| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 0.3% | 161.99% |
| Max Drawdown | -26.19% | -67.18% |
| Sharpe | 0.05 | 0.41 |
| Sortino | 0.08 | 0.59 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 38.21 | 3.36 |
| Outlier Loss Ratio | 4.09 | 3.31 |
| Volatility (ann.) | 9.97% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.0 | 0.5 |
| Skew | 1.38 | 0.18 |
| Kurtosis | 55.59 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.38% |
| Expected Yearly % | 0.08% | 27.22% |
| Kelly Criterion | -2.47% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11403130:BTCUSD | 11403130:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.35 | 0.04 | + |
| 2023 | 155.54 | 0.60 | 0.00 | - |
| 2024 | 121.00 | 8.52 | 0.07 | - |
| 2025 | 16.76 | -5.91 | -0.35 | - |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| MTD | 4.92% | 4.16% |
| 3M | 5.59% | 31.46% |
| 6M | -6.52% | 12.77% |
| YTD | -5.91% | 16.76% |
| 1Y | -11.31% | 56.84% |
| 3Y (ann.) | -2.28% | 55.31% |
| 5Y (ann.) | 0.09% | 33.33% |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Max Drawdown | -26.19% | -67.18% |
| Longest DD Days | 1147.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.97% |
| Avg. Drawdown Days | 150.0 | 36.0 |
| Recovery Factor | 0.01 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2025-06-11 | -26.19 | 1147 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-16 | 2022-04-18 | -4.42 | 33 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-16 | -0.34 | 14 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11403130:btcusd:triple_med_gx:lsma60_140 | 11403130:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -8.58% | -37.12% |
| Best Year | 8.52% | 155.54% |
| Worst Year | -5.91% | -60.27% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.51% | 7.85% |
| Avg. Down Week | -2.13% | -2.5% |
| Avg. Up Month | 2.6% | 14.82% |
| Avg. Down Month | -3.82% | -9.96% |
| Win Days % | 47.0% | 51.27% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 45.16% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |