| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 4.69% | 189.3% |
| Max Drawdown | -36.49% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.13 | 0.63 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 44.1 | 3.3 |
| Outlier Loss Ratio | 4.26 | 3.24 |
| Volatility (ann.) | 9.47% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.04 | 0.55 |
| Skew | 2.53 | 0.2 |
| Kurtosis | 78.08 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.56% |
| Expected Yearly % | 1.15% | 30.42% |
| Kelly Criterion | -2.53% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11394641:BTCUSD | 11394641:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 19.73 | -0.35 | + |
| 2023 | 155.54 | 10.22 | 0.07 | - |
| 2024 | 121.00 | -8.31 | -0.07 | - |
| 2025 | 16.76 | -13.48 | -0.80 | - |
| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | -0.75% | 31.46% |
| 6M | -19.26% | 12.77% |
| YTD | -13.48% | 16.76% |
| 1Y | -30.24% | 56.84% |
| 3Y (ann.) | -5.17% | 55.31% |
| 5Y (ann.) | 1.37% | 37.09% |
| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Max Drawdown | -36.49% | -67.18% |
| Longest DD Days | 356.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.63% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 0.13 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -36.49 | 356 |
| 2023-05-18 | 2024-03-25 | -13.35 | 312 |
| 2022-06-21 | 2023-04-26 | -13.06 | 308 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-16 | 2022-04-18 | -4.42 | 33 |
| 2023-04-26 | 2023-05-02 | -4.29 | 5 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11394641:btcusd:triple_med_gx:lsma60_115 | 11394641:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 10.37% | 43.77% |
| Worst Month | -10.15% | -37.12% |
| Best Year | 19.73% | 155.54% |
| Worst Year | -13.48% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.15% | 7.8% |
| Avg. Down Week | -2.19% | -2.94% |
| Avg. Up Month | 3.61% | 12.01% |
| Avg. Down Month | -5.39% | -8.54% |
| Win Days % | 44.27% | 51.25% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 45.16% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |