| Metric | 11403671:btcusd:triple_med_gx:lsma280_140 | 11403671:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.14% | 181.37% |
| Max Drawdown | -29.72% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.24 | 1.09 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 39.35 | 3.46 |
| Outlier Loss Ratio | 3.77 | 3.37 |
| Volatility (ann.) | 10.57% | 25.8% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.26 | 0.56 |
| Skew | 0.52 | 0.16 |
| Kurtosis | 66.04 | 6.4 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.62% |
| Expected Yearly % | 6.19% | 29.52% |
| Kelly Criterion | 2.84% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.19% |
| Expected Shortfall (cVaR) | -0.9% | -2.19% |
| Year | 11403671:BTCUSD | 11403671:btcusd:triple_med_gx:lsma280_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | -17.98 | 0.31 | + |
| 2023 | 155.54 | 32.44 | 0.21 | - |
| 2024 | 121.00 | 6.88 | 0.06 | - |
| 2025 | 16.76 | 9.51 | 0.57 | - |
| Metric | 11403671:btcusd:triple_med_gx:lsma280_140 | 11403671:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.24% | 31.46% |
| 6M | 9.51% | 12.77% |
| YTD | 9.51% | 16.76% |
| 1Y | -3.58% | 56.84% |
| 3Y (ann.) | 10.69% | 55.31% |
| 5Y (ann.) | 7.66% | 37.45% |
| Metric | 11403671:btcusd:triple_med_gx:lsma280_140 | 11403671:BTCUSD |
|---|---|---|
| Max Drawdown | -29.72% | -67.18% |
| Longest DD Days | 557.0 | 683.0 |
| Avg. Drawdown | -6.88% | -5.8% |
| Avg. Drawdown Days | 96.0 | 31.0 |
| Recovery Factor | 0.91 | 2.7 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-16 | -29.72 | 557 |
| 2024-06-07 | 2025-06-11 | -27.62 | 369 |
| 2024-02-29 | 2024-06-04 | -10.72 | 96 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2023-10-20 | 2023-11-08 | -1.11 | 19 |
| 2023-10-17 | 2023-10-18 | -1.00 | 1 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11403671:btcusd:triple_med_gx:lsma280_140 | 11403671:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 18.48% | 35.75% |
| Worst Week | -16.91% | -29.64% |
| Best Month | 18.42% | 43.77% |
| Worst Month | -16.91% | -37.12% |
| Best Year | 32.44% | 155.54% |
| Worst Year | -17.98% | -57.33% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 5.16% | 6.3% |
| Avg. Down Week | -4.35% | -5.9% |
| Avg. Up Month | 6.04% | 19.28% |
| Avg. Down Month | -6.62% | -13.72% |
| Win Days % | 49.62% | 51.26% |
| Win Month % | 60.87% | 60.0% |
| Win Week % | 56.0% | 51.45% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |