| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 27.42% | 161.99% |
| Max Drawdown | -24.93% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.36 | 0.59 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 40.6 | 3.32 |
| Outlier Loss Ratio | 4.18 | 3.18 |
| Volatility (ann.) | 9.25% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.3 | 0.5 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 65.11 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.38% |
| Expected Yearly % | 6.25% | 27.22% |
| Kelly Criterion | 1.1% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11403187:BTCUSD | 11403187:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.09 | -0.03 | + |
| 2023 | 155.54 | -4.10 | -0.03 | - |
| 2024 | 121.00 | 16.67 | 0.14 | - |
| 2025 | 16.76 | 11.54 | 0.69 | - |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| MTD | 5.91% | 4.16% |
| 3M | 7.02% | 31.46% |
| 6M | 12.82% | 12.77% |
| YTD | 11.54% | 16.76% |
| 1Y | 15.04% | 56.84% |
| 3Y (ann.) | 5.84% | 55.31% |
| 5Y (ann.) | 7.51% | 33.33% |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Max Drawdown | -24.93% | -67.18% |
| Longest DD Days | 958.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.97% |
| Avg. Drawdown Days | 72.0 | 36.0 |
| Recovery Factor | 1.1 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-12-05 | -24.93 | 958 |
| 2025-03-10 | 2025-06-09 | -8.58 | 91 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2025-02-14 | 2025-03-05 | -3.87 | 18 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| Metric | 11403187:btcusd:triple_med_gx:lsma65_140 | 11403187:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.66% | 35.75% |
| Worst Week | -6.19% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -8.06% | -37.12% |
| Best Year | 16.67% | 155.54% |
| Worst Year | -4.1% | -60.27% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.28% | 6.56% |
| Avg. Down Week | -2.05% | -2.47% |
| Avg. Up Month | 3.27% | 14.08% |
| Avg. Down Month | -3.61% | -11.6% |
| Win Days % | 47.31% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 52.44% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |