| Metric | 11403291:btcusd:triple_med_gx:lsma55_140 | 11403291:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 22.4% | 161.99% |
| Max Drawdown | -27.25% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.3 | 0.59 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 33.07 | 3.41 |
| Outlier Loss Ratio | 4.24 | 3.34 |
| Volatility (ann.) | 10.89% | 26.28% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.23 | 0.5 |
| Skew | 2.14 | 0.18 |
| Kurtosis | 61.38 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.38% |
| Expected Yearly % | 5.18% | 27.22% |
| Kelly Criterion | -0.32% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11403291:BTCUSD | 11403291:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -11.30 | 0.19 | + |
| 2023 | 155.54 | 22.17 | 0.14 | - |
| 2024 | 121.00 | 7.04 | 0.06 | - |
| 2025 | 16.76 | 5.53 | 0.33 | - |
| Metric | 11403291:btcusd:triple_med_gx:lsma55_140 | 11403291:BTCUSD |
|---|---|---|
| MTD | 2.7% | 4.16% |
| 3M | 3.27% | 31.46% |
| 6M | 4.95% | 12.77% |
| YTD | 5.53% | 16.76% |
| 1Y | 2.38% | 56.84% |
| 3Y (ann.) | 3.2% | 55.31% |
| 5Y (ann.) | 6.22% | 33.33% |
| Metric | 11403291:btcusd:triple_med_gx:lsma55_140 | 11403291:BTCUSD |
|---|---|---|
| Max Drawdown | -27.25% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.97% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 0.82 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-25 | -27.25 | 704 |
| 2024-06-07 | 2025-03-06 | -22.58 | 271 |
| 2025-03-06 | 2025-06-11 | -13.41 | 97 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2024-03-29 | 2024-06-04 | -4.07 | 67 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-02 | 2022-03-14 | -1.04 | 12 |
| Metric | 11403291:btcusd:triple_med_gx:lsma55_140 | 11403291:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.56% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -13.98% | -37.12% |
| Best Year | 22.17% | 155.54% |
| Worst Year | -11.3% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.21% | 6.72% |
| Avg. Down Week | -2.07% | -4.0% |
| Avg. Up Month | 5.41% | 12.0% |
| Avg. Down Month | -4.69% | -13.45% |
| Win Days % | 45.81% | 51.27% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 42.11% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |