| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 49.16% | 161.99% |
| Max Drawdown | -40.49% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.4 | 0.59 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 20.63 | 4.06 |
| Outlier Loss Ratio | 4.04 | 4.0 |
| Volatility (ann.) | 16.03% | 26.28% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.31 | 0.5 |
| Skew | 1.12 | 0.18 |
| Kurtosis | 32.35 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.38% |
| Expected Yearly % | 10.51% | 27.22% |
| Kelly Criterion | 2.36% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.23% |
| Expected Shortfall (cVaR) | -1.37% | -2.23% |
| Year | 11403685:BTCUSD | 11403685:btcusd:triple_med_gx:lsma70_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -24.54 | 0.41 | + |
| 2023 | 155.54 | 36.76 | 0.24 | - |
| 2024 | 121.00 | 25.29 | 0.21 | - |
| 2025 | 16.76 | 15.36 | 0.92 | - |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 13.88% | 31.46% |
| 6M | 13.62% | 12.77% |
| YTD | 15.36% | 16.76% |
| 1Y | 10.61% | 56.84% |
| 3Y (ann.) | 16.1% | 55.31% |
| 5Y (ann.) | 12.69% | 33.33% |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Max Drawdown | -40.49% | -67.18% |
| Longest DD Days | 689.0 | 683.0 |
| Avg. Drawdown | -6.99% | -6.97% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 1.21 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2024-02-26 | -40.49 | 689 |
| 2024-06-07 | 2025-03-02 | -28.29 | 268 |
| 2025-03-03 | 2025-06-11 | -14.39 | 100 |
| 2024-02-29 | 2024-03-25 | -12.63 | 25 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-06-04 | -4.50 | 42 |
| 2024-03-29 | 2024-04-22 | -3.71 | 24 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11403685:btcusd:triple_med_gx:lsma70_140 | 11403685:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.59% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -12.23% | -37.12% |
| Best Year | 36.76% | 155.54% |
| Worst Year | -24.54% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.16% | 6.28% |
| Avg. Down Week | -2.99% | -5.0% |
| Avg. Up Month | 6.19% | 11.65% |
| Avg. Down Month | -3.98% | -11.63% |
| Win Days % | 49.37% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 48.98% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |