| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.24% | 159.0% |
| Max Drawdown | -17.77% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.29 | 0.57 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 74.24 | 2.92 |
| Outlier Loss Ratio | 4.28 | 2.9 |
| Volatility (ann.) | 6.52% | 26.55% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.23 | 0.48 |
| Skew | 3.8 | 0.18 |
| Kurtosis | 119.06 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.29% |
| Expected Yearly % | 3.38% | 26.86% |
| Kelly Criterion | -2.55% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.26% |
| Expected Shortfall (cVaR) | -0.56% | -2.26% |
| Year | 11383261:BTCUSD | 11383261:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -1.05 | 0.02 | + |
| 2023 | 155.54 | 0.52 | 0.00 | - |
| 2024 | 121.00 | 17.23 | 0.14 | - |
| 2025 | 17.02 | -2.03 | -0.12 | - |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| MTD | -0.32% | 4.4% |
| 3M | -4.81% | 31.76% |
| 6M | -3.92% | 12.25% |
| YTD | -2.03% | 17.02% |
| 1Y | 7.92% | 57.19% |
| 3Y (ann.) | 1.58% | 55.42% |
| 5Y (ann.) | 4.0% | 32.39% |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -67.18% |
| Longest DD Days | 815.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.87% |
| Avg. Drawdown Days | 90.0 | 38.0 |
| Recovery Factor | 0.8 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2024-08-23 | -17.77 | 815 |
| 2024-12-05 | 2025-06-11 | -9.64 | 187 |
| 2022-02-27 | 2022-05-05 | -4.39 | 66 |
| 2024-10-10 | 2024-12-05 | -2.91 | 55 |
| 2022-05-05 | 2022-05-30 | -2.70 | 24 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2024-09-28 | 2024-10-10 | -0.61 | 12 |
| 2024-08-24 | 2024-09-07 | -0.59 | 14 |
| 2024-09-07 | 2024-09-08 | -0.42 | 1 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| Metric | 11383261:btcusd:triple_med_gx:lsma60_75 | 11383261:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.99% | 35.75% |
| Worst Week | -4.91% | -29.64% |
| Best Month | 11.99% | 43.77% |
| Worst Month | -4.91% | -37.12% |
| Best Year | 17.23% | 155.54% |
| Worst Year | -2.03% | -60.81% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.92% | 7.67% |
| Avg. Down Week | -1.14% | -3.58% |
| Avg. Up Month | 2.9% | 18.23% |
| Avg. Down Month | -2.33% | -11.21% |
| Win Days % | 43.82% | 51.23% |
| Win Month % | 48.78% | 59.52% |
| Win Week % | 42.53% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |