| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 14.62% | 198.98% |
| Max Drawdown | -23.64% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.59 | 0.68 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 46.57 | 3.26 |
| Outlier Loss Ratio | 4.31 | 3.18 |
| Volatility (ann.) | 9.03% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.17 | 0.57 |
| Skew | 3.53 | 0.2 |
| Kurtosis | 84.67 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.64% |
| Expected Yearly % | 3.47% | 31.5% |
| Kelly Criterion | -1.68% | 11.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11392939:BTCUSD | 11392939:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 14.83 | -0.27 | + |
| 2023 | 155.54 | 3.98 | 0.03 | - |
| 2024 | 121.00 | -6.96 | -0.06 | - |
| 2025 | 16.76 | 3.18 | 0.19 | - |
| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| MTD | -1.63% | 4.16% |
| 3M | -4.22% | 31.46% |
| 6M | -5.15% | 12.77% |
| YTD | 3.18% | 16.76% |
| 1Y | -16.22% | 56.84% |
| 3Y (ann.) | -2.07% | 55.31% |
| 5Y (ann.) | 4.13% | 38.4% |
| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Max Drawdown | -23.64% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.29% |
| Avg. Drawdown Days | 61.0 | 31.0 |
| Recovery Factor | 0.62 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.64 | 368 |
| 2023-04-26 | 2024-03-25 | -14.70 | 333 |
| 2022-05-16 | 2023-04-26 | -14.47 | 345 |
| 2022-03-16 | 2022-04-19 | -5.53 | 34 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-06 | 2022-05-14 | -2.48 | 8 |
| 2024-04-12 | 2024-04-20 | -1.98 | 8 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-20 | 2024-06-04 | -1.44 | 44 |
| 2024-03-25 | 2024-04-12 | -1.00 | 17 |
| Metric | 11392939:btcusd:triple_med_gx:lsma60_110 | 11392939:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 15.5% | 43.77% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 14.83% | 155.54% |
| Worst Year | -6.96% | -54.66% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.41% | 6.85% |
| Avg. Down Week | -2.53% | -3.32% |
| Avg. Up Month | 5.51% | 12.84% |
| Avg. Down Month | -5.32% | -9.12% |
| Win Days % | 43.16% | 51.26% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 47.73% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |