| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 40.56% | 161.99% |
| Max Drawdown | -38.8% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.36 | 0.59 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.1 | 4.01 |
| Outlier Loss Ratio | 4.0 | 4.0 |
| Volatility (ann.) | 15.81% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.28 | 0.5 |
| Skew | 1.04 | 0.18 |
| Kurtosis | 33.23 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.38% |
| Expected Yearly % | 8.88% | 27.22% |
| Kelly Criterion | 1.62% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.23% |
| Expected Shortfall (cVaR) | -1.35% | -2.23% |
| Year | 11403628:BTCUSD | 11403628:btcusd:triple_med_gx:lsma65_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -28.14 | 0.47 | + |
| 2023 | 155.54 | 47.66 | 0.31 | - |
| 2024 | 121.00 | 15.28 | 0.13 | - |
| 2025 | 16.76 | 14.92 | 0.89 | - |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 15.63% | 31.46% |
| 6M | 11.01% | 12.77% |
| YTD | 14.92% | 16.76% |
| 1Y | -1.1% | 56.84% |
| 3Y (ann.) | 14.43% | 55.31% |
| 5Y (ann.) | 10.7% | 33.33% |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Max Drawdown | -38.8% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -8.05% | -6.97% |
| Avg. Drawdown Days | 80.0 | 36.0 |
| Recovery Factor | 1.05 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-01-01 | -38.80 | 671 |
| 2024-06-05 | 2025-06-11 | -27.39 | 370 |
| 2024-01-02 | 2024-02-27 | -13.27 | 55 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-02-29 | 2024-03-25 | -10.92 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-06-05 | -4.26 | 43 |
| 2024-03-26 | 2024-04-18 | -2.90 | 23 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11403628:btcusd:triple_med_gx:lsma65_140 | 11403628:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 18.21% | 43.77% |
| Worst Month | -16.36% | -37.12% |
| Best Year | 47.66% | 155.54% |
| Worst Year | -28.14% | -60.27% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 4.2% | 5.83% |
| Avg. Down Week | -2.99% | -5.13% |
| Avg. Up Month | 6.08% | 14.38% |
| Avg. Down Month | -4.63% | -11.91% |
| Win Days % | 49.32% | 51.27% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 51.52% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |