| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 25.22% | 216.07% |
| Max Drawdown | -36.85% | -67.18% |
| Sharpe | 0.2 | 0.46 |
| Sortino | 0.28 | 0.67 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 27.34 | 3.64 |
| Outlier Loss Ratio | 4.04 | 3.65 |
| Volatility (ann.) | 12.03% | 25.72% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.19 | 0.61 |
| Skew | -0.78 | 0.16 |
| Kurtosis | 40.63 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.85% |
| Expected Yearly % | 5.78% | 33.34% |
| Kelly Criterion | -0.26% | 1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.18% |
| Expected Shortfall (cVaR) | -1.03% | -2.18% |
| Year | 11379697:BTCUSD | 11379697:btcusd:triple_med_gx:lsma260_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | -18.60 | 0.33 | + |
| 2023 | 155.54 | 16.75 | 0.11 | - |
| 2024 | 121.00 | 26.73 | 0.22 | - |
| 2025 | 30.14 | 3.97 | 0.13 | - |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 22.46% | 45.08% |
| 6M | 3.97% | 28.47% |
| YTD | 3.97% | 30.14% |
| 1Y | -2.65% | 105.13% |
| 3Y (ann.) | 16.18% | 81.7% |
| 5Y (ann.) | 6.93% | 40.9% |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Max Drawdown | -36.85% | -67.18% |
| Longest DD Days | 719.0 | 683.0 |
| Avg. Drawdown | -5.98% | -5.97% |
| Avg. Drawdown Days | 80.0 | 32.0 |
| Recovery Factor | 0.68 | 3.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-02-27 | -36.85 | 719 |
| 2024-06-12 | 2025-07-14 | -29.85 | 396 |
| 2024-03-16 | 2024-05-15 | -7.33 | 60 |
| 2024-05-27 | 2024-06-12 | -4.04 | 15 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11379697:btcusd:triple_med_gx:lsma260_60 | 11379697:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 16.05% | 35.75% |
| Worst Week | -24.99% | -29.64% |
| Best Month | 40.13% | 43.77% |
| Worst Month | -26.96% | -37.12% |
| Best Year | 26.73% | 155.54% |
| Worst Year | -18.6% | -56.99% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 4.67% | 5.87% |
| Avg. Down Week | -5.27% | -5.74% |
| Avg. Up Month | 7.16% | 16.4% |
| Avg. Down Month | -10.48% | -13.45% |
| Win Days % | 50.12% | 51.32% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 58.24% | 52.51% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |