| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 57.31% | 178.03% |
| Max Drawdown | -25.48% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.53 | 0.59 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 31.53 | 3.67 |
| Outlier Loss Ratio | 4.23 | 3.48 |
| Volatility (ann.) | 11.67% | 26.3% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.54 | 0.51 |
| Skew | 2.09 | 0.18 |
| Kurtosis | 53.55 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.06% | 2.41% |
| Expected Yearly % | 11.99% | 29.13% |
| Kelly Criterion | 0.48% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.23% |
| Expected Shortfall (cVaR) | -0.99% | -2.23% |
| Year | 11370306:BTCUSD | 11370306:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -5.82 | 0.09 | + |
| 2023 | 155.54 | 30.13 | 0.19 | - |
| 2024 | 121.00 | 27.97 | 0.23 | - |
| 2025 | 27.10 | 0.29 | 0.01 | - |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| MTD | 3.89% | 10.71% |
| 3M | 12.31% | 41.88% |
| 6M | 0.48% | 22.91% |
| YTD | 0.29% | 27.1% |
| 1Y | -4.23% | 82.29% |
| 3Y (ann.) | 12.27% | 77.48% |
| 5Y (ann.) | 13.82% | 33.95% |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Max Drawdown | -25.48% | -67.18% |
| Longest DD Days | 282.0 | 683.0 |
| Avg. Drawdown | -4.73% | -7.65% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 2.25 | 2.65 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-04-26 | -25.48 | 279 |
| 2024-10-07 | 2025-07-17 | -22.38 | 282 |
| 2022-03-01 | 2022-07-18 | -19.56 | 138 |
| 2023-07-14 | 2024-02-28 | -17.37 | 229 |
| 2024-06-20 | 2024-07-10 | -6.31 | 19 |
| 2024-04-08 | 2024-05-05 | -5.90 | 27 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-03-22 | 2024-03-25 | -4.80 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| Metric | 11370306:btcusd:triple_med_gx:lsma60_10 | 11370306:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 24.36% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 24.17% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 30.13% | 155.54% |
| Worst Year | -5.82% | -61.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.8% | 8.24% |
| Avg. Down Week | -2.04% | -3.24% |
| Avg. Up Month | 7.37% | 17.43% |
| Avg. Down Month | -4.13% | -9.62% |
| Win Days % | 45.13% | 51.24% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 42.4% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |