| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 81.64% | 185.19% |
| Max Drawdown | -19.42% | -67.18% |
| Sharpe | 0.45 | 0.42 |
| Sortino | 0.76 | 0.61 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.7 | 0.67 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 33.61 | 3.63 |
| Outlier Loss Ratio | 4.25 | 3.33 |
| Volatility (ann.) | 11.06% | 26.05% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.97 | 0.53 |
| Skew | 3.91 | 0.18 |
| Kurtosis | 67.07 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.53% |
| Expected Yearly % | 16.09% | 29.95% |
| Kelly Criterion | 4.02% | 11.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.21% |
| Expected Shortfall (cVaR) | -0.94% | -2.21% |
| Year | 11402964:BTCUSD | 11402964:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 16.32 | -0.27 | + |
| 2023 | 155.54 | 22.40 | 0.14 | - |
| 2024 | 121.00 | 7.89 | 0.07 | - |
| 2025 | 27.10 | 18.25 | 0.67 | - |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.67% | 41.88% |
| 6M | 15.8% | 22.91% |
| YTD | 18.25% | 27.1% |
| 1Y | 5.39% | 82.29% |
| 3Y (ann.) | 11.6% | 77.48% |
| 5Y (ann.) | 18.91% | 35.54% |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -67.18% |
| Longest DD Days | 342.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.76% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 4.2 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -19.42 | 342 |
| 2022-08-25 | 2023-04-26 | -16.66 | 243 |
| 2023-04-26 | 2023-12-20 | -12.16 | 237 |
| 2024-06-07 | 2024-08-08 | -9.20 | 62 |
| 2022-05-16 | 2022-06-19 | -9.20 | 34 |
| 2024-01-04 | 2024-02-27 | -8.07 | 53 |
| 2022-06-21 | 2022-08-01 | -5.90 | 41 |
| 2022-08-02 | 2022-08-11 | -5.86 | 9 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402964:btcusd:triple_med_gx:lsma55_140 | 11402964:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.56% | 35.75% |
| Worst Week | -6.58% | -29.64% |
| Best Month | 14.53% | 43.77% |
| Worst Month | -7.39% | -37.12% |
| Best Year | 22.4% | 155.54% |
| Worst Year | 7.89% | -60.27% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 4.55% | 7.28% |
| Avg. Down Week | -2.4% | -3.17% |
| Avg. Up Month | 4.73% | 11.62% |
| Avg. Down Month | -3.76% | -9.43% |
| Win Days % | 46.09% | 51.29% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 45.26% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |