| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 57.03% | 161.99% |
| Max Drawdown | -29.36% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.45 | 0.59 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 21.32 | 3.96 |
| Outlier Loss Ratio | 3.97 | 3.88 |
| Volatility (ann.) | 15.57% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.49 | 0.5 |
| Skew | 1.48 | 0.18 |
| Kurtosis | 36.59 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.38% |
| Expected Yearly % | 11.94% | 27.22% |
| Kelly Criterion | 2.86% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.23% |
| Expected Shortfall (cVaR) | -1.33% | -2.23% |
| Year | 11403849:BTCUSD | 11403849:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.74 | 0.11 | + |
| 2023 | 155.54 | 29.59 | 0.19 | - |
| 2024 | 121.00 | 16.68 | 0.14 | - |
| 2025 | 16.76 | 11.36 | 0.68 | - |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 9.3% | 31.46% |
| 6M | 5.64% | 12.77% |
| YTD | 11.36% | 16.76% |
| 1Y | 10.05% | 56.84% |
| 3Y (ann.) | 13.11% | 55.31% |
| 5Y (ann.) | 14.43% | 33.33% |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Max Drawdown | -29.36% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.73% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 1.94 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -29.36 | 380 |
| 2024-06-07 | 2024-11-06 | -24.33 | 151 |
| 2023-04-26 | 2023-10-16 | -15.48 | 173 |
| 2024-01-02 | 2024-03-25 | -12.95 | 83 |
| 2025-03-03 | 2025-06-09 | -12.55 | 98 |
| 2024-12-05 | 2025-03-02 | -12.40 | 87 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2023-11-10 | 2023-11-20 | -4.85 | 9 |
| 2024-04-23 | 2024-05-03 | -4.70 | 10 |
| Metric | 11403849:btcusd:triple_med_gx:lsma60_140 | 11403849:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -10.69% | -37.12% |
| Best Year | 29.59% | 155.54% |
| Worst Year | -6.74% | -60.27% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.22% | 6.26% |
| Avg. Down Week | -3.09% | -5.54% |
| Avg. Up Month | 5.47% | 11.84% |
| Avg. Down Month | -4.36% | -12.64% |
| Win Days % | 49.24% | 51.27% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 52.13% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |