| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 33.8% | 161.99% |
| Max Drawdown | -46.42% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.17 | 4.07 |
| Outlier Loss Ratio | 3.9 | 4.0 |
| Volatility (ann.) | 16.05% | 26.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.2 | 0.5 |
| Skew | 0.95 | 0.18 |
| Kurtosis | 31.98 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.38% |
| Expected Yearly % | 7.55% | 27.22% |
| Kelly Criterion | 1.06% | 2.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.23% |
| Expected Shortfall (cVaR) | -1.37% | -2.23% |
| Year | 11403571:BTCUSD | 11403571:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -33.82 | 0.56 | + |
| 2023 | 155.54 | 57.20 | 0.37 | - |
| 2024 | 121.00 | 32.62 | 0.27 | - |
| 2025 | 16.76 | -3.03 | -0.18 | - |
| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| MTD | 0.75% | 4.16% |
| 3M | 4.99% | 31.46% |
| 6M | -6.97% | 12.77% |
| YTD | -3.03% | 16.76% |
| 1Y | -4.75% | 56.84% |
| 3Y (ann.) | 10.8% | 55.31% |
| 5Y (ann.) | 9.09% | 33.33% |
| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Max Drawdown | -46.42% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -5.94% | -6.97% |
| Avg. Drawdown Days | 50.0 | 36.0 |
| Recovery Factor | 0.73 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2024-02-28 | -46.42 | 713 |
| 2024-12-05 | 2025-06-11 | -21.56 | 188 |
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-06-05 | 2024-08-01 | -6.31 | 57 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-18 | -3.56 | 23 |
| 2024-02-29 | 2024-03-17 | -3.48 | 17 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11403571:btcusd:triple_med_gx:lsma60_140 | 11403571:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 21.32% | 43.77% |
| Worst Month | -19.74% | -37.12% |
| Best Year | 57.2% | 155.54% |
| Worst Year | -33.82% | -60.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 4.04% | 6.73% |
| Avg. Down Week | -2.69% | -4.9% |
| Avg. Up Month | 6.02% | 15.26% |
| Avg. Down Month | -5.5% | -12.23% |
| Win Days % | 49.21% | 51.27% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 48.48% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |