| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 8.07% | 161.99% |
| Max Drawdown | -31.16% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.16 | 0.59 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 30.15 | 3.64 |
| Outlier Loss Ratio | 4.29 | 3.44 |
| Volatility (ann.) | 11.38% | 26.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.08 | 0.5 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 41.28 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.38% |
| Expected Yearly % | 1.96% | 27.22% |
| Kelly Criterion | -3.19% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11403182:BTCUSD | 11403182:btcusd:triple_med_gx:lsma40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.12 | -0.20 | + |
| 2023 | 155.54 | -18.14 | -0.12 | - |
| 2024 | 121.00 | 22.42 | 0.19 | - |
| 2025 | 16.76 | -3.82 | -0.23 | - |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| MTD | 2.17% | 4.16% |
| 3M | 6.99% | 31.46% |
| 6M | -5.06% | 12.77% |
| YTD | -3.82% | 16.76% |
| 1Y | -19.21% | 56.84% |
| 3Y (ann.) | 0.62% | 55.31% |
| 5Y (ann.) | 2.34% | 33.33% |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Max Drawdown | -31.16% | -67.18% |
| Longest DD Days | 656.0 | 683.0 |
| Avg. Drawdown | -6.69% | -6.97% |
| Avg. Drawdown Days | 66.0 | 36.0 |
| Recovery Factor | 0.26 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -31.16 | 344 |
| 2022-08-13 | 2024-05-30 | -31.13 | 656 |
| 2022-03-11 | 2022-05-15 | -10.03 | 65 |
| 2022-05-16 | 2022-06-19 | -8.39 | 34 |
| 2022-02-19 | 2022-02-28 | -6.85 | 9 |
| 2022-06-21 | 2022-06-24 | -5.90 | 3 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-05-30 | 2024-06-05 | -3.36 | 5 |
| Metric | 11403182:btcusd:triple_med_gx:lsma40_140 | 11403182:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 17.02% | 35.75% |
| Worst Week | -9.22% | -29.64% |
| Best Month | 16.71% | 43.77% |
| Worst Month | -8.56% | -37.12% |
| Best Year | 22.42% | 155.54% |
| Worst Year | -18.14% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.3% | 7.35% |
| Avg. Down Week | -2.23% | -4.13% |
| Avg. Up Month | 4.03% | 13.89% |
| Avg. Down Month | -4.66% | -10.21% |
| Win Days % | 45.76% | 51.27% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 41.38% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |