| Metric | 11371968:btcusd:triple_med_gx:lsma60_20 | 11371968:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 4.6% | 220.31% |
| Max Drawdown | -17.77% | -67.18% |
| Sharpe | 0.08 | 0.45 |
| Sortino | 0.12 | 0.66 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 63.03 | 3.24 |
| Outlier Loss Ratio | 3.81 | 3.03 |
| Volatility (ann.) | 7.39% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.07 | 0.6 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 74.57 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.74% |
| Expected Yearly % | 1.13% | 33.78% |
| Kelly Criterion | -3.17% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11371968:BTCUSD | 11371968:btcusd:triple_med_gx:lsma60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.93 | -0.09 | + |
| 2023 | 155.54 | 3.06 | 0.02 | - |
| 2024 | 121.00 | 10.20 | 0.08 | - |
| 2025 | 30.14 | -12.22 | -0.41 | - |
| Metric | 11371968:btcusd:triple_med_gx:lsma60_20 | 11371968:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 1.09% | 45.08% |
| 6M | -12.97% | 28.47% |
| YTD | -12.22% | 30.14% |
| 1Y | -10.3% | 105.13% |
| 3Y (ann.) | -1.48% | 81.7% |
| 5Y (ann.) | 1.31% | 40.11% |
| Metric | 11371968:btcusd:triple_med_gx:lsma60_20 | 11371968:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.34% |
| Avg. Drawdown Days | 91.0 | 32.0 |
| Recovery Factor | 0.26 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-07-14 | -17.77 | 447 |
| 2022-07-30 | 2024-02-28 | -12.03 | 577 |
| 2022-04-21 | 2022-06-25 | -8.09 | 65 |
| 2024-02-29 | 2024-04-22 | -3.90 | 53 |
| 2022-03-02 | 2022-03-16 | -2.69 | 14 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-04-20 | 2022-04-21 | -1.93 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-31 | 2022-03-01 | -0.47 | 28 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11371968:btcusd:triple_med_gx:lsma60_20 | 11371968:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 8.06% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 8.2% | 43.77% |
| Worst Month | -11.5% | -37.12% |
| Best Year | 10.2% | 155.54% |
| Worst Year | -12.22% | -56.42% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.39% | 8.64% |
| Avg. Down Week | -1.56% | -3.28% |
| Avg. Up Month | 2.6% | 13.86% |
| Avg. Down Month | -3.17% | -11.08% |
| Win Days % | 45.45% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.48% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |