| Metric | 11396256:btcusd:triple_med_gx:lsma60_120 | 11396256:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 7.85% | 187.39% |
| Max Drawdown | -35.06% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.19 | 1.14 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.56 | 0.63 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 42.83 | 3.33 |
| Outlier Loss Ratio | 4.35 | 3.27 |
| Volatility (ann.) | 9.53% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.06 | 0.55 |
| Skew | 2.6 | 0.2 |
| Kurtosis | 75.59 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.55% |
| Expected Yearly % | 1.91% | 30.2% |
| Kelly Criterion | -1.99% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11396256:BTCUSD | 11396256:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 15.54 | -0.28 | + |
| 2023 | 155.54 | 13.82 | 0.09 | - |
| 2024 | 121.00 | -5.58 | -0.05 | - |
| 2025 | 16.76 | -13.14 | -0.78 | - |
| Metric | 11396256:btcusd:triple_med_gx:lsma60_120 | 11396256:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | -1.38% | 31.46% |
| 6M | -18.95% | 12.77% |
| YTD | -13.14% | 16.76% |
| 1Y | -29.27% | 56.84% |
| 3Y (ann.) | -4.62% | 55.31% |
| 5Y (ann.) | 2.27% | 36.89% |
| Metric | 11396256:btcusd:triple_med_gx:lsma60_120 | 11396256:BTCUSD |
|---|---|---|
| Max Drawdown | -35.06% | -67.18% |
| Longest DD Days | 356.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.61% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 0.22 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -35.06 | 356 |
| 2022-06-21 | 2023-05-02 | -16.70 | 314 |
| 2023-05-20 | 2024-03-25 | -12.36 | 309 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2023-05-15 | 2023-05-17 | -2.14 | 2 |
| Metric | 11396256:btcusd:triple_med_gx:lsma60_120 | 11396256:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.55% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -11.13% | -37.12% |
| Best Year | 15.54% | 155.54% |
| Worst Year | -13.14% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.06% | 7.4% |
| Avg. Down Week | -2.48% | -2.85% |
| Avg. Up Month | 3.62% | 12.01% |
| Avg. Down Month | -5.92% | -8.54% |
| Win Days % | 44.55% | 51.28% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 47.78% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |