| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.92% | 161.99% |
| Max Drawdown | -17.57% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.22 | 0.59 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.04 | 1.06 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 49.38 | 3.25 |
| Outlier Loss Ratio | 4.18 | 3.16 |
| Volatility (ann.) | 8.4% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.21 | 0.5 |
| Skew | 1.25 | 0.18 |
| Kurtosis | 83.9 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.38% |
| Expected Yearly % | 3.08% | 27.22% |
| Kelly Criterion | -1.14% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11403190:BTCUSD | 11403190:btcusd:triple_med_gx:lsma80_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 5.62 | -0.09 | + |
| 2023 | 155.54 | 7.11 | 0.05 | - |
| 2024 | 121.00 | -4.81 | -0.04 | - |
| 2025 | 16.76 | 4.86 | 0.29 | - |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| MTD | 3.3% | 4.16% |
| 3M | 3.46% | 31.46% |
| 6M | 7.94% | 12.77% |
| YTD | 4.86% | 16.76% |
| 1Y | -0.7% | 56.84% |
| 3Y (ann.) | 1.15% | 55.31% |
| 5Y (ann.) | 3.7% | 33.33% |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -67.18% |
| Longest DD Days | 1147.0 | 683.0 |
| Avg. Drawdown | -3.33% | -6.97% |
| Avg. Drawdown Days | 128.0 | 36.0 |
| Recovery Factor | 0.74 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2025-06-11 | -17.57 | 1147 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-16 | 2022-04-17 | -0.21 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11403190:btcusd:triple_med_gx:lsma80_140 | 11403190:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 7.11% | 155.54% |
| Worst Year | -4.81% | -60.27% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 2.09% | 7.76% |
| Avg. Down Week | -1.75% | -3.1% |
| Avg. Up Month | 3.21% | 13.16% |
| Avg. Down Month | -2.6% | -12.45% |
| Win Days % | 47.18% | 51.27% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 42.11% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |