| Metric | 11396427:btcusd:triple_med_gx:lsma65_120 | 11396427:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 12.17% | 187.39% |
| Max Drawdown | -21.24% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 46.82 | 3.22 |
| Outlier Loss Ratio | 4.27 | 3.16 |
| Volatility (ann.) | 8.45% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.16 | 0.55 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 68.01 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.55% |
| Expected Yearly % | 2.91% | 30.2% |
| Kelly Criterion | -0.87% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11396427:BTCUSD | 11396427:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.40 | -0.02 | + |
| 2023 | 155.54 | -1.07 | -0.01 | - |
| 2024 | 121.00 | 2.02 | 0.02 | - |
| 2025 | 16.76 | 9.61 | 0.57 | - |
| Metric | 11396427:btcusd:triple_med_gx:lsma65_120 | 11396427:BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.16% |
| 3M | -0.7% | 31.46% |
| 6M | 7.98% | 12.77% |
| YTD | 9.61% | 16.76% |
| 1Y | -5.11% | 56.84% |
| 3Y (ann.) | 1.12% | 55.31% |
| 5Y (ann.) | 3.48% | 36.89% |
| Metric | 11396427:btcusd:triple_med_gx:lsma65_120 | 11396427:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -4.41% | -6.61% |
| Avg. Drawdown Days | 92.0 | 33.0 |
| Recovery Factor | 0.57 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-03-25 | -21.24 | 705 |
| 2024-06-07 | 2025-06-11 | -18.10 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.12 | 48 |
| 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 | 2024-06-05 | -0.83 | 43 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| Metric | 11396427:btcusd:triple_med_gx:lsma65_120 | 11396427:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.17% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 9.61% | 155.54% |
| Worst Year | -1.07% | -56.42% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 2.53% | 6.42% |
| Avg. Down Week | -1.95% | -3.13% |
| Avg. Up Month | 4.33% | 13.31% |
| Avg. Down Month | -4.23% | -8.27% |
| Win Days % | 46.53% | 51.28% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |