| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 37.04% | 205.34% |
| Max Drawdown | -18.1% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.58 | 0.65 |
| Payoff Ratio | 1.23 | 1.1 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 67.5 | 3.08 |
| Outlier Loss Ratio | 3.81 | 2.99 |
| Volatility (ann.) | 7.39% | 26.45% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.54 | 0.58 |
| Skew | 4.55 | 0.2 |
| Kurtosis | 131.06 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.69% |
| Expected Yearly % | 8.2% | 32.19% |
| Kelly Criterion | 3.67% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.25% |
| Expected Shortfall (cVaR) | -0.63% | -2.25% |
| Year | 11383662:BTCUSD | 11383662:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -9.10 | 0.17 | + |
| 2023 | 155.54 | 8.99 | 0.06 | - |
| 2024 | 121.00 | 30.55 | 0.25 | - |
| 2025 | 17.02 | 5.96 | 0.35 | - |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.5% | 31.76% |
| 6M | 6.95% | 12.25% |
| YTD | 5.96% | 17.02% |
| 1Y | 22.26% | 57.19% |
| 3Y (ann.) | 10.18% | 55.42% |
| 5Y (ann.) | 9.75% | 39.05% |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Max Drawdown | -18.1% | -67.18% |
| Longest DD Days | 386.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.27% |
| Avg. Drawdown Days | 44.0 | 29.0 |
| Recovery Factor | 2.05 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-20 | 2023-06-06 | -18.10 | 259 |
| 2023-06-07 | 2024-06-27 | -14.57 | 386 |
| 2022-03-11 | 2022-07-20 | -10.55 | 130 |
| 2022-01-23 | 2022-01-24 | -7.27 | 1 |
| 2022-07-30 | 2022-09-19 | -6.13 | 51 |
| 2024-11-23 | 2024-12-21 | -5.72 | 28 |
| 2025-02-25 | 2025-05-22 | -4.87 | 86 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2025-05-23 | 2025-06-11 | -4.73 | 19 |
| 2024-07-11 | 2024-07-13 | -2.96 | 2 |
| Metric | 11383662:btcusd:triple_med_gx:lsma60_75 | 11383662:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 17.84% | 35.75% |
| Worst Week | -7.68% | -29.64% |
| Best Month | 19.39% | 43.77% |
| Worst Month | -7.68% | -37.12% |
| Best Year | 30.55% | 155.54% |
| Worst Year | -9.1% | -53.8% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 2.74% | 6.97% |
| Avg. Down Week | -1.85% | -6.2% |
| Avg. Up Month | 4.13% | 11.99% |
| Avg. Down Month | -3.89% | -12.55% |
| Win Days % | 46.87% | 51.28% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 55.26% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |