| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.82% | 187.39% |
| Max Drawdown | -34.07% | -67.18% |
| Sharpe | -0.03 | 0.43 |
| Sortino | -0.04 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.99 | 1.06 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 44.11 | 3.27 |
| Outlier Loss Ratio | 4.2 | 3.29 |
| Volatility (ann.) | 9.13% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.08 | 0.55 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 61.09 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.55% |
| Expected Yearly % | -2.28% | 30.2% |
| Kelly Criterion | -4.32% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11396315:BTCUSD | 11396315:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 11.28 | -0.20 | + |
| 2023 | 155.54 | -10.93 | -0.07 | - |
| 2024 | 121.00 | 2.28 | 0.02 | - |
| 2025 | 16.76 | -10.06 | -0.60 | - |
| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | -1.15% | 31.46% |
| 6M | -12.32% | 12.77% |
| YTD | -10.06% | 16.76% |
| 1Y | -19.3% | 56.84% |
| 3Y (ann.) | -8.62% | 55.31% |
| 5Y (ann.) | -2.71% | 36.89% |
| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Max Drawdown | -34.07% | -67.18% |
| Longest DD Days | 1035.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.61% |
| Avg. Drawdown Days | 92.0 | 33.0 |
| Recovery Factor | -0.26 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2025-06-11 | -34.07 | 1035 |
| 2022-06-21 | 2022-08-11 | -5.90 | 50 |
| 2022-05-16 | 2022-06-20 | -5.10 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.18 | 32 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-04-20 | 2022-05-15 | -2.14 | 25 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11396315:btcusd:triple_med_gx:lsma60_120 | 11396315:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -7.7% | -37.12% |
| Best Year | 11.28% | 155.54% |
| Worst Year | -10.93% | -56.42% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.62% | 7.72% |
| Avg. Down Week | -2.0% | -2.66% |
| Avg. Up Month | 3.81% | 13.38% |
| Avg. Down Month | -3.32% | -8.64% |
| Win Days % | 46.31% | 51.28% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 40.91% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |