| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.97% | 183.29% |
| Max Drawdown | -22.55% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.62 | 0.7 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 40.3 | 3.4 |
| Outlier Loss Ratio | 4.28 | 3.27 |
| Volatility (ann.) | 9.89% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.34 | 0.54 |
| Skew | 3.89 | 0.2 |
| Kurtosis | 78.04 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.57% |
| Expected Yearly % | 6.36% | 29.73% |
| Kelly Criterion | -0.17% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11397801:BTCUSD | 11397801:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 6.25 | -0.11 | + |
| 2023 | 155.54 | 13.97 | 0.09 | - |
| 2024 | 121.00 | -0.47 | -0.00 | - |
| 2025 | 16.76 | 6.17 | 0.37 | - |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -3.67% | 31.46% |
| 6M | -2.52% | 12.77% |
| YTD | 6.17% | 16.76% |
| 1Y | -8.07% | 56.84% |
| 3Y (ann.) | 2.42% | 55.31% |
| 5Y (ann.) | 7.62% | 36.34% |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Max Drawdown | -22.55% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.73% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 1.24 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.55 | 246 |
| 2022-05-16 | 2023-04-25 | -17.52 | 344 |
| 2023-04-26 | 2024-03-24 | -13.53 | 333 |
| 2024-06-05 | 2024-08-13 | -11.14 | 69 |
| 2022-03-15 | 2022-04-19 | -6.09 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-06-04 | -2.79 | 70 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11397801:btcusd:triple_med_gx:lsma60_125 | 11397801:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -13.19% | -37.12% |
| Best Year | 13.97% | 155.54% |
| Worst Year | -0.47% | -57.04% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.98% | 8.14% |
| Avg. Down Week | -2.58% | -2.97% |
| Avg. Up Month | 4.57% | 12.18% |
| Avg. Down Month | -5.92% | -9.12% |
| Win Days % | 44.0% | 51.3% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 45.45% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |