| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 82.33% | 187.39% |
| Max Drawdown | -27.72% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.49 | 4.0 |
| Outlier Loss Ratio | 4.06 | 3.92 |
| Volatility (ann.) | 16.06% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.71 | 0.55 |
| Skew | 1.41 | 0.2 |
| Kurtosis | 33.0 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.55% |
| Expected Yearly % | 16.2% | 30.2% |
| Kelly Criterion | 3.6% | 5.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11397142:BTCUSD | 11397142:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -7.59 | 0.13 | + |
| 2023 | 155.54 | 27.50 | 0.18 | - |
| 2024 | 121.00 | 25.53 | 0.21 | - |
| 2025 | 16.76 | 23.28 | 1.39 | + |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 18.71% | 31.46% |
| 6M | 24.33% | 12.77% |
| YTD | 23.28% | 16.76% |
| 1Y | 42.46% | 56.84% |
| 3Y (ann.) | 20.43% | 55.31% |
| 5Y (ann.) | 19.56% | 36.89% |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Max Drawdown | -27.72% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -6.82% | -6.61% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 2.97 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-10 | 2023-04-25 | -27.72 | 350 |
| 2024-05-30 | 2024-11-05 | -23.73 | 158 |
| 2023-04-26 | 2024-03-20 | -12.12 | 329 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2025-03-03 | 2025-05-07 | -11.60 | 65 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-03-29 | 2024-05-30 | -9.45 | 62 |
| 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 |
| Metric | 11397142:btcusd:triple_med_gx:lsma60_120 | 11397142:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -8.24% | -37.12% |
| Best Year | 27.5% | 155.54% |
| Worst Year | -7.59% | -56.42% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.41% | 6.61% |
| Avg. Down Week | -2.17% | -4.35% |
| Avg. Up Month | 5.61% | 12.31% |
| Avg. Down Month | -3.21% | -13.62% |
| Win Days % | 49.24% | 51.28% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 43.88% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |