| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 195.12% | 161.99% |
| Max Drawdown | -26.85% | -67.18% |
| Sharpe | 0.64 | 0.41 |
| Sortino | 1.06 | 0.59 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 20.84 | 3.84 |
| Outlier Loss Ratio | 4.29 | 3.74 |
| Volatility (ann.) | 14.13% | 26.28% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.42 | 0.5 |
| Skew | 2.53 | 0.18 |
| Kurtosis | 36.76 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.67% | 2.38% |
| Expected Yearly % | 31.07% | 27.22% |
| Kelly Criterion | 7.34% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.23% |
| Expected Shortfall (cVaR) | -1.19% | -2.23% |
| Year | 11404186:BTCUSD | 11404186:btcusd:triple_med_gx:lsma60_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.97 | -0.02 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 121.00 | 64.14 | 0.53 | - |
| 2025 | 16.76 | 18.01 | 1.07 | + |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.57% | 31.46% |
| 6M | 26.18% | 12.77% |
| YTD | 18.01% | 16.76% |
| 1Y | 43.23% | 56.84% |
| 3Y (ann.) | 33.94% | 55.31% |
| 5Y (ann.) | 38.16% | 33.33% |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Max Drawdown | -26.85% | -67.18% |
| Longest DD Days | 301.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 7.27 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-13 | -26.85 | 301 |
| 2024-06-05 | 2024-10-14 | -14.48 | 130 |
| 2024-01-02 | 2024-02-27 | -12.98 | 55 |
| 2025-03-03 | 2025-06-09 | -12.06 | 98 |
| 2023-07-14 | 2023-10-16 | -8.54 | 94 |
| 2023-04-26 | 2023-07-13 | -8.44 | 78 |
| 2025-01-04 | 2025-02-28 | -8.02 | 55 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-04-21 | 2022-05-13 | -7.38 | 21 |
| 2022-03-02 | 2022-04-20 | -6.36 | 49 |
| Metric | 11404186:btcusd:triple_med_gx:lsma60_140 | 11404186:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 21.58% | 43.77% |
| Worst Month | -7.32% | -37.12% |
| Best Year | 64.14% | 155.54% |
| Worst Year | 0.97% | -60.27% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.32% | 6.94% |
| Avg. Down Week | -2.23% | -4.26% |
| Avg. Up Month | 6.91% | 14.87% |
| Avg. Down Month | -3.92% | -12.18% |
| Win Days % | 50.0% | 51.27% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 55.0% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |