| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 55.15% | 189.3% |
| Max Drawdown | -34.87% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.65 | 4.05 |
| Outlier Loss Ratio | 3.95 | 3.99 |
| Volatility (ann.) | 16.31% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.4 | 0.55 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 31.59 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.56% |
| Expected Yearly % | 11.61% | 30.42% |
| Kelly Criterion | 2.72% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11395469:BTCUSD | 11395469:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -14.14 | 0.25 | + |
| 2023 | 155.54 | 40.49 | 0.26 | - |
| 2024 | 121.00 | 12.33 | 0.10 | - |
| 2025 | 16.76 | 14.50 | 0.87 | - |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 9.91% | 31.46% |
| 6M | 11.66% | 12.77% |
| YTD | 14.5% | 16.76% |
| 1Y | 13.38% | 56.84% |
| 3Y (ann.) | 18.16% | 55.31% |
| 5Y (ann.) | 13.93% | 37.09% |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Max Drawdown | -34.87% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -7.36% | -6.63% |
| Avg. Drawdown Days | 54.0 | 33.0 |
| Recovery Factor | 1.58 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -34.87 | 419 |
| 2024-06-07 | 2024-12-05 | -26.78 | 180 |
| 2025-03-03 | 2025-06-09 | -16.18 | 98 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2023-04-26 | 2023-11-09 | -10.01 | 196 |
| 2024-12-05 | 2025-03-02 | -8.18 | 87 |
| 2023-12-22 | 2024-01-27 | -7.49 | 36 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-28 | 2024-03-20 | -6.13 | 52 |
| Metric | 11395469:btcusd:triple_med_gx:lsma60_115 | 11395469:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.21% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 40.49% | 155.54% |
| Worst Year | -14.14% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.19% | 5.89% |
| Avg. Down Week | -3.18% | -5.07% |
| Avg. Up Month | 5.28% | 10.79% |
| Avg. Down Month | -4.65% | -12.52% |
| Win Days % | 49.94% | 51.25% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 53.68% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |