| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 55.0% | 198.98% |
| Max Drawdown | -38.37% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.42 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 18.97 | 4.11 |
| Outlier Loss Ratio | 4.04 | 4.04 |
| Volatility (ann.) | 16.71% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.36 | 0.57 |
| Skew | 1.13 | 0.2 |
| Kurtosis | 29.31 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.64% |
| Expected Yearly % | 11.58% | 31.5% |
| Kelly Criterion | 2.52% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11393830:BTCUSD | 11393830:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -26.50 | 0.48 | + |
| 2023 | 155.54 | 62.11 | 0.40 | - |
| 2024 | 121.00 | 9.54 | 0.08 | - |
| 2025 | 16.76 | 18.75 | 1.12 | + |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 3.56% | 31.46% |
| 6M | 13.43% | 12.77% |
| YTD | 18.75% | 16.76% |
| 1Y | 18.42% | 56.84% |
| 3Y (ann.) | 19.86% | 55.31% |
| 5Y (ann.) | 13.89% | 38.4% |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Max Drawdown | -38.37% | -67.18% |
| Longest DD Days | 594.0 | 683.0 |
| Avg. Drawdown | -7.16% | -6.29% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 1.43 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-22 | -38.37 | 594 |
| 2024-06-07 | 2024-11-29 | -26.51 | 174 |
| 2025-03-03 | 2025-06-11 | -16.27 | 100 |
| 2022-01-31 | 2022-02-28 | -15.31 | 28 |
| 2024-02-29 | 2024-03-25 | -12.19 | 25 |
| 2024-12-05 | 2025-02-28 | -10.46 | 85 |
| 2024-03-29 | 2024-06-05 | -10.40 | 68 |
| 2023-12-22 | 2024-02-28 | -8.20 | 68 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11393830:btcusd:triple_med_gx:lsma60_110 | 11393830:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 12.74% | 43.77% |
| Worst Month | -14.61% | -37.12% |
| Best Year | 62.11% | 155.54% |
| Worst Year | -26.5% | -54.66% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 4.26% | 6.51% |
| Avg. Down Week | -3.27% | -5.04% |
| Avg. Up Month | 5.1% | 14.23% |
| Avg. Down Month | -4.91% | -11.7% |
| Win Days % | 49.27% | 51.26% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 53.4% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |