| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 57.75% | 134.54% |
| Max Drawdown | -9.42% | -67.18% |
| Sharpe | 0.44 | 0.35 |
| Sortino | 0.72 | 0.5 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 0.01 | 1.02 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 58.75 | 3.18 |
| Outlier Loss Ratio | 4.27 | 2.97 |
| Volatility (ann.) | 7.4% | 25.64% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.34 | 0.37 |
| Skew | 3.35 | 0.18 |
| Kurtosis | 97.78 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 1.83% |
| Expected Yearly % | 12.07% | 23.75% |
| Kelly Criterion | 3.92% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.18% |
| Expected Shortfall (cVaR) | -0.63% | -2.18% |
| Year | 11420871:BTCUSD | 11420871:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 6.50 | -0.11 | + |
| 2023 | 155.54 | 15.40 | 0.10 | - |
| 2024 | 121.00 | 20.84 | 0.17 | - |
| 2025 | 2.28 | 6.22 | 2.73 | + |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| MTD | -0.6% | -12.85% |
| 3M | 0.1% | -18.73% |
| 6M | 3.87% | -7.45% |
| YTD | 6.22% | 2.28% |
| 1Y | 7.43% | 5.34% |
| 3Y (ann.) | 12.94% | 78.97% |
| 5Y (ann.) | 12.66% | 24.97% |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Max Drawdown | -9.42% | -67.18% |
| Longest DD Days | 247.0 | 683.0 |
| Avg. Drawdown | -2.39% | -7.61% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 6.13 | 2.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-17 | 2025-07-10 | -9.42 | 115 |
| 2024-03-14 | 2024-08-23 | -8.94 | 162 |
| 2022-06-21 | 2023-02-15 | -8.60 | 239 |
| 2023-12-20 | 2024-02-28 | -8.55 | 69 |
| 2023-03-06 | 2023-11-09 | -7.40 | 247 |
| 2025-07-11 | 2025-10-20 | -5.96 | 100 |
| 2024-12-05 | 2025-01-17 | -5.45 | 43 |
| 2022-02-27 | 2022-03-16 | -4.06 | 16 |
| 2025-10-20 | 2025-11-17 | -4.05 | 28 |
| 2022-05-05 | 2022-05-30 | -3.40 | 24 |
| Metric | 11420871:btcusd:triple_med_gx:lsma60_80 | 11420871:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.57% | 35.75% |
| Worst Week | -8.03% | -29.64% |
| Best Month | 12.5% | 43.77% |
| Worst Month | -6.49% | -37.12% |
| Best Year | 20.84% | 155.54% |
| Worst Year | 6.22% | -59.39% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.09% | 6.47% |
| Avg. Down Week | -1.25% | -3.97% |
| Avg. Up Month | 3.7% | 13.63% |
| Avg. Down Month | -2.11% | -13.35% |
| Win Days % | 46.2% | 51.39% |
| Win Month % | 60.0% | 57.45% |
| Win Week % | 50.0% | 50.49% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 75.0% |