| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -3.06% | 184.67% |
| Max Drawdown | -31.11% | -67.18% |
| Sharpe | 0.02 | 0.42 |
| Sortino | 0.04 | 0.6 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 41.31 | 3.37 |
| Outlier Loss Ratio | 3.95 | 3.36 |
| Volatility (ann.) | 9.59% | 26.32% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.03 | 0.52 |
| Skew | 0.65 | 0.18 |
| Kurtosis | 52.72 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.46% |
| Expected Yearly % | -0.77% | 29.89% |
| Kelly Criterion | -4.47% | 3.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11373511:BTCUSD | 11373511:btcusd:triple_med_gx:lsma60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -2.45 | 0.04 | + |
| 2023 | 155.54 | 7.52 | 0.05 | - |
| 2024 | 121.00 | 7.88 | 0.07 | - |
| 2025 | 30.14 | -14.33 | -0.48 | - |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| MTD | 1.58% | 13.36% |
| 3M | 3.26% | 45.08% |
| 6M | -13.98% | 28.47% |
| YTD | -14.33% | 30.14% |
| 1Y | -15.57% | 105.13% |
| 3Y (ann.) | -5.14% | 81.7% |
| 5Y (ann.) | -0.89% | 34.95% |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Max Drawdown | -31.11% | -67.18% |
| Longest DD Days | 752.0 | 683.0 |
| Avg. Drawdown | -5.56% | -7.55% |
| Avg. Drawdown Days | 68.0 | 36.0 |
| Recovery Factor | -0.1 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -31.11 | 257 |
| 2022-07-20 | 2024-08-11 | -24.14 | 752 |
| 2022-05-05 | 2022-07-19 | -14.08 | 75 |
| 2024-10-08 | 2024-10-11 | -4.91 | 3 |
| 2022-01-30 | 2022-02-28 | -4.66 | 29 |
| 2022-04-15 | 2022-05-05 | -4.15 | 19 |
| 2022-03-01 | 2022-03-14 | -3.73 | 13 |
| 2024-08-11 | 2024-08-23 | -3.61 | 12 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-16 | 2022-03-24 | -2.11 | 7 |
| Metric | 11373511:btcusd:triple_med_gx:lsma60_30 | 11373511:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -8.75% | -29.64% |
| Best Month | 12.93% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 7.88% | 155.54% |
| Worst Year | -14.33% | -61.27% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.82% | -0.88% |
| Avg. Up Week | 2.46% | 7.9% |
| Avg. Down Week | -2.07% | -2.69% |
| Avg. Up Month | 4.07% | 15.46% |
| Avg. Down Month | -4.56% | -11.3% |
| Win Days % | 46.03% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 42.99% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |