| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.95% | 161.99% |
| Max Drawdown | -15.46% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 45.92 | 3.29 |
| Outlier Loss Ratio | 4.2 | 3.16 |
| Volatility (ann.) | 8.71% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.45 | 0.5 |
| Skew | 1.16 | 0.18 |
| Kurtosis | 75.47 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.38% |
| Expected Yearly % | 5.73% | 27.22% |
| Kelly Criterion | 0.18% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11403188:BTCUSD | 11403188:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.61 | -0.14 | + |
| 2023 | 155.54 | 4.22 | 0.03 | - |
| 2024 | 121.00 | 4.63 | 0.04 | - |
| 2025 | 16.76 | 5.50 | 0.33 | - |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| MTD | 3.7% | 4.16% |
| 3M | 1.19% | 31.46% |
| 6M | 9.27% | 12.77% |
| YTD | 5.5% | 16.76% |
| 1Y | 0.83% | 56.84% |
| 3Y (ann.) | 4.45% | 55.31% |
| 5Y (ann.) | 6.88% | 33.33% |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -67.18% |
| Longest DD Days | 677.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.97% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | 1.61 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-02-28 | -15.46 | 677 |
| 2024-03-29 | 2025-03-05 | -13.71 | 341 |
| 2025-03-10 | 2025-06-11 | -7.17 | 93 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-03-05 | 2025-03-10 | -0.50 | 4 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11403188:btcusd:triple_med_gx:lsma75_140 | 11403188:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.66% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -7.17% | -37.12% |
| Best Year | 8.61% | 155.54% |
| Worst Year | 4.22% | -60.27% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.07% | 7.06% |
| Avg. Down Week | -1.74% | -3.04% |
| Avg. Up Month | 3.22% | 13.84% |
| Avg. Down Month | -3.04% | -11.15% |
| Win Days % | 47.18% | 51.27% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 46.84% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |