| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 11.98% | 161.99% |
| Max Drawdown | -19.42% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.21 | 0.59 |
| Payoff Ratio | 1.1 | 1.01 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 41.57 | 3.3 |
| Outlier Loss Ratio | 4.2 | 3.24 |
| Volatility (ann.) | 9.2% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.18 | 0.5 |
| Skew | 1.46 | 0.18 |
| Kurtosis | 63.96 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.38% |
| Expected Yearly % | 2.87% | 27.22% |
| Kelly Criterion | -0.65% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11403131:BTCUSD | 11403131:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.06 | 0.02 | + |
| 2023 | 155.54 | 11.68 | 0.08 | - |
| 2024 | 121.00 | -0.71 | -0.01 | - |
| 2025 | 16.76 | 2.08 | 0.12 | - |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| MTD | 4.79% | 4.16% |
| 3M | 2.72% | 31.46% |
| 6M | 1.55% | 12.77% |
| YTD | 2.08% | 16.76% |
| 1Y | -4.37% | 56.84% |
| 3Y (ann.) | 0.97% | 55.31% |
| 5Y (ann.) | 3.44% | 33.33% |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -6.44% | -6.97% |
| Avg. Drawdown Days | 133.0 | 36.0 |
| Recovery Factor | 0.62 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-06-05 | -19.42 | 776 |
| 2024-10-15 | 2025-06-11 | -15.21 | 239 |
| 2024-06-05 | 2024-10-14 | -10.13 | 130 |
| 2022-03-16 | 2022-04-19 | -4.67 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-01 | 2022-03-16 | -0.34 | 14 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11403131:btcusd:triple_med_gx:lsma65_140 | 11403131:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -6.3% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -8.66% | -37.12% |
| Best Year | 11.68% | 155.54% |
| Worst Year | -1.06% | -60.27% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.2% | 7.94% |
| Avg. Down Week | -1.65% | -2.22% |
| Avg. Up Month | 3.73% | 13.28% |
| Avg. Down Month | -3.2% | -9.92% |
| Win Days % | 47.23% | 51.27% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 45.98% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |