| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 25.88% | 188.02% |
| Max Drawdown | -24.93% | -67.18% |
| Sharpe | 0.21 | 0.42 |
| Sortino | 0.34 | 0.61 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 38.9 | 3.4 |
| Outlier Loss Ratio | 4.11 | 3.31 |
| Volatility (ann.) | 10.07% | 26.33% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.27 | 0.53 |
| Skew | 2.62 | 0.18 |
| Kurtosis | 66.39 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.49% |
| Expected Yearly % | 5.92% | 30.27% |
| Kelly Criterion | -0.65% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11371826:BTCUSD | 11371826:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -0.47 | 0.01 | + |
| 2023 | 155.54 | 20.29 | 0.13 | - |
| 2024 | 121.00 | 5.59 | 0.05 | - |
| 2025 | 30.14 | -0.42 | -0.01 | - |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | -0.03% | 45.08% |
| 6M | -0.13% | 28.47% |
| YTD | -0.42% | 30.14% |
| 1Y | -15.71% | 105.13% |
| 3Y (ann.) | 2.54% | 81.7% |
| 5Y (ann.) | 6.83% | 35.5% |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Max Drawdown | -24.93% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -4.22% | -7.5% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 1.04 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-02-28 | -24.93 | 588 |
| 2024-10-07 | 2025-07-14 | -24.53 | 279 |
| 2022-05-05 | 2022-07-18 | -14.54 | 73 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| 2022-01-30 | 2022-02-28 | -4.86 | 29 |
| 2022-03-17 | 2022-04-18 | -4.49 | 32 |
| 2024-02-29 | 2024-03-25 | -4.27 | 25 |
| 2024-08-11 | 2024-08-23 | -4.16 | 12 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| Metric | 11371826:btcusd:triple_med_gx:lsma60_20 | 11371826:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 15.97% | 43.77% |
| Worst Month | -10.21% | -37.12% |
| Best Year | 20.29% | 155.54% |
| Worst Year | -0.47% | -60.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.03% | 7.45% |
| Avg. Down Week | -2.07% | -3.73% |
| Avg. Up Month | 5.31% | 14.99% |
| Avg. Down Month | -5.08% | -8.59% |
| Win Days % | 45.63% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 45.1% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |