| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.64% | 161.99% |
| Max Drawdown | -26.59% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.2 | 0.59 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 41.54 | 3.28 |
| Outlier Loss Ratio | 4.28 | 3.22 |
| Volatility (ann.) | 9.26% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.12 | 0.5 |
| Skew | 2.12 | 0.18 |
| Kurtosis | 66.63 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.38% |
| Expected Yearly % | 2.56% | 27.22% |
| Kelly Criterion | -1.73% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11403075:BTCUSD | 11403075:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.84 | -0.25 | + |
| 2023 | 155.54 | 2.67 | 0.02 | - |
| 2024 | 121.00 | -0.42 | -0.00 | - |
| 2025 | 16.76 | -5.77 | -0.34 | - |
| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | 2.58% | 31.46% |
| 6M | -7.65% | 12.77% |
| YTD | -5.77% | 16.76% |
| 1Y | -19.78% | 56.84% |
| 3Y (ann.) | -0.79% | 55.31% |
| 5Y (ann.) | 3.07% | 33.33% |
| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -67.18% |
| Longest DD Days | 387.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.97% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 0.4 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -26.59 | 356 |
| 2022-06-21 | 2022-11-15 | -13.18 | 146 |
| 2023-03-03 | 2024-03-24 | -12.08 | 387 |
| 2022-11-15 | 2023-02-15 | -7.51 | 92 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-21 | 2022-05-15 | -4.10 | 24 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-04-01 | 2024-06-04 | -3.86 | 64 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11403075:btcusd:triple_med_gx:lsma65_140 | 11403075:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -10.47% | -37.12% |
| Best Year | 14.84% | 155.54% |
| Worst Year | -5.77% | -60.27% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.37% | 7.94% |
| Avg. Down Week | -2.04% | -3.13% |
| Avg. Up Month | 4.65% | 9.73% |
| Avg. Down Month | -4.46% | -9.18% |
| Win Days % | 46.28% | 51.27% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 42.35% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |