| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 82.54% | 161.99% |
| Max Drawdown | -28.86% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.56 | 0.59 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 21.6 | 4.0 |
| Outlier Loss Ratio | 3.98 | 3.89 |
| Volatility (ann.) | 15.53% | 26.28% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.68 | 0.5 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 36.02 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.38% |
| Expected Yearly % | 16.23% | 27.22% |
| Kelly Criterion | 3.92% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.23% |
| Expected Shortfall (cVaR) | -1.32% | -2.23% |
| Year | 11403795:BTCUSD | 11403795:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -5.93 | 0.10 | + |
| 2023 | 155.54 | 37.07 | 0.24 | - |
| 2024 | 121.00 | 16.64 | 0.14 | - |
| 2025 | 16.76 | 21.37 | 1.27 | + |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 10.08% | 31.46% |
| 6M | 14.65% | 12.77% |
| YTD | 21.37% | 16.76% |
| 1Y | 16.08% | 56.84% |
| 3Y (ann.) | 17.51% | 55.31% |
| 5Y (ann.) | 19.69% | 33.33% |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -67.18% |
| Longest DD Days | 523.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.86 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-10-16 | -28.86 | 523 |
| 2024-06-14 | 2024-11-29 | -20.05 | 168 |
| 2024-01-02 | 2024-03-25 | -13.08 | 83 |
| 2025-03-03 | 2025-06-09 | -12.41 | 98 |
| 2024-12-05 | 2025-03-02 | -10.78 | 87 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-03-01 | 2022-05-10 | -10.41 | 69 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.50 | 10 |
| Metric | 11403795:btcusd:triple_med_gx:lsma60_140 | 11403795:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -10.76% | -37.12% |
| Best Year | 37.07% | 155.54% |
| Worst Year | -5.93% | -60.27% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 3.71% | 6.42% |
| Avg. Down Week | -2.72% | -5.51% |
| Avg. Up Month | 4.42% | 11.57% |
| Avg. Down Month | -3.64% | -12.53% |
| Win Days % | 49.47% | 51.27% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 54.17% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |