| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -1.04% | 190.14% |
| Max Drawdown | -28.92% | -67.18% |
| Sharpe | 0.04 | 0.42 |
| Sortino | 0.07 | 0.61 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 38.5 | 3.4 |
| Outlier Loss Ratio | 4.03 | 3.35 |
| Volatility (ann.) | 10.23% | 26.33% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.01 | 0.53 |
| Skew | 1.95 | 0.18 |
| Kurtosis | 62.65 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.51% |
| Expected Yearly % | -0.26% | 30.51% |
| Kelly Criterion | -3.8% | 7.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11371813:BTCUSD | 11371813:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -9.41 | 0.16 | + |
| 2023 | 155.54 | 11.89 | 0.08 | - |
| 2024 | 121.00 | 10.66 | 0.09 | - |
| 2025 | 30.14 | -11.77 | -0.39 | - |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 1.52% | 45.08% |
| 6M | -11.82% | 28.47% |
| YTD | -11.77% | 30.14% |
| 1Y | -20.43% | 105.13% |
| 3Y (ann.) | -3.87% | 81.7% |
| 5Y (ann.) | -0.3% | 35.72% |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Max Drawdown | -28.92% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -5.93% | -7.32% |
| Avg. Drawdown Days | 70.0 | 35.0 |
| Recovery Factor | -0.04 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-07-14 | -28.92 | 289 |
| 2022-07-30 | 2024-07-14 | -27.91 | 714 |
| 2022-05-05 | 2022-07-19 | -14.90 | 75 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2024-07-14 | 2024-08-23 | -4.94 | 40 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-01-30 | 2022-02-27 | -1.99 | 28 |
| 2022-03-17 | 2022-03-23 | -1.24 | 6 |
| Metric | 11371813:btcusd:triple_med_gx:lsma60_20 | 11371813:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 15.17% | 43.77% |
| Worst Month | -12.51% | -37.12% |
| Best Year | 11.89% | 155.54% |
| Worst Year | -11.77% | -60.52% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.0% | 8.97% |
| Avg. Down Week | -1.66% | -3.52% |
| Avg. Up Month | 6.63% | 14.39% |
| Avg. Down Month | -4.94% | -11.01% |
| Win Days % | 45.47% | 51.27% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 39.29% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |