| Metric | 11373530:btcusd:triple_med_gx:lsma60_30 | 11373530:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -9.04% | 188.02% |
| Max Drawdown | -25.77% | -67.18% |
| Sharpe | -0.03 | 0.42 |
| Sortino | -0.05 | 0.61 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 46.26 | 3.26 |
| Outlier Loss Ratio | 4.16 | 3.26 |
| Volatility (ann.) | 8.75% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.1 | 0.53 |
| Skew | 1.01 | 0.18 |
| Kurtosis | 66.08 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.49% |
| Expected Yearly % | -2.34% | 30.27% |
| Kelly Criterion | -5.04% | 5.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11373530:BTCUSD | 11373530:btcusd:triple_med_gx:lsma60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -3.04 | 0.05 | + |
| 2023 | 155.54 | 8.78 | 0.06 | - |
| 2024 | 121.00 | -3.79 | -0.03 | - |
| 2025 | 30.14 | -10.36 | -0.34 | - |
| Metric | 11373530:btcusd:triple_med_gx:lsma60_30 | 11373530:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | -2.26% | 45.08% |
| 6M | -10.1% | 28.47% |
| YTD | -10.36% | 30.14% |
| 1Y | -22.51% | 105.13% |
| 3Y (ann.) | -5.94% | 81.7% |
| 5Y (ann.) | -2.68% | 35.5% |
| Metric | 11373530:btcusd:triple_med_gx:lsma60_30 | 11373530:BTCUSD |
|---|---|---|
| Max Drawdown | -25.77% | -67.18% |
| Longest DD Days | 724.0 | 683.0 |
| Avg. Drawdown | -6.27% | -7.5% |
| Avg. Drawdown Days | 101.0 | 36.0 |
| Recovery Factor | -0.35 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -25.77 | 337 |
| 2022-07-20 | 2024-07-14 | -19.87 | 724 |
| 2022-05-05 | 2022-07-19 | -13.59 | 75 |
| 2022-03-01 | 2022-04-19 | -4.87 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-01-30 | 2022-02-27 | -2.09 | 28 |
| 2024-08-09 | 2024-08-11 | -0.97 | 1 |
| 2024-07-14 | 2024-07-14 | -0.65 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| Metric | 11373530:btcusd:triple_med_gx:lsma60_30 | 11373530:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.42% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -10.97% | -37.12% |
| Best Year | 8.78% | 155.54% |
| Worst Year | -10.36% | -60.81% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 1.87% | 6.64% |
| Avg. Down Week | -2.64% | -3.16% |
| Avg. Up Month | 3.64% | 15.06% |
| Avg. Down Month | -4.68% | -9.65% |
| Win Days % | 44.54% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 47.92% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |