| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 101.91% | 181.3% |
| Max Drawdown | -19.81% | -67.18% |
| Sharpe | 0.51 | 0.41 |
| Sortino | 0.83 | 0.6 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.32 | 0.99 |
| Outlier Win Ratio | 32.58 | 3.55 |
| Outlier Loss Ratio | 4.14 | 3.34 |
| Volatility (ann.) | 11.17% | 26.31% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.13 | 0.51 |
| Skew | 2.83 | 0.18 |
| Kurtosis | 60.29 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.65% | 2.43% |
| Expected Yearly % | 19.2% | 29.51% |
| Kelly Criterion | 4.78% | 10.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11370325:BTCUSD | 11370325:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 11.38 | -0.19 | + |
| 2023 | 155.54 | 21.25 | 0.14 | - |
| 2024 | 121.00 | 30.15 | 0.25 | - |
| 2025 | 27.10 | 14.88 | 0.55 | - |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| MTD | 5.42% | 10.71% |
| 3M | 12.7% | 41.88% |
| 6M | 15.22% | 22.91% |
| YTD | 14.88% | 27.1% |
| 1Y | 12.79% | 82.29% |
| 3Y (ann.) | 18.14% | 77.48% |
| 5Y (ann.) | 22.3% | 34.49% |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Max Drawdown | -19.81% | -67.18% |
| Longest DD Days | 275.0 | 683.0 |
| Avg. Drawdown | -3.61% | -7.6% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 5.15 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-03-14 | -19.81 | 236 |
| 2025-03-03 | 2025-07-17 | -14.80 | 136 |
| 2023-05-29 | 2024-02-28 | -14.23 | 275 |
| 2024-10-07 | 2025-03-02 | -10.55 | 145 |
| 2022-04-29 | 2022-06-21 | -10.39 | 53 |
| 2022-06-21 | 2022-07-07 | -5.90 | 15 |
| 2024-08-09 | 2024-08-23 | -5.88 | 14 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-03-17 | 2022-04-19 | -5.60 | 33 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| Metric | 11370325:btcusd:triple_med_gx:lsma60_10 | 11370325:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 24.36% | 35.75% |
| Worst Week | -8.82% | -29.64% |
| Best Month | 20.95% | 43.77% |
| Worst Month | -8.52% | -37.12% |
| Best Year | 30.15% | 155.54% |
| Worst Year | 11.38% | -60.81% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.47% | 7.32% |
| Avg. Down Week | -1.8% | -3.64% |
| Avg. Up Month | 5.58% | 13.06% |
| Avg. Down Month | -3.28% | -8.76% |
| Win Days % | 47.03% | 51.25% |
| Win Month % | 65.12% | 60.47% |
| Win Week % | 47.41% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |