| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 37.8% | 185.19% |
| Max Drawdown | -32.13% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.46 | 0.61 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.1 | 1.07 |
| CPC Index | 0.62 | 0.64 |
| Tail Ratio | 0.98 | 1.0 |
| Outlier Win Ratio | 37.14 | 3.39 |
| Outlier Loss Ratio | 4.32 | 3.32 |
| Volatility (ann.) | 9.98% | 26.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.3 | 0.53 |
| Skew | 3.29 | 0.18 |
| Kurtosis | 66.0 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.53% |
| Expected Yearly % | 8.35% | 29.95% |
| Kelly Criterion | 1.43% | 9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.21% |
| Expected Shortfall (cVaR) | -0.85% | -2.21% |
| Year | 11403074:BTCUSD | 11403074:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 32.42 | -0.54 | + |
| 2023 | 155.54 | 17.79 | 0.11 | - |
| 2024 | 121.00 | -10.56 | -0.09 | - |
| 2025 | 27.10 | -1.22 | -0.05 | - |
| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.99% | 41.88% |
| 6M | -5.87% | 22.91% |
| YTD | -1.22% | 27.1% |
| 1Y | -15.26% | 82.29% |
| 3Y (ann.) | 2.81% | 77.48% |
| 5Y (ann.) | 9.75% | 35.54% |
| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Max Drawdown | -32.13% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.76% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 1.18 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -32.13 | 391 |
| 2023-04-26 | 2023-11-10 | -12.36 | 197 |
| 2022-08-11 | 2022-09-28 | -10.05 | 48 |
| 2023-12-22 | 2024-02-27 | -9.30 | 67 |
| 2022-11-15 | 2023-02-15 | -7.51 | 92 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-03-15 | 2022-04-19 | -4.98 | 35 |
| 2023-11-11 | 2023-12-22 | -4.95 | 41 |
| Metric | 11403074:btcusd:triple_med_gx:lsma60_140 | 11403074:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -6.19% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -10.2% | -37.12% |
| Best Year | 32.42% | 155.54% |
| Worst Year | -10.56% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.36% | 7.39% |
| Avg. Down Week | -2.51% | -3.38% |
| Avg. Up Month | 3.96% | 11.57% |
| Avg. Down Month | -4.97% | -8.54% |
| Win Days % | 46.27% | 51.29% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 51.61% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |