| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 7.19% | 222.44% |
| Max Drawdown | -22.68% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.15 | 0.66 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.55 | 1.08 |
| CPC Index | 0.54 | 0.59 |
| Tail Ratio | 0.52 | 1.0 |
| Outlier Win Ratio | 53.85 | 3.27 |
| Outlier Loss Ratio | 3.88 | 3.08 |
| Volatility (ann.) | 8.23% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.09 | 0.6 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 95.89 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.76% |
| Expected Yearly % | 1.75% | 34.0% |
| Kelly Criterion | -3.26% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | 11370450:BTCUSD | 11370450:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.44 | 0.20 | + |
| 2023 | 155.54 | 14.76 | 0.09 | - |
| 2024 | 121.00 | 12.69 | 0.10 | - |
| 2025 | 30.14 | -6.40 | -0.21 | - |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.72% | 45.08% |
| 6M | -7.5% | 28.47% |
| YTD | -6.4% | 30.14% |
| 1Y | -2.02% | 105.13% |
| 3Y (ann.) | -0.19% | 81.7% |
| 5Y (ann.) | 2.03% | 40.34% |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Max Drawdown | -22.68% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -6.26% | -6.36% |
| Avg. Drawdown Days | 114.0 | 32.0 |
| Recovery Factor | 0.32 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-02-28 | -22.68 | 678 |
| 2025-01-17 | 2025-07-14 | -20.00 | 177 |
| 2024-02-29 | 2024-10-29 | -10.82 | 242 |
| 2024-10-30 | 2025-01-17 | -4.72 | 79 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-02 | 2022-03-16 | -2.82 | 14 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-31 | 2022-03-01 | -0.50 | 28 |
| 2022-03-19 | 2022-04-20 | -0.42 | 32 |
| Metric | 11370450:btcusd:triple_med_gx:lsma60_10 | 11370450:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.93% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 9.93% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 14.76% | 155.54% |
| Worst Year | -11.44% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 2.75% | 8.16% |
| Avg. Down Week | -1.78% | -2.3% |
| Avg. Up Month | 3.24% | 12.32% |
| Avg. Down Month | -5.2% | -9.53% |
| Win Days % | 45.24% | 51.29% |
| Win Month % | 65.0% | 62.79% |
| Win Week % | 46.84% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |