| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 65.51% | 198.98% |
| Max Drawdown | -34.29% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 18.82 | 4.03 |
| Outlier Loss Ratio | 4.1 | 3.99 |
| Volatility (ann.) | 16.27% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.47 | 0.57 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 31.0 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.64% |
| Expected Yearly % | 13.43% | 31.5% |
| Kelly Criterion | 2.8% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11393941:BTCUSD | 11393941:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -21.92 | 0.40 | + |
| 2023 | 155.54 | 40.89 | 0.26 | - |
| 2024 | 121.00 | 31.90 | 0.26 | - |
| 2025 | 16.76 | 14.06 | 0.84 | - |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 9.0% | 31.46% |
| 6M | 15.34% | 12.77% |
| YTD | 14.06% | 16.76% |
| 1Y | 31.25% | 56.84% |
| 3Y (ann.) | 20.08% | 55.31% |
| 5Y (ann.) | 16.13% | 38.4% |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Max Drawdown | -34.29% | -67.18% |
| Longest DD Days | 658.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.29% |
| Avg. Drawdown Days | 43.0 | 31.0 |
| Recovery Factor | 1.91 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-20 | -34.29 | 658 |
| 2024-06-07 | 2024-10-14 | -25.40 | 129 |
| 2025-03-03 | 2025-06-09 | -17.03 | 98 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2023-12-22 | 2024-03-20 | -9.44 | 89 |
| 2024-03-29 | 2024-05-03 | -9.24 | 35 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| Metric | 11393941:btcusd:triple_med_gx:lsma60_110 | 11393941:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 14.31% | 43.77% |
| Worst Month | -8.45% | -37.12% |
| Best Year | 40.89% | 155.54% |
| Worst Year | -21.92% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.08% | 5.84% |
| Avg. Down Week | -2.37% | -5.2% |
| Avg. Up Month | 4.93% | 10.1% |
| Avg. Down Month | -4.65% | -13.5% |
| Win Days % | 49.55% | 51.26% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 47.57% | 51.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |