| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.2% | 181.88% |
| Max Drawdown | -20.54% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.29 | 0.6 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 71.27 | 3.02 |
| Outlier Loss Ratio | 4.68 | 2.93 |
| Volatility (ann.) | 7.0% | 26.31% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.21 | 0.51 |
| Skew | 2.09 | 0.18 |
| Kurtosis | 127.85 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.44% |
| Expected Yearly % | 3.83% | 29.57% |
| Kelly Criterion | -2.76% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11377342:BTCUSD | 11377342:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 16.83 | -0.27 | + |
| 2023 | 155.54 | -6.56 | -0.04 | - |
| 2024 | 121.00 | 5.07 | 0.04 | - |
| 2025 | 30.14 | 1.31 | 0.04 | - |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| MTD | 0.01% | 13.36% |
| 3M | -0.09% | 45.08% |
| 6M | -2.76% | 28.47% |
| YTD | 1.31% | 30.14% |
| 1Y | 7.29% | 105.13% |
| 3Y (ann.) | 5.13% | 81.7% |
| 5Y (ann.) | 4.39% | 34.54% |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Max Drawdown | -20.54% | -67.18% |
| Longest DD Days | 890.0 | 683.0 |
| Avg. Drawdown | -4.01% | -7.48% |
| Avg. Drawdown Days | 99.0 | 36.0 |
| Recovery Factor | 0.79 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-04 | 2025-07-14 | -20.54 | 890 |
| 2022-04-23 | 2022-11-23 | -18.08 | 214 |
| 2022-03-06 | 2022-03-24 | -3.37 | 18 |
| 2022-01-18 | 2022-02-04 | -1.79 | 16 |
| 2022-12-03 | 2022-12-17 | -1.21 | 14 |
| 2022-12-30 | 2023-01-20 | -1.18 | 21 |
| 2022-03-25 | 2022-04-01 | -0.89 | 7 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-02-05 | 2022-02-13 | -0.19 | 8 |
| 2022-11-25 | 2022-11-26 | -0.18 | 0 |
| Metric | 11377342:btcusd:triple_med_gx:lsma60_50 | 11377342:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -6.38% | -29.64% |
| Best Month | 13.31% | 43.77% |
| Worst Month | -11.39% | -37.12% |
| Best Year | 16.83% | 155.54% |
| Worst Year | -6.56% | -61.64% |
| Avg. Up Day | 0.85% | 0.9% |
| Avg. Down Day | -0.65% | -0.75% |
| Avg. Up Week | 2.74% | 5.41% |
| Avg. Down Week | -1.63% | -3.46% |
| Avg. Up Month | 3.47% | 9.34% |
| Avg. Down Month | -3.19% | -11.31% |
| Win Days % | 41.65% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 42.86% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |