| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.76% | 188.02% |
| Max Drawdown | -24.12% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.53 | 0.61 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 35.67 | 3.45 |
| Outlier Loss Ratio | 4.22 | 3.33 |
| Volatility (ann.) | 10.37% | 26.33% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.52 | 0.53 |
| Skew | 2.41 | 0.18 |
| Kurtosis | 60.03 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.49% |
| Expected Yearly % | 10.81% | 30.27% |
| Kelly Criterion | 1.7% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11371047:BTCUSD | 11371047:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 13.14 | -0.22 | + |
| 2023 | 155.54 | 16.26 | 0.10 | - |
| 2024 | 121.00 | 13.85 | 0.11 | - |
| 2025 | 30.14 | 0.68 | 0.02 | - |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | 3.71% | 45.08% |
| 6M | 0.97% | 28.47% |
| YTD | 0.68% | 30.14% |
| 1Y | -10.99% | 105.13% |
| 3Y (ann.) | 4.68% | 81.7% |
| 5Y (ann.) | 12.51% | 35.5% |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Max Drawdown | -24.12% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -3.65% | -7.5% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 2.1 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-02-28 | -24.12 | 588 |
| 2024-08-09 | 2025-07-14 | -20.87 | 339 |
| 2022-05-05 | 2022-06-21 | -11.52 | 47 |
| 2022-06-21 | 2022-07-05 | -5.90 | 14 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2024-04-08 | 2024-04-22 | -4.94 | 14 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-02-29 | 2024-03-25 | -4.27 | 25 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-07-01 | 2024-07-13 | -3.31 | 12 |
| Metric | 11371047:btcusd:triple_med_gx:lsma60_15 | 11371047:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -8.15% | -29.64% |
| Best Month | 19.57% | 43.77% |
| Worst Month | -9.2% | -37.12% |
| Best Year | 16.26% | 155.54% |
| Worst Year | 0.68% | -60.81% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.29% | 7.55% |
| Avg. Down Week | -2.24% | -3.7% |
| Avg. Up Month | 5.73% | 14.13% |
| Avg. Down Month | -3.92% | -9.41% |
| Win Days % | 46.14% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 50.0% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |