| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 25.98% | 161.99% |
| Max Drawdown | -22.31% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.38 | 0.59 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 40.71 | 3.31 |
| Outlier Loss Ratio | 4.3 | 3.18 |
| Volatility (ann.) | 9.39% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.32 | 0.5 |
| Skew | 3.68 | 0.18 |
| Kurtosis | 78.51 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.38% |
| Expected Yearly % | 5.94% | 27.22% |
| Kelly Criterion | 0.17% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11403022:BTCUSD | 11403022:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.00 | -0.12 | + |
| 2023 | 155.54 | 22.14 | 0.14 | - |
| 2024 | 121.00 | -5.78 | -0.05 | - |
| 2025 | 16.76 | 2.32 | 0.14 | - |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | 10.17% | 31.46% |
| 6M | -0.98% | 12.77% |
| YTD | 2.32% | 16.76% |
| 1Y | -13.15% | 56.84% |
| 3Y (ann.) | 1.97% | 55.31% |
| 5Y (ann.) | 7.14% | 33.33% |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022:BTCUSD |
|---|---|---|
| Max Drawdown | -22.31% | -67.18% |
| Longest DD Days | 481.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.97% |
| Avg. Drawdown Days | 43.0 | 36.0 |
| Recovery Factor | 1.16 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -22.31 | 356 |
| 2022-06-21 | 2023-10-16 | -16.90 | 481 |
| 2023-12-22 | 2024-03-24 | -7.42 | 93 |
| 2023-11-11 | 2023-12-22 | -5.89 | 41 |
| 2022-05-16 | 2022-06-20 | -5.11 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-04-22 | 2024-06-05 | -4.02 | 44 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-04-01 | 2024-04-22 | -2.92 | 21 |
| Metric | 11403022:btcusd:triple_med_gx:lsma65_140 | 11403022: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 | 12.44% | 43.77% |
| Worst Month | -14.41% | -37.12% |
| Best Year | 22.14% | 155.54% |
| Worst Year | -5.78% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.18% | 8.7% |
| Avg. Down Week | -2.08% | -3.07% |
| Avg. Up Month | 4.02% | 15.92% |
| Avg. Down Month | -4.3% | -8.98% |
| Win Days % | 45.13% | 51.27% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 44.83% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |