| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 8.32% | 206.05% |
| Max Drawdown | -25.34% | -67.18% |
| Sharpe | 0.11 | 0.44 |
| Sortino | 0.17 | 0.65 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 0.68 | 0.99 |
| Outlier Win Ratio | 51.99 | 3.22 |
| Outlier Loss Ratio | 4.16 | 3.12 |
| Volatility (ann.) | 8.61% | 26.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.09 | 0.58 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 86.81 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.7% |
| Expected Yearly % | 2.02% | 32.27% |
| Kelly Criterion | -3.11% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.25% |
| Expected Shortfall (cVaR) | -0.74% | -2.25% |
| Year | 11387309:BTCUSD | 11387309:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -3.56 | 0.07 | + |
| 2023 | 155.54 | 3.17 | 0.02 | - |
| 2024 | 121.00 | 7.76 | 0.06 | - |
| 2025 | 17.02 | 1.01 | 0.06 | - |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| MTD | 2.42% | 4.4% |
| 3M | -0.93% | 31.76% |
| 6M | -0.52% | 12.25% |
| YTD | 1.01% | 17.02% |
| 1Y | -4.31% | 57.19% |
| 3Y (ann.) | 1.15% | 55.42% |
| 5Y (ann.) | 2.39% | 39.18% |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Max Drawdown | -25.34% | -67.18% |
| Longest DD Days | 1070.0 | 683.0 |
| Avg. Drawdown | -5.2% | -6.21% |
| Avg. Drawdown Days | 135.0 | 29.0 |
| Recovery Factor | 0.33 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-04-09 | -25.34 | 1070 |
| 2025-04-10 | 2025-06-11 | -9.09 | 62 |
| 2022-03-17 | 2022-05-04 | -4.45 | 48 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-28 | 2022-01-29 | -0.35 | 1 |
| 2022-05-04 | 2022-05-05 | -0.06 | 0 |
| Metric | 11387309:btcusd:triple_med_gx:lsma60_90 | 11387309:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.17% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 9.17% | 43.77% |
| Worst Month | -5.26% | -37.12% |
| Best Year | 7.76% | 155.54% |
| Worst Year | -3.56% | -53.69% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.61% | 6.56% |
| Avg. Down Week | -1.48% | -3.64% |
| Avg. Up Month | 3.39% | 14.48% |
| Avg. Down Month | -2.43% | -11.87% |
| Win Days % | 43.76% | 51.27% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 43.68% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |