| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 3.62% | 161.99% |
| Max Drawdown | -27.73% | -67.18% |
| Sharpe | 0.08 | 0.41 |
| Sortino | 0.12 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 32.89 | 3.56 |
| Outlier Loss Ratio | 4.06 | 3.42 |
| Volatility (ann.) | 11.25% | 26.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.04 | 0.5 |
| Skew | 1.39 | 0.18 |
| Kurtosis | 49.79 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.38% |
| Expected Yearly % | 0.89% | 27.22% |
| Kelly Criterion | -2.55% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11403239:BTCUSD | 11403239:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.22 | 0.09 | + |
| 2023 | 155.54 | 1.39 | 0.01 | - |
| 2024 | 121.00 | 15.03 | 0.12 | - |
| 2025 | 16.76 | -6.26 | -0.37 | - |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | -2.6% | 31.46% |
| 6M | -3.39% | 12.77% |
| YTD | -6.26% | 16.76% |
| 1Y | -14.23% | 56.84% |
| 3Y (ann.) | -2.57% | 55.31% |
| 5Y (ann.) | 1.07% | 33.33% |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Max Drawdown | -27.73% | -67.18% |
| Longest DD Days | 717.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.97% |
| Avg. Drawdown Days | 74.0 | 36.0 |
| Recovery Factor | 0.13 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-04-08 | -27.73 | 717 |
| 2024-06-07 | 2025-06-11 | -23.66 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-08 | 2024-04-22 | -1.59 | 13 |
| 2022-03-02 | 2022-04-15 | -1.42 | 44 |
| 2024-04-23 | 2024-06-02 | -1.39 | 40 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.23% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 14.23% | 43.77% |
| Worst Month | -9.7% | -37.12% |
| Best Year | 15.03% | 155.54% |
| Worst Year | -6.26% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.92% | 7.7% |
| Avg. Down Week | -2.84% | -4.37% |
| Avg. Up Month | 4.71% | 15.55% |
| Avg. Down Month | -4.52% | -13.29% |
| Win Days % | 46.65% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 42.71% | 50.56% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |