| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 13.28% | 189.3% |
| Max Drawdown | -22.03% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.23 | 0.63 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 45.16 | 3.3 |
| Outlier Loss Ratio | 4.34 | 3.21 |
| Volatility (ann.) | 9.14% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.17 | 0.55 |
| Skew | 3.47 | 0.2 |
| Kurtosis | 81.09 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.56% |
| Expected Yearly % | 3.17% | 30.42% |
| Kelly Criterion | -1.99% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11394529:BTCUSD | 11394529:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 8.09 | -0.14 | + |
| 2023 | 155.54 | 2.78 | 0.02 | - |
| 2024 | 121.00 | -7.28 | -0.06 | - |
| 2025 | 16.76 | 9.98 | 0.60 | - |
| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -1.6% | 31.46% |
| 6M | 1.1% | 12.77% |
| YTD | 9.98% | 16.76% |
| 1Y | -10.77% | 56.84% |
| 3Y (ann.) | -0.89% | 55.31% |
| 5Y (ann.) | 3.77% | 37.09% |
| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Max Drawdown | -22.03% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.63% |
| Avg. Drawdown Days | 77.0 | 33.0 |
| Recovery Factor | 0.6 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -22.03 | 368 |
| 2022-05-16 | 2024-03-25 | -18.55 | 679 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-05-06 | 2022-05-14 | -2.48 | 8 |
| 2024-03-25 | 2024-04-20 | -1.71 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-27 | 2022-02-28 | -1.67 | 1 |
| 2024-04-20 | 2024-06-04 | -1.31 | 44 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11394529:btcusd:triple_med_gx:lsma60_115 | 11394529:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.56% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 14.56% | 43.77% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 9.98% | 155.54% |
| Worst Year | -7.28% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.64% | 6.97% |
| Avg. Down Week | -2.15% | -3.12% |
| Avg. Up Month | 4.77% | 12.0% |
| Avg. Down Month | -5.24% | -12.16% |
| Win Days % | 43.18% | 51.25% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 42.05% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |