| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 199.08% | 185.19% |
| Max Drawdown | -30.82% | -67.18% |
| Sharpe | 0.63 | 0.42 |
| Sortino | 1.02 | 0.61 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 20.61 | 3.8 |
| Outlier Loss Ratio | 4.22 | 3.81 |
| Volatility (ann.) | 14.19% | 26.05% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.21 | 0.53 |
| Skew | 2.16 | 0.18 |
| Kurtosis | 36.38 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 2.53% |
| Expected Yearly % | 31.51% | 29.95% |
| Kelly Criterion | 7.8% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.21% |
| Expected Shortfall (cVaR) | -1.2% | -2.21% |
| Year | 11404129:BTCUSD | 11404129:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -7.60 | 0.13 | + |
| 2023 | 155.54 | 67.95 | 0.44 | - |
| 2024 | 121.00 | 65.44 | 0.54 | - |
| 2025 | 27.10 | 16.50 | 0.61 | - |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.19% | 41.88% |
| 6M | 11.07% | 22.91% |
| YTD | 16.5% | 27.1% |
| 1Y | 52.36% | 82.29% |
| 3Y (ann.) | 41.43% | 77.48% |
| 5Y (ann.) | 37.42% | 35.54% |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Max Drawdown | -30.82% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.76% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 6.46 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -30.82 | 302 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2025-03-06 | 2025-06-09 | -11.82 | 95 |
| 2024-12-05 | 2025-03-01 | -10.35 | 85 |
| 2022-03-02 | 2022-05-13 | -10.14 | 72 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2024-08-09 | 2024-09-13 | -8.99 | 35 |
| 2023-07-14 | 2023-10-15 | -8.54 | 93 |
| 2022-02-23 | 2022-02-24 | -7.13 | 1 |
| 2025-06-10 | 2025-07-17 | -6.86 | 37 |
| Metric | 11404129:btcusd:triple_med_gx:lsma60_140 | 11404129:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 21.66% | 43.77% |
| Worst Month | -8.09% | -37.12% |
| Best Year | 67.95% | 155.54% |
| Worst Year | -7.6% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.31% | 6.05% |
| Avg. Down Week | -2.69% | -4.95% |
| Avg. Up Month | 6.32% | 12.05% |
| Avg. Down Month | -4.33% | -12.83% |
| Win Days % | 50.54% | 51.29% |
| Win Month % | 74.36% | 61.9% |
| Win Week % | 56.44% | 51.37% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 75.0% |