| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.58% | 198.98% |
| Max Drawdown | -22.38% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.38 | 0.64 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 42.39 | 3.32 |
| Outlier Loss Ratio | 4.44 | 3.21 |
| Volatility (ann.) | 9.21% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.57 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 67.4 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.64% |
| Expected Yearly % | 6.28% | 31.5% |
| Kelly Criterion | 0.56% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11393276:BTCUSD | 11393276:btcusd:triple_med_gx:lsma60_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 8.45 | -0.15 | + |
| 2023 | 155.54 | -4.22 | -0.03 | - |
| 2024 | 121.00 | 15.88 | 0.13 | - |
| 2025 | 16.76 | 5.99 | 0.36 | - |
| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| MTD | 3.52% | 4.16% |
| 3M | 2.83% | 31.46% |
| 6M | 4.89% | 12.77% |
| YTD | 5.99% | 16.76% |
| 1Y | 1.86% | 56.84% |
| 3Y (ann.) | 2.48% | 55.31% |
| 5Y (ann.) | 7.5% | 38.4% |
| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.29% |
| Avg. Drawdown Days | 67.0 | 31.0 |
| Recovery Factor | 1.23 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-04-22 | -22.38 | 705 |
| 2024-06-07 | 2025-04-09 | -13.72 | 306 |
| 2025-04-10 | 2025-06-11 | -5.77 | 62 |
| 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 |
| 2022-05-06 | 2022-05-17 | -2.13 | 11 |
| 2024-04-23 | 2024-06-04 | -2.01 | 42 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11393276:btcusd:triple_med_gx:lsma60_110 | 11393276:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.55% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 15.88% | 155.54% |
| Worst Year | -4.22% | -54.66% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 3.23% | 7.14% |
| Avg. Down Week | -1.81% | -3.6% |
| Avg. Up Month | 4.09% | 13.77% |
| Avg. Down Month | -2.87% | -11.37% |
| Win Days % | 45.35% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 43.37% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |