| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 159.59% | 120.79% |
| Max Drawdown | -23.89% | -66.79% |
| Sharpe | 1.27 | 0.65 |
| Sortino | 2.25 | 0.95 |
| Payoff Ratio | 2.04 | 1.2 |
| Profit Factor | 1.7 | 1.1 |
| Common Sense Ratio | 6.04 | 1.24 |
| CPC Index | 1.42 | 0.66 |
| Tail Ratio | 3.55 | 1.12 |
| Outlier Win Ratio | 32.58 | 3.31 |
| Outlier Loss Ratio | 5.21 | 2.71 |
| Volatility (ann.) | 20.95% | 52.09% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.15 | 0.33 |
| Skew | 1.71 | 0.03 |
| Kurtosis | 52.23 | 4.38 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.01% | 1.66% |
| Expected Yearly % | 26.93% | 21.9% |
| Kelly Criterion | 11.84% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.39% |
| Expected Shortfall (cVaR) | -1.73% | -4.39% |
| Year | 12385826:BTCUSD | 12385826:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.34 | -14.57 | 0.24 | + |
| 2023 | 155.54 | 92.72 | 0.60 | - |
| 2024 | 121.00 | 43.04 | 0.36 | - |
| 2025 | -1.41 | 10.23 | -7.24 | + |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| MTD | 1.53% | 1.83% |
| 3M | 0.84% | -17.88% |
| 6M | 1.24% | -16.56% |
| YTD | 10.23% | -1.41% |
| 1Y | 12.06% | -5.43% |
| 3Y (ann.) | 44.83% | 75.05% |
| 5Y (ann.) | 27.53% | 22.37% |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Max Drawdown | -23.89% | -66.79% |
| Longest DD Days | 332.0 | 682.0 |
| Avg. Drawdown | -3.4% | -9.87% |
| Avg. Drawdown Days | 43.0 | 49.0 |
| Recovery Factor | 6.68 | 1.81 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-14 | 2023-03-12 | -23.89 | 332 |
| 2025-10-07 | 2025-12-10 | -9.74 | 64 |
| 2024-05-20 | 2025-01-21 | -8.38 | 246 |
| 2024-03-05 | 2024-05-03 | -6.63 | 59 |
| 2023-12-15 | 2024-01-08 | -5.45 | 24 |
| 2023-07-24 | 2023-10-20 | -5.37 | 88 |
| 2023-04-28 | 2023-06-06 | -4.30 | 39 |
| 2025-05-23 | 2025-08-13 | -4.20 | 82 |
| 2025-02-24 | 2025-05-13 | -3.72 | 78 |
| 2025-08-18 | 2025-10-01 | -3.50 | 44 |
| Metric | 12385826:btcusd:triple_med_gx:lsma60_10 | 12385826:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 14.52% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -8.93% | -29.64% |
| Best Month | 36.73% | 43.77% |
| Worst Month | -9.82% | -37.12% |
| Best Year | 92.72% | 155.54% |
| Worst Year | -14.57% | -60.34% |
| Avg. Up Day | 2.25% | 2.31% |
| Avg. Down Day | -1.11% | -1.92% |
| Avg. Up Week | 4.75% | 8.21% |
| Avg. Down Week | -2.02% | -5.83% |
| Avg. Up Month | 6.67% | 13.6% |
| Avg. Down Month | -3.06% | -10.13% |
| Win Days % | 40.88% | 49.68% |
| Win Month % | 70.27% | 58.33% |
| Win Week % | 53.41% | 50.96% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |