| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.47% | 189.3% |
| Max Drawdown | -19.77% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.25 | 0.63 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 42.55 | 3.3 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 9.39% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.22 | 0.55 |
| Skew | 2.7 | 0.2 |
| Kurtosis | 76.05 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.56% |
| Expected Yearly % | 3.66% | 30.42% |
| Kelly Criterion | -0.77% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11394808:BTCUSD | 11394808:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.49 | 0.01 | + |
| 2023 | 155.54 | 8.04 | 0.05 | - |
| 2024 | 121.00 | 7.21 | 0.06 | - |
| 2025 | 16.76 | 0.18 | 0.01 | - |
| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | -6.18% | 31.46% |
| 6M | -1.88% | 12.77% |
| YTD | 0.18% | 16.76% |
| 1Y | -10.4% | 56.84% |
| 3Y (ann.) | 1.59% | 55.31% |
| 5Y (ann.) | 4.36% | 37.09% |
| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Max Drawdown | -19.77% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.63% |
| Avg. Drawdown Days | 71.0 | 33.0 |
| Recovery Factor | 0.78 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.77 | 369 |
| 2022-04-20 | 2024-02-28 | -17.98 | 679 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-04-18 | -4.50 | 36 |
| 2024-03-26 | 2024-04-22 | -2.90 | 26 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-02-29 | 2024-03-25 | -0.89 | 25 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| Metric | 11394808:btcusd:triple_med_gx:lsma60_115 | 11394808:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 8.04% | 155.54% |
| Worst Year | -0.49% | -56.13% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.2% | 7.12% |
| Avg. Down Week | -2.3% | -2.78% |
| Avg. Up Month | 3.69% | 12.23% |
| Avg. Down Month | -3.49% | -12.74% |
| Win Days % | 45.65% | 51.25% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 42.35% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |