| Metric | 11370315:btcusd:triple_med_gx:lsma60_10 | 11370315:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.46% | 183.37% |
| Max Drawdown | -25.98% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.46 | 0.6 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.61 | 0.67 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 32.4 | 3.53 |
| Outlier Loss Ratio | 4.24 | 3.45 |
| Volatility (ann.) | 11.31% | 26.31% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.44 | 0.52 |
| Skew | 2.22 | 0.18 |
| Kurtosis | 59.4 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.45% |
| Expected Yearly % | 9.82% | 29.74% |
| Kelly Criterion | 0.02% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11370315:BTCUSD | 11370315:btcusd:triple_med_gx:lsma60_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -6.40 | 0.11 | + |
| 2023 | 155.54 | 31.95 | 0.21 | - |
| 2024 | 121.00 | 12.77 | 0.11 | - |
| 2025 | 27.10 | 4.45 | 0.16 | - |
| Metric | 11370315:btcusd:triple_med_gx:lsma60_10 | 11370315:BTCUSD |
|---|---|---|
| MTD | 5.7% | 10.71% |
| 3M | 12.64% | 41.88% |
| 6M | 4.59% | 22.91% |
| YTD | 4.45% | 27.1% |
| 1Y | -0.17% | 82.29% |
| 3Y (ann.) | 9.47% | 77.48% |
| 5Y (ann.) | 11.33% | 34.74% |
| Metric | 11370315:btcusd:triple_med_gx:lsma60_10 | 11370315:BTCUSD |
|---|---|---|
| Max Drawdown | -25.98% | -67.18% |
| Longest DD Days | 282.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.42% |
| Avg. Drawdown Days | 39.0 | 35.0 |
| Recovery Factor | 1.75 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-04-11 | -25.98 | 265 |
| 2024-10-07 | 2025-07-17 | -21.30 | 282 |
| 2022-03-01 | 2022-07-17 | -15.47 | 137 |
| 2023-07-14 | 2024-02-28 | -14.43 | 229 |
| 2024-06-05 | 2024-07-14 | -6.92 | 38 |
| 2024-04-08 | 2024-06-04 | -5.85 | 57 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-08-09 | 2024-08-23 | -5.07 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-15 | -4.29 | 18 |
| Metric | 11370315:btcusd:triple_med_gx:lsma60_10 | 11370315:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 19.8% | 35.75% |
| Worst Week | -8.11% | -29.64% |
| Best Month | 18.46% | 43.77% |
| Worst Month | -9.2% | -37.12% |
| Best Year | 31.95% | 155.54% |
| Worst Year | -6.4% | -60.52% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 3.32% | 8.19% |
| Avg. Down Week | -1.89% | -3.35% |
| Avg. Up Month | 6.75% | 13.2% |
| Avg. Down Month | -3.97% | -9.62% |
| Win Days % | 45.15% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 42.15% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |