| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -4.9% | 161.99% |
| Max Drawdown | -29.09% | -67.18% |
| Sharpe | -0.01 | 0.41 |
| Sortino | -0.01 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.59 | 1.06 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 0.59 | 0.99 |
| Outlier Win Ratio | 55.55 | 3.15 |
| Outlier Loss Ratio | 4.16 | 3.09 |
| Volatility (ann.) | 7.87% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.05 | 0.5 |
| Skew | 1.9 | 0.18 |
| Kurtosis | 95.24 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.38% |
| Expected Yearly % | -1.25% | 27.22% |
| Kelly Criterion | -4.83% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11403079:BTCUSD | 11403079:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.90 | -0.16 | + |
| 2023 | 155.54 | 7.54 | 0.05 | - |
| 2024 | 121.00 | -16.90 | -0.14 | - |
| 2025 | 16.76 | -3.18 | -0.19 | - |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| MTD | 2.85% | 4.16% |
| 3M | 1.55% | 31.46% |
| 6M | -0.89% | 12.77% |
| YTD | -3.18% | 16.76% |
| 1Y | -14.24% | 56.84% |
| 3Y (ann.) | -4.11% | 55.31% |
| 5Y (ann.) | -1.49% | 33.33% |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Max Drawdown | -29.09% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.97% |
| Avg. Drawdown Days | 68.0 | 36.0 |
| Recovery Factor | -0.17 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-10 | 2025-06-11 | -29.09 | 578 |
| 2022-04-21 | 2023-04-11 | -12.84 | 354 |
| 2023-07-14 | 2023-08-29 | -5.87 | 46 |
| 2022-03-06 | 2022-04-19 | -5.31 | 44 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-05-06 | 2023-05-26 | -3.29 | 20 |
| 2023-04-11 | 2023-05-02 | -2.26 | 21 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| Metric | 11403079:btcusd:triple_med_gx:lsma85_140 | 11403079:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -7.79% | -37.12% |
| Best Year | 9.9% | 155.54% |
| Worst Year | -16.9% | -60.27% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 1.92% | 7.42% |
| Avg. Down Week | -1.98% | -2.96% |
| Avg. Up Month | 2.67% | 8.81% |
| Avg. Down Month | -2.97% | -10.39% |
| Win Days % | 45.52% | 51.27% |
| Win Month % | 40.54% | 60.98% |
| Win Week % | 39.73% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |