| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 27.86% | 239.56% |
| Max Drawdown | -14.88% | -67.18% |
| Sharpe | 0.28 | 0.47 |
| Sortino | 0.42 | 0.68 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 0.35 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 0.3 | 0.99 |
| Outlier Win Ratio | 60.46 | 3.1 |
| Outlier Loss Ratio | 4.27 | 3.04 |
| Volatility (ann.) | 7.2% | 26.24% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.49 | 0.63 |
| Skew | 0.36 | 0.2 |
| Kurtosis | 79.86 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.88% |
| Expected Yearly % | 6.34% | 35.75% |
| Kelly Criterion | 0.33% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11379493:BTCUSD | 11379493:btcusd:triple_med_gx:lsma85_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -8.49 | 0.16 | + |
| 2023 | 155.54 | 14.83 | 0.10 | - |
| 2024 | 121.00 | 4.66 | 0.04 | - |
| 2025 | 30.14 | 16.25 | 0.54 | - |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| MTD | 1.22% | 13.36% |
| 3M | 10.77% | 45.08% |
| 6M | 13.82% | 28.47% |
| YTD | 16.25% | 30.14% |
| 1Y | 26.57% | 105.13% |
| 3Y (ann.) | 8.11% | 81.7% |
| 5Y (ann.) | 7.32% | 42.14% |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Max Drawdown | -14.88% | -67.18% |
| Longest DD Days | 428.0 | 683.0 |
| Avg. Drawdown | -2.97% | -6.05% |
| Avg. Drawdown Days | 51.0 | 29.0 |
| Recovery Factor | 1.87 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-08-08 | -14.88 | 428 |
| 2024-04-01 | 2025-01-02 | -11.74 | 275 |
| 2022-03-06 | 2022-06-06 | -8.19 | 91 |
| 2025-02-22 | 2025-04-21 | -7.53 | 57 |
| 2023-08-08 | 2023-11-15 | -4.81 | 99 |
| 2023-12-11 | 2024-02-09 | -4.09 | 59 |
| 2024-02-19 | 2024-03-08 | -3.56 | 18 |
| 2025-01-24 | 2025-02-20 | -2.06 | 26 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2023-11-16 | 2023-12-01 | -1.74 | 15 |
| Metric | 11379493:btcusd:triple_med_gx:lsma85_60 | 11379493:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 10.89% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 16.25% | 155.54% |
| Worst Year | -8.49% | -53.8% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.53% | 5.19% |
| Avg. Down Week | -1.94% | -4.48% |
| Avg. Up Month | 3.29% | 14.81% |
| Avg. Down Month | -3.11% | -9.82% |
| Win Days % | 47.51% | 51.3% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 51.69% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |