| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 6.62% | 161.99% |
| Max Drawdown | -31.66% | -67.18% |
| Sharpe | 0.1 | 0.41 |
| Sortino | 0.15 | 0.59 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 35.17 | 3.59 |
| Outlier Loss Ratio | 4.07 | 3.37 |
| Volatility (ann.) | 11.05% | 26.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.06 | 0.5 |
| Skew | 1.72 | 0.18 |
| Kurtosis | 55.55 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.38% |
| Expected Yearly % | 1.62% | 27.22% |
| Kelly Criterion | -2.13% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11403128:BTCUSD | 11403128:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.18 | 0.09 | + |
| 2023 | 155.54 | 9.71 | 0.06 | - |
| 2024 | 121.00 | 7.43 | 0.06 | - |
| 2025 | 16.76 | -4.60 | -0.27 | - |
| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 10.33% | 31.46% |
| 6M | -9.83% | 12.77% |
| YTD | -4.6% | 16.76% |
| 1Y | -20.71% | 56.84% |
| 3Y (ann.) | 0.3% | 55.31% |
| 5Y (ann.) | 1.93% | 33.33% |
| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Max Drawdown | -31.66% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.97% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 0.21 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -31.66 | 370 |
| 2022-04-21 | 2023-04-26 | -21.06 | 369 |
| 2023-04-26 | 2024-03-25 | -16.48 | 333 |
| 2022-03-01 | 2022-04-19 | -6.09 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-08 | -1.92 | 10 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-23 | 2024-06-02 | -1.67 | 40 |
| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -8.5% | -37.12% |
| Best Year | 9.71% | 155.54% |
| Worst Year | -5.18% | -60.27% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.61% | 7.89% |
| Avg. Down Week | -2.25% | -3.78% |
| Avg. Up Month | 4.35% | 15.08% |
| Avg. Down Month | -4.43% | -9.39% |
| Win Days % | 45.66% | 51.27% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 44.44% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |