| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 22.99% | 193.14% |
| Max Drawdown | -34.37% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 30.0 | 3.62 |
| Outlier Loss Ratio | 4.1 | 3.54 |
| Volatility (ann.) | 11.21% | 25.76% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.18 | 0.56 |
| Skew | 0.24 | 0.16 |
| Kurtosis | 34.49 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.59% |
| Expected Yearly % | 5.31% | 30.85% |
| Kelly Criterion | -0.26% | 3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.19% |
| Expected Shortfall (cVaR) | -0.96% | -2.19% |
| Year | 11379692:BTCUSD | 11379692:btcusd:triple_med_gx:lsma235_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.11 | -13.15 | 0.22 | + |
| 2023 | 155.54 | -3.38 | -0.02 | - |
| 2024 | 121.00 | 38.37 | 0.32 | - |
| 2025 | 30.14 | 5.92 | 0.20 | - |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 24.75% | 45.08% |
| 6M | 5.92% | 28.47% |
| YTD | 5.92% | 30.14% |
| 1Y | 1.27% | 105.13% |
| 3Y (ann.) | 14.98% | 81.7% |
| 5Y (ann.) | 6.33% | 37.56% |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Max Drawdown | -34.37% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -5.21% | -6.85% |
| Avg. Drawdown Days | 74.0 | 37.0 |
| Recovery Factor | 0.67 | 2.88 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-03-15 | -34.37 | 710 |
| 2024-07-29 | 2025-07-14 | -24.14 | 350 |
| 2024-03-16 | 2024-05-15 | -6.14 | 60 |
| 2024-05-27 | 2024-07-26 | -5.64 | 60 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-04-03 | 2022-04-04 | -2.26 | 1 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| 2022-03-20 | 2022-03-27 | -1.17 | 7 |
| Metric | 11379692:btcusd:triple_med_gx:lsma235_60 | 11379692:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 16.05% | 35.75% |
| Worst Week | -24.03% | -29.64% |
| Best Month | 32.52% | 43.77% |
| Worst Month | -26.96% | -37.12% |
| Best Year | 38.37% | 155.54% |
| Worst Year | -13.15% | -60.11% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.49% | 6.02% |
| Avg. Down Week | -4.39% | -5.33% |
| Avg. Up Month | 7.21% | 15.31% |
| Avg. Down Month | -8.57% | -13.32% |
| Win Days % | 49.21% | 51.32% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 55.68% | 51.67% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |