| Metric | 11403076:btcusd:triple_med_gx:lsma70_140 | 11403076:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -1.31% | 161.99% |
| Max Drawdown | -25.9% | -67.18% |
| Sharpe | 0.03 | 0.41 |
| Sortino | 0.05 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 45.19 | 3.24 |
| Outlier Loss Ratio | 4.29 | 3.18 |
| Volatility (ann.) | 8.93% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.02 | 0.5 |
| Skew | 2.28 | 0.18 |
| Kurtosis | 75.54 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.38% |
| Expected Yearly % | -0.33% | 27.22% |
| Kelly Criterion | -4.14% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11403076:BTCUSD | 11403076:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.99 | -0.12 | + |
| 2023 | 155.54 | -0.18 | -0.00 | - |
| 2024 | 121.00 | -6.06 | -0.05 | - |
| 2025 | 16.76 | -1.64 | -0.10 | - |
| Metric | 11403076:btcusd:triple_med_gx:lsma70_140 | 11403076:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.16% |
| 3M | 2.88% | 31.46% |
| 6M | -2.75% | 12.77% |
| YTD | -1.64% | 16.76% |
| 1Y | -19.58% | 56.84% |
| 3Y (ann.) | -4.12% | 55.31% |
| 5Y (ann.) | -0.39% | 33.33% |
| Metric | 11403076:btcusd:triple_med_gx:lsma70_140 | 11403076:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.97% |
| Avg. Drawdown Days | 70.0 | 36.0 |
| Recovery Factor | -0.05 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -25.90 | 370 |
| 2022-04-21 | 2023-02-16 | -15.17 | 300 |
| 2023-03-08 | 2024-03-25 | -10.26 | 383 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-01 | 2024-06-04 | -4.23 | 64 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11403076:btcusd:triple_med_gx:lsma70_140 | 11403076:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -8.04% | -29.64% |
| Best Month | 10.46% | 43.77% |
| Worst Month | -11.62% | -37.12% |
| Best Year | 6.99% | 155.54% |
| Worst Year | -6.06% | -60.27% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.62% | 7.86% |
| Avg. Down Week | -2.29% | -3.23% |
| Avg. Up Month | 4.79% | 9.7% |
| Avg. Down Month | -3.74% | -8.98% |
| Win Days % | 45.39% | 51.27% |
| Win Month % | 39.47% | 60.98% |
| Win Week % | 45.78% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |