| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.92% | 198.98% |
| Max Drawdown | -19.79% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 43.42 | 3.35 |
| Outlier Loss Ratio | 4.4 | 3.29 |
| Volatility (ann.) | 9.35% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.57 |
| Skew | 2.74 | 0.2 |
| Kurtosis | 77.18 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.64% |
| Expected Yearly % | 5.51% | 31.5% |
| Kelly Criterion | 0.33% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11393222:BTCUSD | 11393222:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 11.67 | -0.21 | + |
| 2023 | 155.54 | 4.99 | 0.03 | - |
| 2024 | 121.00 | 6.60 | 0.05 | - |
| 2025 | 16.76 | -0.85 | -0.05 | - |
| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -6.37% | 31.46% |
| 6M | -2.89% | 12.77% |
| YTD | -0.85% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | 0.58% | 55.31% |
| 5Y (ann.) | 6.57% | 38.4% |
| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Max Drawdown | -19.79% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.29% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | 1.21 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.79 | 369 |
| 2022-04-20 | 2024-02-28 | -17.15 | 679 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.39 | 30 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| 2024-03-26 | 2024-04-22 | -2.90 | 26 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11393222:btcusd:triple_med_gx:lsma60_110 | 11393222:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.12% | -37.12% |
| Best Year | 11.67% | 155.54% |
| Worst Year | -0.85% | -54.66% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.19% | 7.0% |
| Avg. Down Week | -2.23% | -2.95% |
| Avg. Up Month | 3.87% | 11.91% |
| Avg. Down Month | -3.63% | -12.74% |
| Win Days % | 45.5% | 51.26% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 43.68% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |