| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 32.22% | 229.61% |
| Max Drawdown | -20.11% | -67.18% |
| Sharpe | 0.27 | 0.46 |
| Sortino | 0.43 | 0.67 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.63 | 0.68 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 45.45 | 3.34 |
| Outlier Loss Ratio | 4.42 | 3.21 |
| Volatility (ann.) | 9.07% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.42 | 0.61 |
| Skew | 3.16 | 0.2 |
| Kurtosis | 81.93 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.81% |
| Expected Yearly % | 7.23% | 34.74% |
| Kelly Criterion | 0.78% | 11.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11391667:BTCUSD | 11391667:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 22.29 | -0.41 | + |
| 2023 | 155.54 | 10.49 | 0.07 | - |
| 2024 | 121.00 | -2.86 | -0.02 | - |
| 2025 | 27.10 | 0.74 | 0.03 | - |
| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.49% | 41.88% |
| 6M | -2.77% | 22.91% |
| YTD | 0.74% | 27.1% |
| 1Y | -5.33% | 82.29% |
| 3Y (ann.) | 1.9% | 77.48% |
| 5Y (ann.) | 8.38% | 41.0% |
| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Max Drawdown | -20.11% | -67.18% |
| Longest DD Days | 477.0 | 683.0 |
| Avg. Drawdown | -4.07% | -5.93% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 1.6 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-26 | 2025-07-17 | -20.11 | 477 |
| 2023-04-05 | 2023-12-22 | -14.43 | 260 |
| 2022-09-27 | 2023-03-13 | -9.77 | 167 |
| 2023-12-22 | 2024-02-28 | -9.70 | 68 |
| 2022-08-11 | 2022-09-27 | -8.89 | 46 |
| 2022-05-05 | 2022-08-11 | -6.31 | 97 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.39 | 30 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2023-04-02 | 2023-04-05 | -2.79 | 2 |
| Metric | 11391667:btcusd:triple_med_gx:lsma60_105 | 11391667:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.09% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.12% | -37.12% |
| Best Year | 22.29% | 155.54% |
| Worst Year | -2.86% | -54.08% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.16% | 6.65% |
| Avg. Down Week | -2.14% | -2.6% |
| Avg. Up Month | 4.27% | 12.05% |
| Avg. Down Month | -2.66% | -12.17% |
| Win Days % | 44.62% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 43.33% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |