| Metric | 11403073:btcusd:triple_med_gx:lsma55_140 | 11403073:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 22.21% | 161.99% |
| Max Drawdown | -33.18% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 35.31 | 3.43 |
| Outlier Loss Ratio | 4.36 | 3.3 |
| Volatility (ann.) | 10.28% | 26.28% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.19 | 0.5 |
| Skew | 3.25 | 0.18 |
| Kurtosis | 60.18 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.38% |
| Expected Yearly % | 5.14% | 27.22% |
| Kelly Criterion | -0.66% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.23% |
| Expected Shortfall (cVaR) | -0.88% | -2.23% |
| Year | 11403073:BTCUSD | 11403073:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.86 | -0.30 | + |
| 2023 | 155.54 | 18.17 | 0.12 | - |
| 2024 | 121.00 | -2.69 | -0.02 | - |
| 2025 | 16.76 | -9.83 | -0.59 | - |
| Metric | 11403073:btcusd:triple_med_gx:lsma55_140 | 11403073:BTCUSD |
|---|---|---|
| MTD | 3.53% | 4.16% |
| 3M | 2.53% | 31.46% |
| 6M | -15.19% | 12.77% |
| YTD | -9.83% | 16.76% |
| 1Y | -25.82% | 56.84% |
| 3Y (ann.) | 1.36% | 55.31% |
| 5Y (ann.) | 6.18% | 33.33% |
| Metric | 11403073:btcusd:triple_med_gx:lsma55_140 | 11403073:BTCUSD |
|---|---|---|
| Max Drawdown | -33.18% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 0.67 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -33.18 | 370 |
| 2022-11-15 | 2023-03-14 | -13.69 | 118 |
| 2022-08-11 | 2022-11-15 | -12.05 | 95 |
| 2023-04-26 | 2023-11-09 | -11.55 | 196 |
| 2024-01-02 | 2024-02-27 | -7.57 | 55 |
| 2023-11-11 | 2024-01-02 | -7.56 | 52 |
| 2022-06-21 | 2022-08-11 | -6.17 | 50 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| Metric | 11403073:btcusd:triple_med_gx:lsma55_140 | 11403073:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -6.95% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -9.2% | -37.12% |
| Best Year | 18.17% | 155.54% |
| Worst Year | -9.83% | -60.27% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 3.13% | 7.29% |
| Avg. Down Week | -2.4% | -3.21% |
| Avg. Up Month | 4.57% | 12.89% |
| Avg. Down Month | -4.91% | -8.38% |
| Win Days % | 44.93% | 51.27% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 48.96% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |