| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 22.31% | 239.56% |
| Max Drawdown | -17.87% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.35 | 0.68 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.15 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 0.13 | 0.99 |
| Outlier Win Ratio | 61.55 | 3.12 |
| Outlier Loss Ratio | 4.29 | 3.0 |
| Volatility (ann.) | 7.38% | 26.24% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.33 | 0.63 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 86.42 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.88% |
| Expected Yearly % | 5.16% | 35.75% |
| Kelly Criterion | -1.02% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11379438:BTCUSD | 11379438:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 6.32 | -0.12 | + |
| 2023 | 155.54 | -7.72 | -0.05 | - |
| 2024 | 121.00 | 12.18 | 0.10 | - |
| 2025 | 30.14 | 11.13 | 0.37 | - |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| MTD | 1.75% | 13.36% |
| 3M | 14.48% | 45.08% |
| 6M | 11.56% | 28.47% |
| YTD | 11.13% | 30.14% |
| 1Y | 13.99% | 105.13% |
| 3Y (ann.) | 7.84% | 81.7% |
| 5Y (ann.) | 5.96% | 42.14% |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Max Drawdown | -17.87% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -2.63% | -6.05% |
| Avg. Drawdown Days | 65.0 | 29.0 |
| Recovery Factor | 1.25 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-04-22 | -17.87 | 819 |
| 2022-04-26 | 2022-10-25 | -14.51 | 182 |
| 2022-03-06 | 2022-04-25 | -3.90 | 50 |
| 2022-11-24 | 2023-01-20 | -3.58 | 57 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 16 |
| 2023-01-22 | 2023-01-23 | -0.93 | 0 |
| 2023-01-22 | 2023-01-22 | -0.67 | 0 |
| 2025-06-14 | 2025-06-14 | -0.64 | 0 |
| 2023-01-23 | 2023-01-24 | -0.64 | 0 |
| Metric | 11379438:btcusd:triple_med_gx:lsma85_60 | 11379438:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 10.96% | 43.77% |
| Worst Month | -6.17% | -37.12% |
| Best Year | 12.18% | 155.54% |
| Worst Year | -7.72% | -53.8% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.89% | 5.23% |
| Avg. Down Week | -1.8% | -4.05% |
| Avg. Up Month | 4.24% | 16.78% |
| Avg. Down Month | -2.7% | -12.78% |
| Win Days % | 45.66% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 47.25% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |