| Metric | 11403244:btcusd:triple_med_gx:lsma65_140 | 11403244:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.02% | 161.99% |
| Max Drawdown | -17.85% | -67.18% |
| Sharpe | 0.3 | 0.41 |
| Sortino | 0.46 | 0.59 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 38.69 | 3.37 |
| Outlier Loss Ratio | 4.29 | 3.27 |
| Volatility (ann.) | 9.46% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.57 | 0.5 |
| Skew | 1.69 | 0.18 |
| Kurtosis | 56.35 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.38% |
| Expected Yearly % | 8.39% | 27.22% |
| Kelly Criterion | 1.87% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11403244:BTCUSD | 11403244:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.14 | -0.20 | + |
| 2023 | 155.54 | 3.34 | 0.02 | - |
| 2024 | 121.00 | 9.42 | 0.08 | - |
| 2025 | 16.76 | 8.85 | 0.53 | - |
| Metric | 11403244:btcusd:triple_med_gx:lsma65_140 | 11403244:BTCUSD |
|---|---|---|
| MTD | 4.5% | 4.16% |
| 3M | -0.07% | 31.46% |
| 6M | 9.59% | 12.77% |
| YTD | 8.85% | 16.76% |
| 1Y | 2.18% | 56.84% |
| 3Y (ann.) | 7.32% | 55.31% |
| 5Y (ann.) | 10.1% | 33.33% |
| Metric | 11403244:btcusd:triple_med_gx:lsma65_140 | 11403244:BTCUSD |
|---|---|---|
| Max Drawdown | -17.85% | -67.18% |
| Longest DD Days | 608.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.97% |
| Avg. Drawdown Days | 68.0 | 36.0 |
| Recovery Factor | 2.13 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -17.85 | 369 |
| 2022-04-21 | 2023-12-20 | -13.18 | 608 |
| 2023-12-22 | 2024-02-28 | -9.93 | 68 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-04-18 | -4.44 | 47 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-22 | -1.92 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11403244:btcusd:triple_med_gx:lsma65_140 | 11403244:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 12.14% | 155.54% |
| Worst Year | 3.34% | -60.27% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.67% | 6.99% |
| Avg. Down Week | -1.75% | -3.0% |
| Avg. Up Month | 4.01% | 9.11% |
| Avg. Down Month | -3.55% | -9.52% |
| Win Days % | 47.71% | 51.27% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 47.56% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |