| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 18.7% | 182.99% |
| Max Drawdown | -49.77% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.23 | 0.62 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 20.43 | 4.1 |
| Outlier Loss Ratio | 3.88 | 4.07 |
| Volatility (ann.) | 16.47% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.11 | 0.54 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 29.46 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.57% |
| Expected Yearly % | 4.38% | 29.7% |
| Kelly Criterion | 0.27% | 2.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11400038:BTCUSD | 11400038:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -42.46 | 0.74 | + |
| 2023 | 155.54 | 54.39 | 0.35 | - |
| 2024 | 121.00 | 27.15 | 0.22 | - |
| 2025 | 16.76 | 5.10 | 0.30 | - |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| MTD | 2.63% | 4.16% |
| 3M | 11.2% | 31.46% |
| 6M | 1.61% | 12.77% |
| YTD | 5.1% | 16.76% |
| 1Y | -8.49% | 56.84% |
| 3Y (ann.) | 10.67% | 55.31% |
| 5Y (ann.) | 5.24% | 36.34% |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Max Drawdown | -49.77% | -67.18% |
| Longest DD Days | 740.0 | 683.0 |
| Avg. Drawdown | -6.45% | -6.9% |
| Avg. Drawdown Days | 70.0 | 35.0 |
| Recovery Factor | 0.38 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-16 | 2024-03-25 | -49.77 | 740 |
| 2024-06-05 | 2025-06-11 | -26.59 | 371 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2024-05-05 | 2024-06-04 | -3.52 | 29 |
| 2024-03-26 | 2024-04-18 | -3.15 | 23 |
| 2022-03-01 | 2022-03-16 | -2.89 | 14 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-04-23 | 2024-05-03 | -1.16 | 10 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11400038:btcusd:triple_med_gx:lsma60_130 | 11400038:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.09% | -29.64% |
| Best Month | 24.54% | 43.77% |
| Worst Month | -24.6% | -37.12% |
| Best Year | 54.39% | 155.54% |
| Worst Year | -42.46% | -57.08% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.96% | -1.0% |
| Avg. Up Week | 4.4% | 6.92% |
| Avg. Down Week | -3.12% | -4.8% |
| Avg. Up Month | 6.9% | 16.46% |
| Avg. Down Month | -6.61% | -12.54% |
| Win Days % | 49.13% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.08% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |