| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 22.72% | 184.67% |
| Max Drawdown | -33.1% | -67.18% |
| Sharpe | 0.19 | 0.42 |
| Sortino | 0.28 | 0.6 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 33.51 | 3.54 |
| Outlier Loss Ratio | 4.19 | 3.45 |
| Volatility (ann.) | 11.05% | 26.32% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.18 | 0.52 |
| Skew | 1.5 | 0.18 |
| Kurtosis | 49.91 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.46% |
| Expected Yearly % | 5.25% | 29.89% |
| Kelly Criterion | -1.99% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11371040:BTCUSD | 11371040:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 0.52 | -0.01 | + |
| 2023 | 155.54 | 19.94 | 0.13 | - |
| 2024 | 121.00 | 10.88 | 0.09 | - |
| 2025 | 30.14 | -8.20 | -0.27 | - |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| MTD | 4.03% | 13.36% |
| 3M | 15.92% | 45.08% |
| 6M | -6.8% | 28.47% |
| YTD | -8.2% | 30.14% |
| 1Y | -12.21% | 105.13% |
| 3Y (ann.) | -0.19% | 81.7% |
| 5Y (ann.) | 6.04% | 34.95% |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Max Drawdown | -33.1% | -67.18% |
| Longest DD Days | 724.0 | 683.0 |
| Avg. Drawdown | -4.35% | -7.55% |
| Avg. Drawdown Days | 47.0 | 36.0 |
| Recovery Factor | 0.69 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -33.10 | 279 |
| 2022-07-20 | 2024-07-14 | -29.92 | 724 |
| 2022-05-05 | 2022-07-07 | -10.38 | 63 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-07-29 | 2024-08-08 | -4.18 | 10 |
| 2022-04-16 | 2022-05-04 | -3.98 | 18 |
| 2024-08-09 | 2024-08-23 | -3.57 | 14 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.19 | 8 |
| Metric | 11371040:btcusd:triple_med_gx:lsma60_15 | 11371040:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -6.94% | -29.64% |
| Best Month | 19.81% | 43.77% |
| Worst Month | -12.31% | -37.12% |
| Best Year | 19.94% | 155.54% |
| Worst Year | -8.2% | -61.27% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.29% | 8.23% |
| Avg. Down Week | -2.1% | -3.22% |
| Avg. Up Month | 6.04% | 14.82% |
| Avg. Down Month | -5.69% | -8.91% |
| Win Days % | 44.91% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 42.28% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |