| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -6.44% | 184.67% |
| Max Drawdown | -35.95% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.01 | 0.6 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 38.15 | 3.45 |
| Outlier Loss Ratio | 4.04 | 3.43 |
| Volatility (ann.) | 10.32% | 26.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.05 | 0.52 |
| Skew | 0.95 | 0.18 |
| Kurtosis | 48.74 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.15% | 2.46% |
| Expected Yearly % | -1.65% | 29.89% |
| Kelly Criterion | -4.78% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11372632:BTCUSD | 11372632:btcusd:triple_med_gx:lsma60_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -7.94 | 0.13 | + |
| 2023 | 155.54 | 8.68 | 0.06 | - |
| 2024 | 121.00 | 10.27 | 0.08 | - |
| 2025 | 30.14 | -15.21 | -0.50 | - |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 6.11% | 45.08% |
| 6M | -14.85% | 28.47% |
| YTD | -15.21% | 30.14% |
| 1Y | -21.87% | 105.13% |
| 3Y (ann.) | -5.64% | 81.7% |
| 5Y (ann.) | -1.89% | 34.95% |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Max Drawdown | -35.95% | -67.18% |
| Longest DD Days | 715.0 | 683.0 |
| Avg. Drawdown | -5.89% | -7.55% |
| Avg. Drawdown Days | 63.0 | 36.0 |
| Recovery Factor | -0.18 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -35.95 | 257 |
| 2022-07-30 | 2024-07-15 | -27.59 | 715 |
| 2022-04-16 | 2022-07-19 | -14.76 | 94 |
| 2024-10-07 | 2024-10-29 | -6.71 | 21 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-11 | 2024-08-23 | -3.61 | 12 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-03-16 | 2022-03-24 | -2.11 | 7 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| Metric | 11372632:btcusd:triple_med_gx:lsma60_25 | 11372632:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -9.69% | -29.64% |
| Best Month | 15.62% | 43.77% |
| Worst Month | -14.66% | -37.12% |
| Best Year | 10.27% | 155.54% |
| Worst Year | -15.21% | -61.27% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.68% | 8.52% |
| Avg. Down Week | -2.29% | -3.39% |
| Avg. Up Month | 4.49% | 14.19% |
| Avg. Down Month | -6.08% | -9.41% |
| Win Days % | 44.72% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 42.98% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |