| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 41.69% | 161.99% |
| Max Drawdown | -42.02% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.36 | 0.59 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.67 | 4.06 |
| Outlier Loss Ratio | 3.99 | 4.0 |
| Volatility (ann.) | 16.04% | 26.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.26 | 0.5 |
| Skew | 0.93 | 0.18 |
| Kurtosis | 31.8 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.38% |
| Expected Yearly % | 9.1% | 27.22% |
| Kelly Criterion | 1.31% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.23% |
| Expected Shortfall (cVaR) | -1.37% | -2.23% |
| Year | 11403572:BTCUSD | 11403572:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -26.06 | 0.43 | + |
| 2023 | 155.54 | 53.53 | 0.34 | - |
| 2024 | 121.00 | 28.46 | 0.24 | - |
| 2025 | 16.76 | -2.83 | -0.17 | - |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 5.45% | 31.46% |
| 6M | -2.31% | 12.77% |
| YTD | -2.83% | 16.76% |
| 1Y | -5.42% | 56.84% |
| 3Y (ann.) | 10.61% | 55.31% |
| 5Y (ann.) | 10.97% | 33.33% |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Max Drawdown | -42.02% | -67.18% |
| Longest DD Days | 656.0 | 683.0 |
| Avg. Drawdown | -5.97% | -6.97% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 0.99 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2024-01-02 | -42.02 | 656 |
| 2024-06-05 | 2024-12-15 | -22.79 | 193 |
| 2024-12-26 | 2025-06-11 | -20.46 | 167 |
| 2024-01-02 | 2024-02-28 | -12.86 | 56 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-12-21 | 2024-12-24 | -4.15 | 3 |
| 2024-02-29 | 2024-03-17 | -3.48 | 17 |
| 2024-04-23 | 2024-06-03 | -3.34 | 41 |
| 2024-03-26 | 2024-04-19 | -2.90 | 23 |
| Metric | 11403572:btcusd:triple_med_gx:lsma65_140 | 11403572:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 19.2% | 43.77% |
| Worst Month | -17.42% | -37.12% |
| Best Year | 53.53% | 155.54% |
| Worst Year | -26.06% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 4.12% | 6.1% |
| Avg. Down Week | -3.08% | -5.26% |
| Avg. Up Month | 7.18% | 16.23% |
| Avg. Down Month | -5.57% | -13.88% |
| Win Days % | 49.5% | 51.27% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 53.33% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |