| Metric | 11396425:btcusd:triple_med_gx:lsma60_120 | 11396425:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.81% | 187.39% |
| Max Drawdown | -18.37% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 41.72 | 3.3 |
| Outlier Loss Ratio | 4.31 | 3.29 |
| Volatility (ann.) | 9.44% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.27 | 0.55 |
| Skew | 2.66 | 0.2 |
| Kurtosis | 74.38 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.55% |
| Expected Yearly % | 4.18% | 30.2% |
| Kelly Criterion | -0.49% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11396425:BTCUSD | 11396425:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.85 | 0.03 | + |
| 2023 | 155.54 | 10.08 | 0.06 | - |
| 2024 | 121.00 | 7.53 | 0.06 | - |
| 2025 | 16.76 | 1.40 | 0.08 | - |
| Metric | 11396425:btcusd:triple_med_gx:lsma60_120 | 11396425:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | -6.87% | 31.46% |
| 6M | -0.69% | 12.77% |
| YTD | 1.4% | 16.76% |
| 1Y | -9.24% | 56.84% |
| 3Y (ann.) | 3.54% | 55.31% |
| 5Y (ann.) | 5.0% | 36.89% |
| Metric | 11396425:btcusd:triple_med_gx:lsma60_120 | 11396425:BTCUSD |
|---|---|---|
| Max Drawdown | -18.37% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -3.23% | -6.61% |
| Avg. Drawdown Days | 67.0 | 33.0 |
| Recovery Factor | 0.97 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.37 | 369 |
| 2022-04-20 | 2024-02-28 | -15.84 | 679 |
| 2022-03-01 | 2022-04-19 | -5.84 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-04-14 | -2.90 | 18 |
| 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 |
| 2024-04-23 | 2024-05-05 | -0.83 | 12 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| Metric | 11396425:btcusd:triple_med_gx:lsma60_120 | 11396425:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 10.08% | 155.54% |
| Worst Year | -1.85% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.3% | 6.65% |
| Avg. Down Week | -2.29% | -2.84% |
| Avg. Up Month | 4.31% | 12.82% |
| Avg. Down Month | -3.84% | -8.84% |
| Win Days % | 45.79% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 42.35% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |