| Metric | 11403078:btcusd:triple_med_gx:lsma80_140 | 11403078:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.96% | 161.99% |
| Max Drawdown | -23.3% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.02 | 0.59 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 50.17 | 3.14 |
| Outlier Loss Ratio | 4.17 | 3.15 |
| Volatility (ann.) | 8.41% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.04 | 0.5 |
| Skew | 2.53 | 0.18 |
| Kurtosis | 89.93 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.38% |
| Expected Yearly % | -0.75% | 27.22% |
| Kelly Criterion | -3.85% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11403078:BTCUSD | 11403078:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.20 | -0.07 | + |
| 2023 | 155.54 | 8.39 | 0.05 | - |
| 2024 | 121.00 | -13.81 | -0.11 | - |
| 2025 | 16.76 | -0.32 | -0.02 | - |
| Metric | 11403078:btcusd:triple_med_gx:lsma80_140 | 11403078:BTCUSD |
|---|---|---|
| MTD | 3.48% | 4.16% |
| 3M | 4.0% | 31.46% |
| 6M | 0.5% | 12.77% |
| YTD | -0.32% | 16.76% |
| 1Y | -14.2% | 56.84% |
| 3Y (ann.) | -2.81% | 55.31% |
| 5Y (ann.) | -0.89% | 33.33% |
| Metric | 11403078:btcusd:triple_med_gx:lsma80_140 | 11403078:BTCUSD |
|---|---|---|
| Max Drawdown | -23.3% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -5.78% | -6.97% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | -0.13 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-16 | 2025-06-11 | -23.30 | 603 |
| 2022-04-21 | 2023-02-16 | -16.60 | 301 |
| 2022-03-06 | 2022-04-20 | -6.98 | 45 |
| 2023-03-09 | 2023-05-03 | -6.80 | 55 |
| 2023-07-14 | 2023-08-29 | -6.00 | 46 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-05-06 | 2023-05-26 | -3.22 | 20 |
| 2023-06-17 | 2023-07-13 | -2.22 | 26 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11403078:btcusd:triple_med_gx:lsma80_140 | 11403078:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -6.75% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 8.39% | 155.54% |
| Worst Year | -13.81% | -60.27% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.47% | 7.18% |
| Avg. Down Week | -2.54% | -3.31% |
| Avg. Up Month | 3.56% | 9.71% |
| Avg. Down Month | -4.08% | -9.76% |
| Win Days % | 45.83% | 51.27% |
| Win Month % | 44.74% | 60.98% |
| Win Week % | 46.67% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |