| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.76% | 205.34% |
| Max Drawdown | -14.95% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.3 | 0.65 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.49 | 3.12 |
| Outlier Loss Ratio | 4.07 | 3.01 |
| Volatility (ann.) | 7.9% | 26.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.33 | 0.58 |
| Skew | 3.08 | 0.2 |
| Kurtosis | 110.35 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.69% |
| Expected Yearly % | 4.17% | 32.19% |
| Kelly Criterion | -1.21% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.25% |
| Expected Shortfall (cVaR) | -0.68% | -2.25% |
| Year | 11385857:BTCUSD | 11385857:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 3.03 | -0.06 | + |
| 2023 | 155.54 | 15.98 | 0.10 | - |
| 2024 | 121.00 | 5.32 | 0.04 | - |
| 2025 | 17.02 | -6.43 | -0.38 | - |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.4% |
| 3M | -10.17% | 31.76% |
| 6M | -7.86% | 12.25% |
| YTD | -6.43% | 17.02% |
| 1Y | -12.57% | 57.19% |
| 3Y (ann.) | 6.26% | 55.42% |
| 5Y (ann.) | 4.95% | 39.05% |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Max Drawdown | -14.95% | -67.18% |
| Longest DD Days | 355.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.27% |
| Avg. Drawdown Days | 50.0 | 29.0 |
| Recovery Factor | 1.19 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -14.95 | 355 |
| 2022-03-17 | 2023-02-16 | -12.88 | 336 |
| 2023-12-22 | 2024-02-28 | -10.77 | 68 |
| 2023-06-14 | 2023-12-19 | -9.03 | 188 |
| 2022-02-27 | 2022-03-14 | -4.62 | 15 |
| 2024-03-25 | 2024-05-05 | -4.30 | 40 |
| 2023-04-05 | 2023-06-14 | -3.10 | 70 |
| 2023-02-16 | 2023-03-13 | -3.02 | 25 |
| 2023-04-02 | 2023-04-05 | -2.79 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| Metric | 11385857:btcusd:triple_med_gx:lsma60_85 | 11385857:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.68% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 9.68% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 15.98% | 155.54% |
| Worst Year | -6.43% | -53.8% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.0% | 6.87% |
| Avg. Down Week | -1.96% | -2.58% |
| Avg. Up Month | 3.84% | 14.14% |
| Avg. Down Month | -2.87% | -16.33% |
| Win Days % | 44.22% | 51.28% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 44.44% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |