| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 9.48% | 161.99% |
| Max Drawdown | -20.84% | -67.18% |
| Sharpe | 0.12 | 0.41 |
| Sortino | 0.18 | 0.59 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 39.48 | 3.34 |
| Outlier Loss Ratio | 4.21 | 3.21 |
| Volatility (ann.) | 9.58% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.13 | 0.5 |
| Skew | 1.92 | 0.18 |
| Kurtosis | 63.97 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.38% |
| Expected Yearly % | 2.29% | 27.22% |
| Kelly Criterion | -1.33% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11403293:BTCUSD | 11403293:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.34 | -0.07 | + |
| 2023 | 155.54 | -7.96 | -0.05 | - |
| 2024 | 121.00 | 8.30 | 0.07 | - |
| 2025 | 16.76 | 5.26 | 0.31 | - |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 2.83% | 31.46% |
| 6M | 4.23% | 12.77% |
| YTD | 5.26% | 16.76% |
| 1Y | 0.49% | 56.84% |
| 3Y (ann.) | -0.32% | 55.31% |
| 5Y (ann.) | 2.74% | 33.33% |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Max Drawdown | -20.84% | -67.18% |
| Longest DD Days | 1147.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.97% |
| Avg. Drawdown Days | 199.0 | 36.0 |
| Recovery Factor | 0.45 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2025-06-11 | -20.84 | 1147 |
| 2022-03-02 | 2022-04-18 | -4.59 | 47 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11403293:btcusd:triple_med_gx:lsma65_140 | 11403293:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.8% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 11.44% | 43.77% |
| Worst Month | -10.95% | -37.12% |
| Best Year | 8.3% | 155.54% |
| Worst Year | -7.96% | -60.27% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.73% | 7.44% |
| Avg. Down Week | -1.55% | -3.16% |
| Avg. Up Month | 6.76% | 11.11% |
| Avg. Down Month | -3.58% | -9.68% |
| Win Days % | 46.07% | 51.27% |
| Win Month % | 34.21% | 60.98% |
| Win Week % | 37.8% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |