| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 1.98% | 206.05% |
| Max Drawdown | -17.21% | -67.18% |
| Sharpe | 0.06 | 0.44 |
| Sortino | 0.09 | 0.65 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.43 | 1.07 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 0.42 | 0.99 |
| Outlier Win Ratio | 54.64 | 3.2 |
| Outlier Loss Ratio | 4.03 | 3.11 |
| Volatility (ann.) | 8.48% | 26.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 0.58 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 94.39 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.7% |
| Expected Yearly % | 0.49% | 32.27% |
| Kelly Criterion | -3.81% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11387250:BTCUSD | 11387250:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -9.15 | 0.17 | + |
| 2023 | 155.54 | 14.34 | 0.09 | - |
| 2024 | 121.00 | 0.76 | 0.01 | - |
| 2025 | 17.02 | -2.58 | -0.15 | - |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| MTD | 0.04% | 4.4% |
| 3M | -7.8% | 31.76% |
| 6M | -3.9% | 12.25% |
| YTD | -2.58% | 17.02% |
| 1Y | -11.12% | 57.19% |
| 3Y (ann.) | 2.24% | 55.42% |
| 5Y (ann.) | 0.58% | 39.18% |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250:BTCUSD |
|---|---|---|
| Max Drawdown | -17.21% | -67.18% |
| Longest DD Days | 683.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.21% |
| Avg. Drawdown Days | 78.0 | 29.0 |
| Recovery Factor | 0.11 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-15 | 2024-02-28 | -17.21 | 683 |
| 2024-06-20 | 2025-06-11 | -13.78 | 355 |
| 2022-02-27 | 2022-03-16 | -7.73 | 17 |
| 2024-03-26 | 2024-06-04 | -5.26 | 70 |
| 2022-01-30 | 2022-02-27 | -1.74 | 28 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-06-05 | 2024-06-20 | -1.42 | 14 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11387250:btcusd:triple_med_gx:lsma60_90 | 11387250: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 | 14.34% | 155.54% |
| Worst Year | -9.15% | -53.69% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.19% | 6.98% |
| Avg. Down Week | -2.13% | -2.78% |
| Avg. Up Month | 3.6% | 13.28% |
| Avg. Down Month | -2.92% | -13.39% |
| Win Days % | 43.83% | 51.27% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 40.96% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |