| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 91.53% | 161.99% |
| Max Drawdown | -30.48% | -67.18% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.59 | 0.59 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.52 | 4.04 |
| Outlier Loss Ratio | 3.95 | 3.99 |
| Volatility (ann.) | 15.67% | 26.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.7 | 0.5 |
| Skew | 1.22 | 0.18 |
| Kurtosis | 34.12 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.38% |
| Expected Yearly % | 17.64% | 27.22% |
| Kelly Criterion | 4.48% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.23% |
| Expected Shortfall (cVaR) | -1.33% | -2.23% |
| Year | 11403739:BTCUSD | 11403739:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.90 | 0.21 | + |
| 2023 | 155.54 | 33.63 | 0.22 | - |
| 2024 | 121.00 | 28.04 | 0.23 | - |
| 2025 | 16.76 | 28.52 | 1.70 | + |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 18.67% | 31.46% |
| 6M | 21.41% | 12.77% |
| YTD | 28.52% | 16.76% |
| 1Y | 24.9% | 56.84% |
| 3Y (ann.) | 23.05% | 55.31% |
| 5Y (ann.) | 21.42% | 33.33% |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Max Drawdown | -30.48% | -67.18% |
| Longest DD Days | 556.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.97% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 3.0 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-10-16 | -30.48 | 556 |
| 2024-06-05 | 2024-12-05 | -21.19 | 182 |
| 2024-01-02 | 2024-02-28 | -13.05 | 57 |
| 2024-02-29 | 2024-03-25 | -11.86 | 25 |
| 2025-03-03 | 2025-05-10 | -11.01 | 68 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-01 | -8.15 | 85 |
| 2023-11-24 | 2024-01-01 | -5.43 | 38 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2024-04-23 | 2024-05-03 | -4.84 | 10 |
| Metric | 11403739:btcusd:triple_med_gx:lsma60_140 | 11403739:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 11.85% | 43.77% |
| Worst Month | -10.68% | -37.12% |
| Best Year | 33.63% | 155.54% |
| Worst Year | -12.9% | -60.27% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 3.56% | 6.53% |
| Avg. Down Week | -2.87% | -5.4% |
| Avg. Up Month | 4.31% | 12.7% |
| Avg. Down Month | -2.95% | -12.19% |
| Win Days % | 50.32% | 51.27% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 56.99% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |