| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 63.14% | 161.99% |
| Max Drawdown | -45.36% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.47 | 0.59 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 22.25 | 4.06 |
| Outlier Loss Ratio | 3.92 | 3.99 |
| Volatility (ann.) | 15.68% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.35 | 0.5 |
| Skew | 1.15 | 0.18 |
| Kurtosis | 34.38 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.38% |
| Expected Yearly % | 13.02% | 27.22% |
| Kelly Criterion | 2.77% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.23% |
| Expected Shortfall (cVaR) | -1.34% | -2.23% |
| Year | 11403626:BTCUSD | 11403626:btcusd:triple_med_gx:lsma55_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -36.11 | 0.60 | + |
| 2023 | 155.54 | 83.17 | 0.53 | - |
| 2024 | 121.00 | 26.25 | 0.22 | - |
| 2025 | 16.76 | 10.41 | 0.62 | - |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 13.52% | 31.46% |
| 6M | 7.26% | 12.77% |
| YTD | 10.41% | 16.76% |
| 1Y | -0.0% | 56.84% |
| 3Y (ann.) | 23.94% | 55.31% |
| 5Y (ann.) | 15.74% | 33.33% |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Max Drawdown | -45.36% | -67.18% |
| Longest DD Days | 628.0 | 683.0 |
| Avg. Drawdown | -5.25% | -6.97% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 1.39 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-11-19 | -45.36 | 628 |
| 2024-06-05 | 2025-05-22 | -24.84 | 350 |
| 2024-01-02 | 2024-02-28 | -12.73 | 56 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2025-05-22 | 2025-06-11 | -5.25 | 20 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2023-12-22 | 2024-01-01 | -3.86 | 10 |
| Metric | 11403626:btcusd:triple_med_gx:lsma55_140 | 11403626:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 27.15% | 43.77% |
| Worst Month | -19.74% | -37.12% |
| Best Year | 83.17% | 155.54% |
| Worst Year | -36.11% | -60.27% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.83% | 6.1% |
| Avg. Down Week | -3.09% | -5.03% |
| Avg. Up Month | 7.32% | 14.66% |
| Avg. Down Month | -7.06% | -13.26% |
| Win Days % | 49.34% | 51.27% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 52.08% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |