| Metric | 11404075:btcusd:triple_med_gx:lsma60_140 | 11404075:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 125.5% | 161.99% |
| Max Drawdown | -37.38% | -67.18% |
| Sharpe | 0.5 | 0.41 |
| Sortino | 0.79 | 0.59 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.11 | 3.84 |
| Outlier Loss Ratio | 4.17 | 3.79 |
| Volatility (ann.) | 14.25% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.74 | 0.5 |
| Skew | 1.86 | 0.18 |
| Kurtosis | 33.04 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 2.38% |
| Expected Yearly % | 22.54% | 27.22% |
| Kelly Criterion | 6.0% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.23% |
| Expected Shortfall (cVaR) | -1.21% | -2.23% |
| Year | 11404075:BTCUSD | 11404075:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -12.59 | 0.21 | + |
| 2023 | 155.54 | 59.93 | 0.39 | - |
| 2024 | 121.00 | 47.10 | 0.39 | - |
| 2025 | 16.76 | 9.66 | 0.58 | - |
| Metric | 11404075:btcusd:triple_med_gx:lsma60_140 | 11404075:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.39% | 31.46% |
| 6M | 4.63% | 12.77% |
| YTD | 9.66% | 16.76% |
| 1Y | 21.23% | 56.84% |
| 3Y (ann.) | 23.7% | 55.31% |
| 5Y (ann.) | 27.49% | 33.33% |
| Metric | 11404075:btcusd:triple_med_gx:lsma60_140 | 11404075:BTCUSD |
|---|---|---|
| Max Drawdown | -37.38% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -4.47% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.36 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-26 | -37.38 | 345 |
| 2025-03-06 | 2025-06-11 | -14.63 | 97 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-03-02 | 2022-05-12 | -11.44 | 71 |
| 2024-12-05 | 2025-03-05 | -11.01 | 89 |
| 2024-01-05 | 2024-03-25 | -10.32 | 80 |
| 2024-08-09 | 2024-09-13 | -9.90 | 35 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-10-16 | -8.72 | 94 |
| 2023-04-26 | 2023-07-13 | -7.98 | 77 |
| Metric | 11404075:btcusd:triple_med_gx:lsma60_140 | 11404075:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.39% | 43.77% |
| Worst Month | -9.57% | -37.12% |
| Best Year | 59.93% | 155.54% |
| Worst Year | -12.59% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.61% | 6.25% |
| Avg. Down Week | -2.81% | -4.75% |
| Avg. Up Month | 5.96% | 12.54% |
| Avg. Down Month | -4.43% | -11.05% |
| Win Days % | 49.86% | 51.27% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 51.52% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |