| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.79% | 183.29% |
| Max Drawdown | -23.82% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 39.21 | 3.37 |
| Outlier Loss Ratio | 4.32 | 3.28 |
| Volatility (ann.) | 9.62% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.22 | 0.54 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 58.2 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.57% |
| Expected Yearly % | 4.4% | 29.73% |
| Kelly Criterion | -0.88% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11398132:BTCUSD | 11398132:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -1.61 | 0.03 | + |
| 2023 | 155.54 | -0.80 | -0.01 | - |
| 2024 | 121.00 | 17.69 | 0.15 | - |
| 2025 | 16.76 | 3.42 | 0.20 | - |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 1.75% | 31.46% |
| 6M | 1.54% | 12.77% |
| YTD | 3.42% | 16.76% |
| 1Y | 4.02% | 56.84% |
| 3Y (ann.) | 0.85% | 55.31% |
| 5Y (ann.) | 5.26% | 36.34% |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| Max Drawdown | -23.82% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -6.73% | -6.73% |
| Avg. Drawdown Days | 119.0 | 34.0 |
| Recovery Factor | 0.79 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-06-05 | -23.82 | 776 |
| 2024-06-07 | 2024-10-12 | -15.31 | 127 |
| 2024-12-05 | 2025-06-11 | -8.65 | 188 |
| 2022-03-15 | 2022-04-20 | -6.49 | 36 |
| 2024-10-15 | 2024-12-05 | -4.40 | 51 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-02 | 2022-03-14 | -1.10 | 12 |
| 2024-10-13 | 2024-10-14 | -1.09 | 1 |
| Metric | 11398132:btcusd:triple_med_gx:lsma60_125 | 11398132:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 17.69% | 155.54% |
| Worst Year | -1.61% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.77% | 7.35% |
| Avg. Down Week | -1.77% | -3.3% |
| Avg. Up Month | 4.46% | 15.47% |
| Avg. Down Month | -3.26% | -10.55% |
| Win Days % | 45.53% | 51.3% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 44.05% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |