| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 37.16% | 178.58% |
| Max Drawdown | -26.81% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.41 | 0.63 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.09 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 37.56 | 3.46 |
| Outlier Loss Ratio | 3.79 | 3.37 |
| Volatility (ann.) | 10.81% | 25.81% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.38 | 0.55 |
| Skew | 0.65 | 0.16 |
| Kurtosis | 66.88 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.59% |
| Expected Yearly % | 8.22% | 29.19% |
| Kelly Criterion | 4.36% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.19% |
| Expected Shortfall (cVaR) | -0.92% | -2.19% |
| Year | 11403616:BTCUSD | 11403616:btcusd:triple_med_gx:lsma285_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.75 | -21.18 | 0.37 | + |
| 2023 | 155.54 | 36.65 | 0.24 | - |
| 2024 | 121.00 | 23.73 | 0.20 | - |
| 2025 | 16.76 | 2.92 | 0.17 | - |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.74% | 31.46% |
| 6M | 2.92% | 12.77% |
| YTD | 2.92% | 16.76% |
| 1Y | 0.38% | 56.84% |
| 3Y (ann.) | 11.71% | 55.31% |
| 5Y (ann.) | 10.21% | 37.07% |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Max Drawdown | -26.81% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -5.36% | -5.8% |
| Avg. Drawdown Days | 67.0 | 31.0 |
| Recovery Factor | 1.39 | 2.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-20 | -26.81 | 560 |
| 2024-06-07 | 2025-05-18 | -25.16 | 345 |
| 2024-03-18 | 2024-06-03 | -10.38 | 77 |
| 2025-05-23 | 2025-06-11 | -7.49 | 19 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2024-02-29 | 2024-03-17 | -3.13 | 16 |
| 2023-10-20 | 2023-11-07 | -1.47 | 18 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11403616:btcusd:triple_med_gx:lsma285_140 | 11403616:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.37% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 18.18% | 43.77% |
| Worst Month | -14.75% | -37.12% |
| Best Year | 36.65% | 155.54% |
| Worst Year | -21.18% | -57.75% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 5.34% | 6.21% |
| Avg. Down Week | -3.93% | -6.52% |
| Avg. Up Month | 7.06% | 19.28% |
| Avg. Down Month | -4.74% | -12.91% |
| Win Days % | 49.94% | 51.26% |
| Win Month % | 52.0% | 60.0% |
| Win Week % | 54.72% | 51.45% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 75.0% | 75.0% |