| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 26.4% | 189.3% |
| Max Drawdown | -18.44% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 41.64 | 3.29 |
| Outlier Loss Ratio | 4.41 | 3.21 |
| Volatility (ann.) | 9.18% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.39 | 0.55 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 67.14 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.56% |
| Expected Yearly % | 6.03% | 30.42% |
| Kelly Criterion | 0.47% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11394864:BTCUSD | 11394864:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 4.72 | -0.08 | + |
| 2023 | 155.54 | -0.25 | -0.00 | - |
| 2024 | 121.00 | 16.32 | 0.13 | - |
| 2025 | 16.76 | 4.02 | 0.24 | - |
| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.79% | 31.46% |
| 6M | 2.14% | 12.77% |
| YTD | 4.02% | 16.76% |
| 1Y | -0.75% | 56.84% |
| 3Y (ann.) | 3.53% | 55.31% |
| 5Y (ann.) | 7.21% | 37.09% |
| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Max Drawdown | -18.44% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.63% |
| Avg. Drawdown Days | 75.0 | 33.0 |
| Recovery Factor | 1.43 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-03-25 | -18.44 | 678 |
| 2024-06-07 | 2025-04-09 | -14.39 | 306 |
| 2025-04-10 | 2025-06-11 | -6.94 | 62 |
| 2022-03-15 | 2022-04-19 | -5.54 | 35 |
| 2022-01-30 | 2022-02-28 | -3.72 | 29 |
| 2024-03-26 | 2024-04-14 | -2.90 | 19 |
| 2022-04-20 | 2022-05-17 | -2.11 | 26 |
| 2024-04-23 | 2024-06-04 | -2.01 | 42 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11394864:btcusd:triple_med_gx:lsma60_115 | 11394864:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 16.32% | 155.54% |
| Worst Year | -0.25% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.88% | 7.23% |
| Avg. Down Week | -1.77% | -3.4% |
| Avg. Up Month | 3.99% | 14.1% |
| Avg. Down Month | -2.75% | -11.37% |
| Win Days % | 45.58% | 51.25% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |