| Metric | 11403185:btcusd:triple_med_gx:lsma55_140 | 11403185:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.29% | 161.99% |
| Max Drawdown | -19.62% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.31 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 35.51 | 3.41 |
| Outlier Loss Ratio | 4.04 | 3.31 |
| Volatility (ann.) | 10.5% | 26.28% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.33 | 0.5 |
| Skew | 2.05 | 0.18 |
| Kurtosis | 60.46 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.38% |
| Expected Yearly % | 5.37% | 27.22% |
| Kelly Criterion | 0.32% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11403185:BTCUSD | 11403185:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.88 | 0.01 | + |
| 2023 | 155.54 | 7.94 | 0.05 | - |
| 2024 | 121.00 | 10.64 | 0.09 | - |
| 2025 | 16.76 | 4.14 | 0.25 | - |
| Metric | 11403185:btcusd:triple_med_gx:lsma55_140 | 11403185:BTCUSD |
|---|---|---|
| MTD | 4.2% | 4.16% |
| 3M | 6.05% | 31.46% |
| 6M | 1.61% | 12.77% |
| YTD | 4.14% | 16.76% |
| 1Y | -3.81% | 56.84% |
| 3Y (ann.) | 4.11% | 55.31% |
| 5Y (ann.) | 6.45% | 33.33% |
| Metric | 11403185:btcusd:triple_med_gx:lsma55_140 | 11403185:BTCUSD |
|---|---|---|
| Max Drawdown | -19.62% | -67.18% |
| Longest DD Days | 717.0 | 683.0 |
| Avg. Drawdown | -3.02% | -6.97% |
| Avg. Drawdown Days | 59.0 | 36.0 |
| Recovery Factor | 1.19 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-04-08 | -19.62 | 717 |
| 2024-06-20 | 2025-06-11 | -17.73 | 356 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-04-08 | 2024-04-22 | -1.84 | 13 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-20 | -1.40 | 14 |
| 2024-04-23 | 2024-05-04 | -1.16 | 11 |
| 2024-05-05 | 2024-05-05 | -0.86 | 0 |
| Metric | 11403185:btcusd:triple_med_gx:lsma55_140 | 11403185:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.45% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -7.39% | -37.12% |
| Best Year | 10.64% | 155.54% |
| Worst Year | -0.88% | -60.27% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.1% | 7.63% |
| Avg. Down Week | -2.33% | -3.28% |
| Avg. Up Month | 3.9% | 15.57% |
| Avg. Down Month | -2.83% | -9.97% |
| Win Days % | 47.79% | 51.27% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 47.87% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |