| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 42.5% | 133.51% |
| Max Drawdown | -15.63% | -67.18% |
| Sharpe | 0.35 | 0.34 |
| Sortino | 0.58 | 0.5 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 64.05 | 3.16 |
| Outlier Loss Ratio | 4.13 | 2.94 |
| Volatility (ann.) | 7.5% | 25.64% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.62 | 0.37 |
| Skew | 4.41 | 0.18 |
| Kurtosis | 130.74 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 1.82% |
| Expected Yearly % | 9.26% | 23.62% |
| Kelly Criterion | 2.33% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.18% |
| Expected Shortfall (cVaR) | -0.64% | -2.18% |
| Year | 11384509:BTCUSD | 11384509:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 6.57 | -0.11 | + |
| 2023 | 155.54 | 18.47 | 0.12 | - |
| 2024 | 121.00 | 20.73 | 0.17 | - |
| 2025 | 1.83 | -6.51 | -3.57 | - |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| MTD | -3.24% | -13.23% |
| 3M | -2.97% | -19.07% |
| 6M | 0.76% | -7.85% |
| YTD | -6.51% | 1.83% |
| 1Y | -5.6% | 4.88% |
| 3Y (ann.) | 10.17% | 78.71% |
| 5Y (ann.) | 9.7% | 24.82% |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Max Drawdown | -15.63% | -67.18% |
| Longest DD Days | 244.0 | 683.0 |
| Avg. Drawdown | -3.03% | -7.61% |
| Avg. Drawdown Days | 39.0 | 35.0 |
| Recovery Factor | 2.72 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-11-17 | -15.63 | 244 |
| 2022-05-05 | 2022-07-19 | -10.90 | 75 |
| 2022-07-31 | 2023-02-15 | -9.02 | 199 |
| 2023-12-20 | 2024-01-26 | -7.15 | 36 |
| 2023-04-05 | 2023-11-10 | -6.88 | 219 |
| 2024-09-26 | 2024-12-05 | -5.55 | 69 |
| 2024-08-24 | 2024-09-09 | -5.02 | 16 |
| 2024-03-25 | 2024-06-05 | -4.80 | 71 |
| 2024-12-05 | 2025-03-16 | -3.86 | 101 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| Metric | 11384509:btcusd:triple_med_gx:lsma60_80 | 11384509:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 11.36% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 20.73% | 155.54% |
| Worst Year | -6.51% | -59.39% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 3.32% | 7.21% |
| Avg. Down Week | -1.78% | -3.03% |
| Avg. Up Month | 3.81% | 12.04% |
| Avg. Down Month | -2.03% | -12.8% |
| Win Days % | 44.89% | 51.38% |
| Win Month % | 51.06% | 57.45% |
| Win Week % | 43.96% | 50.49% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 75.0% | 75.0% |