| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 5.47% | 181.88% |
| Max Drawdown | -19.81% | -67.18% |
| Sharpe | 0.09 | 0.41 |
| Sortino | 0.13 | 0.6 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.04 | 1.06 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | 0.04 | 0.99 |
| Outlier Win Ratio | 60.39 | 3.15 |
| Outlier Loss Ratio | 4.62 | 3.01 |
| Volatility (ann.) | 7.52% | 26.31% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.08 | 0.51 |
| Skew | 1.9 | 0.18 |
| Kurtosis | 102.38 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.44% |
| Expected Yearly % | 1.34% | 29.57% |
| Kelly Criterion | -3.66% | 9.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11376255:BTCUSD | 11376255:btcusd:triple_med_gx:lsma60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 10.81 | -0.18 | + |
| 2023 | 155.54 | 2.95 | 0.02 | - |
| 2024 | 121.00 | 3.41 | 0.03 | - |
| 2025 | 30.14 | -10.59 | -0.35 | - |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 3.56% | 45.08% |
| 6M | -11.13% | 28.47% |
| YTD | -10.59% | 30.14% |
| 1Y | -1.14% | 105.13% |
| 3Y (ann.) | 0.34% | 81.7% |
| 5Y (ann.) | 1.54% | 34.54% |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Max Drawdown | -19.81% | -67.18% |
| Longest DD Days | 553.0 | 683.0 |
| Avg. Drawdown | -3.43% | -7.48% |
| Avg. Drawdown Days | 56.0 | 36.0 |
| Recovery Factor | 0.28 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2025-07-14 | -19.81 | 487 |
| 2022-05-05 | 2023-11-09 | -19.19 | 553 |
| 2023-11-28 | 2024-01-26 | -7.32 | 59 |
| 2022-01-19 | 2022-02-04 | -6.12 | 16 |
| 2024-02-03 | 2024-03-06 | -5.21 | 31 |
| 2022-03-06 | 2022-03-16 | -3.24 | 10 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-04-24 | 2022-05-04 | -2.16 | 10 |
| 2022-03-17 | 2022-03-24 | -2.08 | 7 |
| 2022-01-18 | 2022-01-18 | -1.66 | 0 |
| Metric | 11376255:btcusd:triple_med_gx:lsma60_45 | 11376255:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -4.56% | -29.64% |
| Best Month | 10.56% | 43.77% |
| Worst Month | -8.31% | -37.12% |
| Best Year | 10.81% | 155.54% |
| Worst Year | -10.59% | -61.64% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.65% | -0.74% |
| Avg. Up Week | 2.41% | 5.52% |
| Avg. Down Week | -1.51% | -3.94% |
| Avg. Up Month | 3.42% | 12.66% |
| Avg. Down Month | -3.19% | -11.58% |
| Win Days % | 41.34% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 40.17% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |