| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.5% | 161.99% |
| Max Drawdown | -23.64% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.59 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 35.76 | 3.38 |
| Outlier Loss Ratio | 4.27 | 3.3 |
| Volatility (ann.) | 10.07% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.19 | 0.5 |
| Skew | 2.03 | 0.18 |
| Kurtosis | 55.89 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.38% |
| Expected Yearly % | 3.67% | 27.22% |
| Kelly Criterion | -0.78% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.23% |
| Expected Shortfall (cVaR) | -0.86% | -2.23% |
| Year | 11403292:BTCUSD | 11403292:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.76 | -0.01 | + |
| 2023 | 155.54 | -2.28 | -0.01 | - |
| 2024 | 121.00 | 16.49 | 0.14 | - |
| 2025 | 16.76 | 0.70 | 0.04 | - |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 1.71% | 31.46% |
| 6M | -0.6% | 12.77% |
| YTD | 0.7% | 16.76% |
| 1Y | 2.72% | 56.84% |
| 3Y (ann.) | 1.51% | 55.31% |
| 5Y (ann.) | 4.4% | 33.33% |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Max Drawdown | -23.64% | -67.18% |
| Longest DD Days | 908.0 | 683.0 |
| Avg. Drawdown | -6.58% | -6.97% |
| Avg. Drawdown Days | 168.0 | 36.0 |
| Recovery Factor | 0.66 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-10-15 | -23.64 | 908 |
| 2024-12-05 | 2025-06-11 | -10.54 | 188 |
| 2022-03-02 | 2022-04-19 | -4.70 | 48 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2024-11-03 | 2024-12-05 | -1.89 | 31 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11403292:btcusd:triple_med_gx:lsma60_140 | 11403292:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.8% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 16.49% | 155.54% |
| Worst Year | -2.28% | -60.27% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.12% | 7.92% |
| Avg. Down Week | -1.7% | -3.53% |
| Avg. Up Month | 5.08% | 11.43% |
| Avg. Down Month | -3.18% | -11.79% |
| Win Days % | 46.17% | 51.27% |
| Win Month % | 41.03% | 60.98% |
| Win Week % | 39.53% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |