| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 7.25% | 184.67% |
| Max Drawdown | -24.86% | -67.18% |
| Sharpe | 0.1 | 0.42 |
| Sortino | 0.15 | 0.6 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 59.37 | 3.14 |
| Outlier Loss Ratio | 4.2 | 3.09 |
| Volatility (ann.) | 7.96% | 26.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.08 | 0.52 |
| Skew | 1.63 | 0.18 |
| Kurtosis | 102.09 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.46% |
| Expected Yearly % | 1.77% | 29.89% |
| Kelly Criterion | -4.17% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11376447:BTCUSD | 11376447:btcusd:triple_med_gx:lsma60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -4.13 | 0.07 | + |
| 2023 | 155.54 | -1.15 | -0.01 | - |
| 2024 | 121.00 | 9.12 | 0.08 | - |
| 2025 | 30.14 | 3.72 | 0.12 | - |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| MTD | 4.08% | 13.36% |
| 3M | 8.15% | 45.08% |
| 6M | 4.16% | 28.47% |
| YTD | 3.72% | 30.14% |
| 1Y | 2.39% | 105.13% |
| 3Y (ann.) | 0.38% | 81.7% |
| 5Y (ann.) | 2.03% | 34.95% |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Max Drawdown | -24.86% | -67.18% |
| Longest DD Days | 841.0 | 683.0 |
| Avg. Drawdown | -4.36% | -7.55% |
| Avg. Drawdown Days | 81.0 | 36.0 |
| Recovery Factor | 0.29 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-31 | 2025-07-14 | -24.86 | 256 |
| 2022-05-05 | 2024-08-23 | -21.44 | 841 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-04-17 | 2022-05-05 | -3.80 | 17 |
| 2024-09-28 | 2024-10-11 | -3.50 | 13 |
| 2022-03-01 | 2022-03-16 | -2.89 | 14 |
| 2022-03-16 | 2022-03-24 | -2.11 | 7 |
| 2024-10-11 | 2024-10-30 | -0.65 | 19 |
| 2024-08-24 | 2024-09-08 | -0.59 | 15 |
| 2024-09-25 | 2024-09-26 | -0.58 | 0 |
| Metric | 11376447:btcusd:triple_med_gx:lsma60_45 | 11376447:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.55% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 12.24% | 43.77% |
| Worst Month | -15.35% | -37.12% |
| Best Year | 9.12% | 155.54% |
| Worst Year | -4.13% | -61.27% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 2.15% | 7.84% |
| Avg. Down Week | -1.77% | -2.91% |
| Avg. Up Month | 3.88% | 11.89% |
| Avg. Down Month | -5.28% | -7.45% |
| Win Days % | 42.13% | 51.26% |
| Win Month % | 57.14% | 60.47% |
| Win Week % | 43.56% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |