| Metric | 11392334:btcusd:triple_med_gx:lsma60_105 | 11392334:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 36.21% | 202.8% |
| Max Drawdown | -43.53% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 18.14 | 4.11 |
| Outlier Loss Ratio | 4.06 | 4.06 |
| Volatility (ann.) | 17.02% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.22 | 0.58 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 27.79 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.74% | 2.67% |
| Expected Yearly % | 8.03% | 31.91% |
| Kelly Criterion | 1.34% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11392334:BTCUSD | 11392334:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -28.16 | 0.52 | + |
| 2023 | 155.54 | 69.04 | 0.44 | - |
| 2024 | 121.00 | 4.60 | 0.04 | - |
| 2025 | 16.76 | 7.23 | 0.43 | - |
| Metric | 11392334:btcusd:triple_med_gx:lsma60_105 | 11392334:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 0.69% | 31.46% |
| 6M | 2.42% | 12.77% |
| YTD | 7.23% | 16.76% |
| 1Y | 1.92% | 56.84% |
| 3Y (ann.) | 14.53% | 55.31% |
| 5Y (ann.) | 9.6% | 38.89% |
| Metric | 11392334:btcusd:triple_med_gx:lsma60_105 | 11392334:BTCUSD |
|---|---|---|
| Max Drawdown | -43.53% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -6.95% | -6.06% |
| Avg. Drawdown Days | 46.0 | 30.0 |
| Recovery Factor | 0.83 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-10-20 | -43.53 | 560 |
| 2024-06-07 | 2024-12-05 | -31.37 | 180 |
| 2025-03-03 | 2025-06-11 | -17.75 | 100 |
| 2022-02-17 | 2022-02-28 | -17.13 | 11 |
| 2024-02-29 | 2024-03-25 | -12.15 | 25 |
| 2024-12-05 | 2025-03-02 | -10.25 | 87 |
| 2024-03-29 | 2024-06-04 | -9.57 | 67 |
| 2023-12-22 | 2024-01-28 | -8.64 | 36 |
| 2023-11-16 | 2023-11-24 | -4.89 | 8 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11392334:btcusd:triple_med_gx:lsma60_105 | 11392334:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 15.46% | 43.77% |
| Worst Month | -19.99% | -37.12% |
| Best Year | 69.04% | 155.54% |
| Worst Year | -28.16% | -54.08% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.95% |
| Avg. Up Week | 4.03% | 6.51% |
| Avg. Down Week | -3.47% | -5.07% |
| Avg. Up Month | 5.44% | 15.11% |
| Avg. Down Month | -5.9% | -12.28% |
| Win Days % | 48.93% | 51.27% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 51.38% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |