down Week | -1.78% | -2.94% |
| Avg. Up Month | 3.5% | 14.08% |
| Avg. Down Month | -3.99% | -9.18% |
| Win Days % | 45.32% | 51.27% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 42.35% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |