| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 39.84% | 161.99% |
| Max Drawdown | -17.85% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.46 | 0.59 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 33.88 | 3.42 |
| Outlier Loss Ratio | 4.29 | 3.31 |
| Volatility (ann.) | 10.47% | 26.28% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.59 | 0.5 |
| Skew | 2.27 | 0.18 |
| Kurtosis | 59.76 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.38% |
| Expected Yearly % | 8.75% | 27.22% |
| Kelly Criterion | 1.4% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11403240:BTCUSD | 11403240:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.23 | 0.00 | + |
| 2023 | 155.54 | 19.10 | 0.12 | - |
| 2024 | 121.00 | 14.63 | 0.12 | - |
| 2025 | 16.76 | 2.66 | 0.16 | - |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | -3.47% | 31.46% |
| 6M | -0.03% | 12.77% |
| YTD | 2.66% | 16.76% |
| 1Y | -2.06% | 56.84% |
| 3Y (ann.) | 9.61% | 55.31% |
| 5Y (ann.) | 10.54% | 33.33% |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Max Drawdown | -17.85% | -67.18% |
| Longest DD Days | 331.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.97% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 2.23 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -17.85 | 326 |
| 2024-06-07 | 2025-03-06 | -17.37 | 271 |
| 2023-04-28 | 2024-03-24 | -14.82 | 331 |
| 2025-03-06 | 2025-06-11 | -12.95 | 97 |
| 2023-03-14 | 2023-04-27 | -6.37 | 44 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-04-08 | -1.92 | 10 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| Metric | 11403240:btcusd:triple_med_gx:lsma55_140 | 11403240:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.38% | 35.75% |
| Worst Week | -7.77% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 19.1% | 155.54% |
| Worst Year | -0.23% | -60.27% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.72% | 7.65% |
| Avg. Down Week | -2.15% | -3.71% |
| Avg. Up Month | 5.02% | 11.1% |
| Avg. Down Month | -3.39% | -12.89% |
| Win Days % | 47.15% | 51.27% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 44.57% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |