| Metric | 11370351:btcusd:triple_med_gx:lsma60_10 | 11370351:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 27.02% | 239.56% |
| Max Drawdown | -24.55% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.33 | 0.68 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 37.23 | 3.47 |
| Outlier Loss Ratio | 3.85 | 3.32 |
| Volatility (ann.) | 10.64% | 26.24% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.29 | 0.63 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 59.9 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.88% |
| Expected Yearly % | 6.16% | 35.75% |
| Kelly Criterion | -0.53% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.23% |
| Expected Shortfall (cVaR) | -0.91% | -2.23% |
| Year | 11370351:BTCUSD | 11370351:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.00 | -0.04 | + |
| 2023 | 155.54 | 15.76 | 0.10 | - |
| 2024 | 121.00 | 3.27 | 0.03 | - |
| 2025 | 30.14 | 4.17 | 0.14 | - |
| Metric | 11370351:btcusd:triple_med_gx:lsma60_10 | 11370351:BTCUSD |
|---|---|---|
| MTD | 5.68% | 13.36% |
| 3M | 15.36% | 45.08% |
| 6M | 2.52% | 28.47% |
| YTD | 4.17% | 30.14% |
| 1Y | 2.39% | 105.13% |
| 3Y (ann.) | 2.93% | 81.7% |
| 5Y (ann.) | 7.12% | 42.14% |
| Metric | 11370351:btcusd:triple_med_gx:lsma60_10 | 11370351:BTCUSD |
|---|---|---|
| Max Drawdown | -24.55% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -6.62% | -6.05% |
| Avg. Drawdown Days | 79.0 | 29.0 |
| Recovery Factor | 1.1 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -24.55 | 461 |
| 2022-07-20 | 2023-03-13 | -18.82 | 236 |
| 2023-04-26 | 2024-03-25 | -16.14 | 334 |
| 2022-05-05 | 2022-07-07 | -12.17 | 63 |
| 2022-01-26 | 2022-01-31 | -5.71 | 5 |
| 2022-03-17 | 2022-04-19 | -5.07 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-07-09 | 2022-07-19 | -3.12 | 9 |
| 2024-03-26 | 2024-04-07 | -2.90 | 12 |
| 2022-01-31 | 2022-02-27 | -2.02 | 26 |
| Metric | 11370351:btcusd:triple_med_gx:lsma60_10 | 11370351:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.31% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 20.31% | 43.77% |
| Worst Month | -14.02% | -37.12% |
| Best Year | 15.76% | 155.54% |
| Worst Year | 2.0% | -53.8% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.44% | 7.74% |
| Avg. Down Week | -1.75% | -2.81% |
| Avg. Up Month | 5.77% | 14.63% |
| Avg. Down Month | -4.59% | -9.74% |
| Win Days % | 46.07% | 51.3% |
| Win Month % | 46.51% | 62.79% |
| Win Week % | 41.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |