| Metric | 11402968:btcusd:triple_med_gx:lsma80_140 | 11402968:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 5.95% | 161.99% |
| Max Drawdown | -28.38% | -67.18% |
| Sharpe | 0.09 | 0.41 |
| Sortino | 0.15 | 0.59 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 46.19 | 3.26 |
| Outlier Loss Ratio | 4.25 | 3.16 |
| Volatility (ann.) | 8.99% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.06 | 0.5 |
| Skew | 4.17 | 0.18 |
| Kurtosis | 88.38 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.38% |
| Expected Yearly % | 1.45% | 27.22% |
| Kelly Criterion | -2.65% | 8.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11402968:BTCUSD | 11402968:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.46 | -0.04 | + |
| 2023 | 155.54 | 12.57 | 0.08 | - |
| 2024 | 121.00 | -13.98 | -0.12 | - |
| 2025 | 16.76 | 6.79 | 0.41 | - |
| Metric | 11402968:btcusd:triple_med_gx:lsma80_140 | 11402968:BTCUSD |
|---|---|---|
| MTD | 3.17% | 4.16% |
| 3M | 3.78% | 31.46% |
| 6M | 8.5% | 12.77% |
| YTD | 6.79% | 16.76% |
| 1Y | -7.54% | 56.84% |
| 3Y (ann.) | -2.57% | 55.31% |
| 5Y (ann.) | 1.74% | 33.33% |
| Metric | 11402968:btcusd:triple_med_gx:lsma80_140 | 11402968:BTCUSD |
|---|---|---|
| Max Drawdown | -28.38% | -67.18% |
| Longest DD Days | 746.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.97% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 0.21 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-27 | 2025-06-11 | -28.38 | 746 |
| 2022-05-16 | 2023-03-13 | -16.36 | 301 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2023-05-04 | 2023-05-23 | -2.53 | 18 |
| 2022-04-20 | 2022-05-15 | -2.24 | 25 |
| 2023-05-01 | 2023-05-02 | -1.92 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2023-04-11 | 2023-04-27 | -1.32 | 15 |
| 2022-03-04 | 2022-04-15 | -0.56 | 42 |
| Metric | 11402968:btcusd:triple_med_gx:lsma80_140 | 11402968:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -8.44% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -13.6% | -37.12% |
| Best Year | 12.57% | 155.54% |
| Worst Year | -13.98% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.87% | 6.47% |
| Avg. Down Week | -2.48% | -2.73% |
| Avg. Up Month | 4.34% | 10.53% |
| Avg. Down Month | -4.41% | -9.18% |
| Win Days % | 44.19% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 48.15% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |