| Metric | 11398076:btcusd:triple_med_gx:lsma60_125 | 11398076:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 16.53% | 183.29% |
| Max Drawdown | -19.54% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 40.67 | 3.33 |
| Outlier Loss Ratio | 4.3 | 3.29 |
| Volatility (ann.) | 9.57% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.24 | 0.54 |
| Skew | 2.56 | 0.2 |
| Kurtosis | 71.25 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.57% |
| Expected Yearly % | 3.9% | 29.73% |
| Kelly Criterion | -0.4% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11398076:BTCUSD | 11398076:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 1.99 | -0.03 | + |
| 2023 | 155.54 | 7.03 | 0.05 | - |
| 2024 | 121.00 | 6.06 | 0.05 | - |
| 2025 | 16.76 | 0.64 | 0.04 | - |
| Metric | 11398076:btcusd:triple_med_gx:lsma60_125 | 11398076:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -6.09% | 31.46% |
| 6M | -1.43% | 12.77% |
| YTD | 0.64% | 16.76% |
| 1Y | -10.54% | 56.84% |
| 3Y (ann.) | 1.46% | 55.31% |
| 5Y (ann.) | 4.66% | 36.34% |
| Metric | 11398076:btcusd:triple_med_gx:lsma60_125 | 11398076:BTCUSD |
|---|---|---|
| Max Drawdown | -19.54% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.1% | -6.73% |
| Avg. Drawdown Days | 62.0 | 34.0 |
| Recovery Factor | 0.85 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.54 | 369 |
| 2023-03-14 | 2024-02-28 | -18.61 | 351 |
| 2022-04-20 | 2023-03-14 | -15.49 | 328 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-23 | 2024-06-04 | -1.52 | 42 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-28 | 2024-04-22 | -1.03 | 24 |
| Metric | 11398076:btcusd:triple_med_gx:lsma60_125 | 11398076:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -9.86% | -37.12% |
| Best Year | 7.03% | 155.54% |
| Worst Year | 0.64% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.04% | 6.8% |
| Avg. Down Week | -2.26% | -2.71% |
| Avg. Up Month | 3.87% | 12.28% |
| Avg. Down Month | -3.1% | -12.22% |
| Win Days % | 46.0% | 51.3% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 43.68% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |