| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 10.61% | 161.99% |
| Max Drawdown | -34.34% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.2 | 0.59 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 38.12 | 3.36 |
| Outlier Loss Ratio | 4.33 | 3.28 |
| Volatility (ann.) | 9.89% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.09 | 0.5 |
| Skew | 3.28 | 0.18 |
| Kurtosis | 68.38 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.38% |
| Expected Yearly % | 2.55% | 27.22% |
| Kelly Criterion | -2.01% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11403021:BTCUSD | 11403021:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 14.46 | -0.24 | + |
| 2023 | 155.54 | 14.00 | 0.09 | - |
| 2024 | 121.00 | -14.27 | -0.12 | - |
| 2025 | 16.76 | -1.12 | -0.07 | - |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 7.58% | 31.46% |
| 6M | -7.93% | 12.77% |
| YTD | -1.12% | 16.76% |
| 1Y | -23.41% | 56.84% |
| 3Y (ann.) | -3.19% | 55.31% |
| 5Y (ann.) | 3.06% | 33.33% |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Max Drawdown | -34.34% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.97% |
| Avg. Drawdown Days | 46.0 | 36.0 |
| Recovery Factor | 0.31 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -34.34 | 370 |
| 2022-08-13 | 2024-03-25 | -17.82 | 590 |
| 2022-06-21 | 2022-08-12 | -5.90 | 52 |
| 2022-05-16 | 2022-06-19 | -5.11 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-04-22 | 2024-06-05 | -3.52 | 44 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11403021:btcusd:triple_med_gx:lsma60_140 | 11403021:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -12.22% | -37.12% |
| Best Year | 14.46% | 155.54% |
| Worst Year | -14.27% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.59% | 8.87% |
| Avg. Down Week | -2.56% | -3.38% |
| Avg. Up Month | 4.04% | 13.96% |
| Avg. Down Month | -5.22% | -8.38% |
| Win Days % | 44.73% | 51.27% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 43.82% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |