| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 16.14% | 161.99% |
| Max Drawdown | -24.85% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.59 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 33.88 | 3.57 |
| Outlier Loss Ratio | 4.06 | 3.39 |
| Volatility (ann.) | 10.98% | 26.28% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.18 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 51.94 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.38% |
| Expected Yearly % | 3.81% | 27.22% |
| Kelly Criterion | -0.88% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.23% |
| Expected Shortfall (cVaR) | -0.94% | -2.23% |
| Year | 11403183:BTCUSD | 11403183:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 1.38 | -0.02 | + |
| 2023 | 155.54 | -4.27 | -0.03 | - |
| 2024 | 121.00 | 16.50 | 0.14 | - |
| 2025 | 16.76 | 2.72 | 0.16 | - |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| MTD | 4.03% | 4.16% |
| 3M | 8.69% | 31.46% |
| 6M | 2.65% | 12.77% |
| YTD | 2.72% | 16.76% |
| 1Y | -6.18% | 56.84% |
| 3Y (ann.) | 2.66% | 55.31% |
| 5Y (ann.) | 4.57% | 33.33% |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Max Drawdown | -24.85% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -6.47% | -6.97% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | 0.65 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-04-22 | -24.85 | 362 |
| 2024-06-05 | 2025-06-11 | -19.68 | 370 |
| 2022-08-13 | 2023-04-26 | -16.22 | 256 |
| 2022-04-21 | 2022-08-11 | -10.53 | 111 |
| 2022-04-14 | 2022-04-19 | -5.02 | 5 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-04-23 | 2024-06-02 | -1.33 | 40 |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.05% | 35.75% |
| Worst Week | -7.38% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -8.55% | -37.12% |
| Best Year | 16.5% | 155.54% |
| Worst Year | -4.27% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.05% | 6.87% |
| Avg. Down Week | -2.1% | -3.51% |
| Avg. Up Month | 4.66% | 14.21% |
| Avg. Down Month | -3.96% | -10.32% |
| Win Days % | 47.03% | 51.27% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 41.41% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |