| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.57% | 220.31% |
| Max Drawdown | -21.71% | -67.18% |
| Sharpe | 0.09 | 0.45 |
| Sortino | 0.13 | 0.66 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.15 | 1.08 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.14 | 1.0 |
| Outlier Win Ratio | 60.1 | 3.24 |
| Outlier Loss Ratio | 3.83 | 3.03 |
| Volatility (ann.) | 7.83% | 26.14% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.07 | 0.6 |
| Skew | 1.9 | 0.2 |
| Kurtosis | 112.86 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.74% |
| Expected Yearly % | 1.37% | 33.78% |
| Kelly Criterion | -3.65% | 6.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.22% |
| Expected Shortfall (cVaR) | -0.67% | -2.22% |
| Year | 11371191:BTCUSD | 11371191:btcusd:triple_med_gx:lsma60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -8.93 | 0.16 | + |
| 2023 | 155.54 | 20.12 | 0.13 | - |
| 2024 | 121.00 | 15.38 | 0.13 | - |
| 2025 | 30.14 | -16.35 | -0.54 | - |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.88% | 45.08% |
| 6M | -17.26% | 28.47% |
| YTD | -16.35% | 30.14% |
| 1Y | -11.88% | 105.13% |
| 3Y (ann.) | 0.63% | 81.7% |
| 5Y (ann.) | 1.58% | 40.11% |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.34% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.26 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-10-20 | -21.71 | 546 |
| 2025-01-04 | 2025-07-14 | -19.06 | 191 |
| 2024-04-23 | 2024-10-29 | -12.92 | 189 |
| 2024-10-30 | 2025-01-03 | -4.71 | 65 |
| 2024-02-29 | 2024-04-22 | -4.02 | 53 |
| 2023-10-20 | 2024-01-02 | -3.05 | 73 |
| 2022-03-02 | 2022-03-16 | -2.69 | 14 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11371191:btcusd:triple_med_gx:lsma60_15 | 11371191:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 11.81% | 43.77% |
| Worst Month | -13.7% | -37.12% |
| Best Year | 20.12% | 155.54% |
| Worst Year | -16.35% | -56.42% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.69% | 8.59% |
| Avg. Down Week | -1.8% | -2.3% |
| Avg. Up Month | 3.39% | 14.9% |
| Avg. Down Month | -3.86% | -9.77% |
| Win Days % | 45.78% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |