| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 32.8% | 168.36% |
| Max Drawdown | -14.39% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.51 | 0.59 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.03 | 3.11 |
| Outlier Loss Ratio | 4.34 | 3.01 |
| Volatility (ann.) | 7.43% | 26.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.61 | 0.5 |
| Skew | 2.45 | 0.19 |
| Kurtosis | 98.79 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.38% |
| Expected Yearly % | 7.35% | 27.99% |
| Kelly Criterion | 0.99% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.25% |
| Expected Shortfall (cVaR) | -0.63% | -2.25% |
| Year | 11384564:BTCUSD | 11384564:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -1.92 | 0.03 | + |
| 2023 | 155.54 | 4.08 | 0.03 | - |
| 2024 | 121.00 | 30.85 | 0.25 | - |
| 2025 | 17.02 | -0.58 | -0.03 | - |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| MTD | 0.29% | 4.4% |
| 3M | -3.28% | 31.76% |
| 6M | -1.93% | 12.25% |
| YTD | -0.58% | 17.02% |
| 1Y | 16.4% | 57.19% |
| 3Y (ann.) | 8.56% | 55.42% |
| 5Y (ann.) | 8.73% | 33.81% |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Max Drawdown | -14.39% | -67.18% |
| Longest DD Days | 664.0 | 683.0 |
| Avg. Drawdown | -2.6% | -7.27% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 2.28 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-02-28 | -14.39 | 664 |
| 2025-04-10 | 2025-06-11 | -8.13 | 62 |
| 2024-12-05 | 2025-03-17 | -5.45 | 102 |
| 2025-03-17 | 2025-04-09 | -4.77 | 22 |
| 2022-01-30 | 2022-03-16 | -4.65 | 45 |
| 2024-03-25 | 2024-04-22 | -4.16 | 28 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2024-04-23 | 2024-06-05 | -3.11 | 43 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-03-13 | 2024-03-25 | -2.78 | 12 |
| Metric | 11384564:btcusd:triple_med_gx:lsma60_80 | 11384564:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.14% | 35.75% |
| Worst Week | -6.24% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -6.24% | -37.12% |
| Best Year | 30.85% | 155.54% |
| Worst Year | -1.92% | -59.39% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.07% | 6.51% |
| Avg. Down Week | -1.37% | -3.92% |
| Avg. Up Month | 3.28% | 17.83% |
| Avg. Down Month | -2.25% | -15.15% |
| Win Days % | 44.55% | 51.22% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 47.67% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |