| Metric | 11403243:btcusd:triple_med_gx:lsma60_140 | 11403243:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 47.4% | 161.99% |
| Max Drawdown | -16.05% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 35.76 | 3.41 |
| Outlier Loss Ratio | 4.27 | 3.31 |
| Volatility (ann.) | 10.17% | 26.28% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.77 | 0.5 |
| Skew | 2.7 | 0.18 |
| Kurtosis | 63.89 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.38% |
| Expected Yearly % | 10.19% | 27.22% |
| Kelly Criterion | 3.02% | 9.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.23% |
| Expected Shortfall (cVaR) | -0.87% | -2.23% |
| Year | 11403243:BTCUSD | 11403243:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.31 | -0.17 | + |
| 2023 | 155.54 | 14.33 | 0.09 | - |
| 2024 | 121.00 | 18.09 | 0.15 | - |
| 2025 | 16.76 | -1.03 | -0.06 | - |
| Metric | 11403243:btcusd:triple_med_gx:lsma60_140 | 11403243:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | -5.92% | 31.46% |
| 6M | -0.25% | 12.77% |
| YTD | -1.03% | 16.76% |
| 1Y | -2.31% | 56.84% |
| 3Y (ann.) | 10.04% | 55.31% |
| 5Y (ann.) | 12.29% | 33.33% |
| Metric | 11403243:btcusd:triple_med_gx:lsma60_140 | 11403243:BTCUSD |
|---|---|---|
| Max Drawdown | -16.05% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.97% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 2.95 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-05 | -16.05 | 271 |
| 2023-03-14 | 2024-02-28 | -15.34 | 350 |
| 2025-03-06 | 2025-06-11 | -12.26 | 97 |
| 2022-09-27 | 2023-03-13 | -10.96 | 167 |
| 2022-04-21 | 2022-08-11 | -10.76 | 111 |
| 2022-08-13 | 2022-09-27 | -8.29 | 44 |
| 2022-03-02 | 2022-04-19 | -4.63 | 48 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11403243:btcusd:triple_med_gx:lsma60_140 | 11403243:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.83% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.06% | -37.12% |
| Best Year | 18.09% | 155.54% |
| Worst Year | -1.03% | -60.27% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.64% | 7.38% |
| Avg. Down Week | -2.08% | -2.7% |
| Avg. Up Month | 4.0% | 10.27% |
| Avg. Down Month | -3.71% | -10.37% |
| Win Days % | 47.32% | 51.27% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 44.32% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |