| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 41.27% | 161.99% |
| Max Drawdown | -23.01% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.6 | 0.59 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.78 | 1.06 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | 0.66 | 0.99 |
| Outlier Win Ratio | 50.81 | 3.19 |
| Outlier Loss Ratio | 4.3 | 3.04 |
| Volatility (ann.) | 8.22% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.47 | 0.5 |
| Skew | 5.05 | 0.18 |
| Kurtosis | 118.78 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.38% |
| Expected Yearly % | 9.02% | 27.22% |
| Kelly Criterion | 3.39% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11403026:BTCUSD | 11403026:btcusd:triple_med_gx:lsma85_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.14 | -0.22 | + |
| 2023 | 155.54 | 34.65 | 0.22 | - |
| 2024 | 121.00 | -17.62 | -0.15 | - |
| 2025 | 16.76 | 12.57 | 0.75 | - |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| MTD | 2.66% | 4.16% |
| 3M | 8.97% | 31.46% |
| 6M | 11.87% | 12.77% |
| YTD | 12.57% | 16.76% |
| 1Y | 8.09% | 56.84% |
| 3Y (ann.) | 9.77% | 55.31% |
| 5Y (ann.) | 10.87% | 33.33% |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Max Drawdown | -23.01% | -67.18% |
| Longest DD Days | 647.0 | 683.0 |
| Avg. Drawdown | -2.63% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.79 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-03 | 2025-06-11 | -23.01 | 647 |
| 2022-04-23 | 2022-09-27 | -12.32 | 156 |
| 2022-10-24 | 2023-02-15 | -7.48 | 114 |
| 2023-07-14 | 2023-08-29 | -5.69 | 46 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-05 | 2022-04-18 | -4.19 | 44 |
| 2023-06-17 | 2023-07-13 | -2.48 | 26 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11403026:btcusd:triple_med_gx:lsma85_140 | 11403026:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -13.62% | -37.12% |
| Best Year | 34.65% | 155.54% |
| Worst Year | -17.62% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.6% | 7.45% |
| Avg. Down Week | -2.21% | -2.86% |
| Avg. Up Month | 3.52% | 13.37% |
| Avg. Down Month | -3.77% | -10.48% |
| Win Days % | 45.94% | 51.27% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |