| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 11.31% | 187.39% |
| Max Drawdown | -21.72% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.57 | 0.68 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 43.05 | 3.33 |
| Outlier Loss Ratio | 4.33 | 3.29 |
| Volatility (ann.) | 9.4% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.15 | 0.55 |
| Skew | 3.23 | 0.2 |
| Kurtosis | 74.12 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.55% |
| Expected Yearly % | 2.72% | 30.2% |
| Kelly Criterion | -2.42% | 11.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11396147:BTCUSD | 11396147:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.69 | -0.08 | + |
| 2023 | 155.54 | -1.70 | -0.01 | - |
| 2024 | 121.00 | -1.78 | -0.01 | - |
| 2025 | 16.76 | 10.12 | 0.60 | - |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | -2.42% | 31.46% |
| 6M | 1.23% | 12.77% |
| YTD | 10.12% | 16.76% |
| 1Y | -7.1% | 56.84% |
| 3Y (ann.) | -1.9% | 55.31% |
| 5Y (ann.) | 3.24% | 36.89% |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Max Drawdown | -21.72% | -67.18% |
| Longest DD Days | 811.0 | 683.0 |
| Avg. Drawdown | -4.6% | -6.61% |
| Avg. Drawdown Days | 85.0 | 33.0 |
| Recovery Factor | 0.52 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -21.72 | 246 |
| 2022-06-21 | 2024-09-10 | -19.79 | 811 |
| 2022-03-15 | 2022-04-19 | -6.01 | 35 |
| 2022-05-16 | 2022-06-21 | -5.96 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-01 | 2022-03-14 | -0.72 | 13 |
| Metric | 11396147:btcusd:triple_med_gx:lsma60_120 | 11396147:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.38% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 13.71% | 43.77% |
| Worst Month | -13.08% | -37.12% |
| Best Year | 10.12% | 155.54% |
| Worst Year | -1.78% | -56.42% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.83% | 7.07% |
| Avg. Down Week | -2.46% | -2.83% |
| Avg. Up Month | 4.63% | 12.24% |
| Avg. Down Month | -6.17% | -9.12% |
| Win Days % | 43.5% | 51.28% |
| Win Month % | 56.76% | 61.9% |
| Win Week % | 42.86% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |