| Metric | 11402966:btcusd:triple_med_gx:lsma65_140 | 11402966:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 19.26% | 161.99% |
| Max Drawdown | -16.8% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.3 | 0.59 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 39.82 | 3.35 |
| Outlier Loss Ratio | 4.24 | 3.19 |
| Volatility (ann.) | 9.66% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.32 | 0.5 |
| Skew | 3.3 | 0.18 |
| Kurtosis | 70.86 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.38% |
| Expected Yearly % | 4.5% | 27.22% |
| Kelly Criterion | -0.96% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.23% |
| Expected Shortfall (cVaR) | -0.83% | -2.23% |
| Year | 11402966:BTCUSD | 11402966:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.22 | -0.15 | + |
| 2023 | 155.54 | 10.54 | 0.07 | - |
| 2024 | 121.00 | -5.14 | -0.04 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11402966:btcusd:triple_med_gx:lsma65_140 | 11402966:BTCUSD |
|---|---|---|
| MTD | 1.62% | 4.16% |
| 3M | 4.76% | 31.46% |
| 6M | 0.83% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | -4.46% | 56.84% |
| 3Y (ann.) | 0.13% | 55.31% |
| 5Y (ann.) | 5.4% | 33.33% |
| Metric | 11402966:btcusd:triple_med_gx:lsma65_140 | 11402966:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.97% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 1.15 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-06-11 | -16.80 | 273 |
| 2022-06-21 | 2024-06-05 | -15.84 | 714 |
| 2024-06-07 | 2024-08-08 | -10.23 | 62 |
| 2022-05-16 | 2022-06-21 | -8.39 | 36 |
| 2024-08-09 | 2024-09-10 | -6.74 | 32 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-14 | -1.84 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11402966:btcusd:triple_med_gx:lsma65_140 | 11402966:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 10.54% | 155.54% |
| Worst Year | -5.14% | -60.27% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.16% | 8.03% |
| Avg. Down Week | -2.38% | -2.66% |
| Avg. Up Month | 3.5% | 11.37% |
| Avg. Down Month | -4.27% | -9.77% |
| Win Days % | 44.79% | 51.27% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 47.06% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |