| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 42.77% | 185.19% |
| Max Drawdown | -16.58% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.52 | 0.61 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 42.6 | 3.35 |
| Outlier Loss Ratio | 4.24 | 3.19 |
| Volatility (ann.) | 8.84% | 26.05% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.66 | 0.53 |
| Skew | 1.83 | 0.18 |
| Kurtosis | 65.15 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.53% |
| Expected Yearly % | 9.31% | 29.95% |
| Kelly Criterion | 2.6% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.21% |
| Expected Shortfall (cVaR) | -0.75% | -2.21% |
| Year | 11403241:BTCUSD | 11403241:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.32 | -0.19 | + |
| 2023 | 155.54 | 3.04 | 0.02 | - |
| 2024 | 121.00 | 10.73 | 0.09 | - |
| 2025 | 27.10 | 12.40 | 0.46 | - |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.82% | 41.88% |
| 6M | 7.04% | 22.91% |
| YTD | 12.4% | 27.1% |
| 1Y | 22.5% | 82.29% |
| 3Y (ann.) | 8.64% | 77.48% |
| 5Y (ann.) | 10.88% | 35.54% |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Max Drawdown | -16.58% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -3.22% | -6.76% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | 2.58 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-02-14 | -16.58 | 322 |
| 2022-04-21 | 2024-01-26 | -11.71 | 644 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-02 | 2022-04-18 | -4.34 | 47 |
| 2025-02-14 | 2025-03-11 | -3.62 | 24 |
| 2024-03-25 | 2024-03-28 | -2.93 | 3 |
| 2025-04-13 | 2025-05-10 | -1.80 | 27 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-05-28 | 2025-06-09 | -1.55 | 12 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| Metric | 11403241:btcusd:triple_med_gx:lsma70_140 | 11403241:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -13.42% | -37.12% |
| Best Year | 12.4% | 155.54% |
| Worst Year | 3.04% | -60.27% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.46% | 6.81% |
| Avg. Down Week | -1.66% | -2.93% |
| Avg. Up Month | 3.82% | 9.73% |
| Avg. Down Month | -3.1% | -9.62% |
| Win Days % | 47.73% | 51.29% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 46.75% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |