| Metric | 11403072:btcusd:triple_med_gx:lsma50_140 | 11403072:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 37.2% | 161.99% |
| Max Drawdown | -28.97% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 33.6 | 3.62 |
| Outlier Loss Ratio | 4.22 | 3.37 |
| Volatility (ann.) | 11.12% | 26.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.34 | 0.5 |
| Skew | 2.92 | 0.18 |
| Kurtosis | 58.56 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.38% |
| Expected Yearly % | 8.23% | 27.22% |
| Kelly Criterion | 0.74% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11403072:BTCUSD | 11403072:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 21.89 | -0.36 | + |
| 2023 | 155.54 | 13.82 | 0.09 | - |
| 2024 | 121.00 | 7.58 | 0.06 | - |
| 2025 | 16.76 | -8.08 | -0.48 | - |
| Metric | 11403072:btcusd:triple_med_gx:lsma50_140 | 11403072:BTCUSD |
|---|---|---|
| MTD | 2.97% | 4.16% |
| 3M | 2.95% | 31.46% |
| 6M | -11.72% | 12.77% |
| YTD | -8.08% | 16.76% |
| 1Y | -21.43% | 56.84% |
| 3Y (ann.) | 5.75% | 55.31% |
| 5Y (ann.) | 9.91% | 33.33% |
| Metric | 11403072:btcusd:triple_med_gx:lsma50_140 | 11403072:BTCUSD |
|---|---|---|
| Max Drawdown | -28.97% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.28 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -28.97 | 370 |
| 2023-04-26 | 2024-02-27 | -15.05 | 306 |
| 2022-08-11 | 2022-11-15 | -14.44 | 96 |
| 2022-11-15 | 2023-03-13 | -12.28 | 117 |
| 2022-05-16 | 2022-06-19 | -7.70 | 34 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-06-21 | 2022-08-11 | -6.25 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2023-03-30 | 2023-04-10 | -3.54 | 11 |
| Metric | 11403072:btcusd:triple_med_gx:lsma50_140 | 11403072:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -8.55% | -37.12% |
| Best Year | 21.89% | 155.54% |
| Worst Year | -8.08% | -60.27% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.98% | 7.29% |
| Avg. Down Week | -2.42% | -3.04% |
| Avg. Up Month | 4.35% | 11.43% |
| Avg. Down Month | -4.26% | -8.52% |
| Win Days % | 46.09% | 51.27% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 46.46% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |