| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 16.84% | 202.8% |
| Max Drawdown | -25.16% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 44.38 | 3.34 |
| Outlier Loss Ratio | 4.34 | 3.21 |
| Volatility (ann.) | 9.17% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.19 | 0.58 |
| Skew | 2.12 | 0.2 |
| Kurtosis | 68.63 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.67% |
| Expected Yearly % | 3.97% | 31.91% |
| Kelly Criterion | -0.65% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11391725:BTCUSD | 11391725:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 8.35 | -0.15 | + |
| 2023 | 155.54 | -4.79 | -0.03 | - |
| 2024 | 121.00 | 6.79 | 0.06 | - |
| 2025 | 16.76 | 6.06 | 0.36 | - |
| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 1.06% | 31.46% |
| 6M | 3.7% | 12.77% |
| YTD | 6.06% | 16.76% |
| 1Y | -1.69% | 56.84% |
| 3Y (ann.) | -0.45% | 55.31% |
| 5Y (ann.) | 4.72% | 38.89% |
| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Max Drawdown | -25.16% | -67.18% |
| Longest DD Days | 1134.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.06% |
| Avg. Drawdown Days | 121.0 | 30.0 |
| Recovery Factor | 0.67 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-04 | 2025-06-11 | -25.16 | 1134 |
| 2022-03-19 | 2022-04-18 | -4.10 | 30 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2022-04-20 | 2022-05-04 | -0.47 | 14 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-28 | 2022-01-29 | -0.35 | 1 |
| Metric | 11391725:btcusd:triple_med_gx:lsma60_105 | 11391725:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.53% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -7.04% | -37.12% |
| Best Year | 8.35% | 155.54% |
| Worst Year | -4.79% | -54.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.89% | 6.67% |
| Avg. Down Week | -1.57% | -3.44% |
| Avg. Up Month | 4.0% | 14.13% |
| Avg. Down Month | -2.63% | -11.37% |
| Win Days % | 44.78% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.35% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |