| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 34.29% | 187.39% |
| Max Drawdown | -41.13% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.32 | 0.62 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 19.37 | 3.98 |
| Outlier Loss Ratio | 4.03 | 3.98 |
| Volatility (ann.) | 16.03% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.22 | 0.55 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 29.52 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.55% |
| Expected Yearly % | 7.65% | 30.2% |
| Kelly Criterion | 1.53% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11397254:BTCUSD | 11397254:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -25.32 | 0.45 | + |
| 2023 | 155.54 | 45.74 | 0.29 | - |
| 2024 | 121.00 | 10.68 | 0.09 | - |
| 2025 | 16.76 | 11.47 | 0.68 | - |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.96% | 31.46% |
| 6M | 9.87% | 12.77% |
| YTD | 11.47% | 16.76% |
| 1Y | 0.98% | 56.84% |
| 3Y (ann.) | 7.9% | 55.31% |
| 5Y (ann.) | 9.17% | 36.89% |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Max Drawdown | -41.13% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -6.2% | -6.61% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 0.83 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-02 | -41.13 | 671 |
| 2024-05-30 | 2025-06-11 | -28.04 | 376 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-29 | 2024-04-19 | -5.82 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.50 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11397254:btcusd:triple_med_gx:lsma60_120 | 11397254:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -26.81% | -29.64% |
| Best Month | 14.46% | 43.77% |
| Worst Month | -23.42% | -37.12% |
| Best Year | 45.74% | 155.54% |
| Worst Year | -25.32% | -56.42% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.25% | 6.11% |
| Avg. Down Week | -3.61% | -4.55% |
| Avg. Up Month | 5.39% | 12.96% |
| Avg. Down Month | -5.96% | -11.47% |
| Win Days % | 49.22% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 50.98% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |