| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 13.28% | 161.99% |
| Max Drawdown | -30.99% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.26 | 0.59 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 50.68 | 3.18 |
| Outlier Loss Ratio | 4.35 | 3.1 |
| Volatility (ann.) | 8.27% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 0.5 |
| Skew | 5.15 | 0.18 |
| Kurtosis | 114.75 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.38% |
| Expected Yearly % | 3.17% | 27.22% |
| Kelly Criterion | -1.18% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11403025:BTCUSD | 11403025:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.93 | -0.15 | + |
| 2023 | 155.54 | 20.12 | 0.13 | - |
| 2024 | 121.00 | -21.42 | -0.18 | - |
| 2025 | 16.76 | 10.17 | 0.61 | - |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | 11.08% | 12.77% |
| YTD | 10.17% | 16.76% |
| 1Y | 0.34% | 56.84% |
| 3Y (ann.) | -0.92% | 55.31% |
| 5Y (ann.) | 3.79% | 33.33% |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Max Drawdown | -30.99% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -2.97% | -6.97% |
| Avg. Drawdown Days | 40.0 | 36.0 |
| Recovery Factor | 0.43 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-11 | 2025-06-11 | -30.99 | 578 |
| 2022-05-16 | 2023-02-15 | -11.09 | 275 |
| 2023-07-14 | 2023-08-29 | -5.82 | 46 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2023-03-07 | 2023-03-13 | -2.94 | 5 |
| 2022-04-23 | 2022-05-15 | -2.49 | 22 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2023-05-26 | 2023-07-13 | -1.91 | 48 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11403025:btcusd:triple_med_gx:lsma80_140 | 11403025:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -14.14% | -37.12% |
| Best Year | 20.12% | 155.54% |
| Worst Year | -21.42% | -60.27% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.28% | 7.82% |
| Avg. Down Week | -2.14% | -2.94% |
| Avg. Up Month | 3.54% | 14.84% |
| Avg. Down Month | -4.02% | -9.18% |
| Win Days % | 44.62% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.65% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |