| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.75% | 161.99% |
| Max Drawdown | -20.19% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.27 | 0.59 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 43.65 | 3.29 |
| Outlier Loss Ratio | 4.16 | 3.18 |
| Volatility (ann.) | 9.0% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.25 | 0.5 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 71.95 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.38% |
| Expected Yearly % | 4.17% | 27.22% |
| Kelly Criterion | -0.29% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11403132:BTCUSD | 11403132:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -3.80 | 0.06 | + |
| 2023 | 155.54 | 11.08 | 0.07 | - |
| 2024 | 121.00 | 11.01 | 0.09 | - |
| 2025 | 16.76 | -0.74 | -0.04 | - |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| MTD | 6.69% | 4.16% |
| 3M | 4.72% | 31.46% |
| 6M | 0.84% | 12.77% |
| YTD | -0.74% | 16.76% |
| 1Y | -1.58% | 56.84% |
| 3Y (ann.) | 3.95% | 55.31% |
| 5Y (ann.) | 5.0% | 33.33% |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Max Drawdown | -20.19% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.97% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 0.88 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-25 | -20.19 | 704 |
| 2025-02-14 | 2025-06-11 | -14.09 | 116 |
| 2024-06-05 | 2024-10-14 | -9.73 | 130 |
| 2024-12-05 | 2025-01-03 | -8.10 | 29 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.30 | 48 |
| 2024-04-01 | 2024-04-22 | -3.56 | 21 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| Metric | 11403132:btcusd:triple_med_gx:lsma70_140 | 11403132:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.42% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -11.41% | -37.12% |
| Best Year | 11.08% | 155.54% |
| Worst Year | -3.8% | -60.27% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.25% | 7.47% |
| Avg. Down Week | -2.01% | -2.55% |
| Avg. Up Month | 3.41% | 14.93% |
| Avg. Down Month | -4.23% | -9.25% |
| Win Days % | 47.07% | 51.27% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |