| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 79.22% | 161.99% |
| Max Drawdown | -40.09% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.63 | 4.06 |
| Outlier Loss Ratio | 3.95 | 3.99 |
| Volatility (ann.) | 15.78% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.47 | 0.5 |
| Skew | 1.17 | 0.18 |
| Kurtosis | 33.65 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.38% |
| Expected Yearly % | 15.7% | 27.22% |
| Kelly Criterion | 3.98% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.23% |
| Expected Shortfall (cVaR) | -1.34% | -2.23% |
| Year | 11403627:BTCUSD | 11403627:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -20.40 | 0.34 | + |
| 2023 | 155.54 | 61.95 | 0.40 | - |
| 2024 | 121.00 | 24.62 | 0.20 | - |
| 2025 | 16.76 | 11.55 | 0.69 | - |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 14.9% | 31.46% |
| 6M | 7.84% | 12.77% |
| YTD | 11.55% | 16.76% |
| 1Y | 2.04% | 56.84% |
| 3Y (ann.) | 24.54% | 55.31% |
| 5Y (ann.) | 19.04% | 33.33% |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Max Drawdown | -40.09% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.46% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 1.98 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-04-26 | -40.09 | 420 |
| 2024-06-05 | 2025-05-31 | -22.96 | 360 |
| 2024-01-02 | 2024-02-27 | -13.68 | 55 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-02-29 | 2024-03-25 | -11.21 | 25 |
| 2023-05-15 | 2023-11-09 | -8.71 | 177 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-14 | -4.29 | 17 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11403627:btcusd:triple_med_gx:lsma60_140 | 11403627:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.79% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 23.99% | 43.77% |
| Worst Month | -17.42% | -37.12% |
| Best Year | 61.95% | 155.54% |
| Worst Year | -20.4% | -60.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.91% | -0.97% |
| Avg. Up Week | 4.41% | 5.83% |
| Avg. Down Week | -3.21% | -5.59% |
| Avg. Up Month | 6.56% | 14.26% |
| Avg. Down Month | -5.93% | -13.19% |
| Win Days % | 49.96% | 51.27% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 56.38% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |