| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 20.65% | 198.43% |
| Max Drawdown | -28.7% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 35.5 | 3.48 |
| Outlier Loss Ratio | 3.99 | 3.43 |
| Volatility (ann.) | 10.87% | 26.29% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.19 | 0.55 |
| Skew | 1.55 | 0.19 |
| Kurtosis | 55.75 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.58% |
| Expected Yearly % | 4.81% | 31.43% |
| Kelly Criterion | -1.74% | 8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11370338:BTCUSD | 11370338:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.31 | 0.12 | + |
| 2023 | 155.54 | 13.34 | 0.09 | - |
| 2024 | 121.00 | 7.19 | 0.06 | - |
| 2025 | 30.14 | 7.15 | 0.24 | - |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| MTD | 5.68% | 13.36% |
| 3M | 15.91% | 45.08% |
| 6M | 6.17% | 28.47% |
| YTD | 7.15% | 30.14% |
| 1Y | 4.53% | 105.13% |
| 3Y (ann.) | 0.15% | 81.7% |
| 5Y (ann.) | 5.54% | 36.92% |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Max Drawdown | -28.7% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -6.62% | -6.95% |
| Avg. Drawdown Days | 138.0 | 34.0 |
| Recovery Factor | 0.72 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -28.70 | 1089 |
| 2022-03-17 | 2022-07-07 | -14.53 | 112 |
| 2022-01-30 | 2022-02-28 | -5.89 | 29 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-18 | -1.84 | 10 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| Metric | 11370338:btcusd:triple_med_gx:lsma60_10 | 11370338:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 24.36% | 35.75% |
| Worst Week | -12.83% | -29.64% |
| Best Month | 21.65% | 43.77% |
| Worst Month | -13.53% | -37.12% |
| Best Year | 13.34% | 155.54% |
| Worst Year | -7.31% | -59.39% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.62% | 7.96% |
| Avg. Down Week | -2.35% | -3.12% |
| Avg. Up Month | 6.63% | 13.15% |
| Avg. Down Month | -4.21% | -8.42% |
| Win Days % | 46.2% | 51.25% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 44.86% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |