| Metric | 11396483:btcusd:triple_med_gx:lsma65_120 | 11396483:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 18.67% | 187.39% |
| Max Drawdown | -20.15% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.29 | 0.62 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 45.8 | 3.27 |
| Outlier Loss Ratio | 4.29 | 3.15 |
| Volatility (ann.) | 8.82% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.26 | 0.55 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 74.37 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.55% |
| Expected Yearly % | 4.37% | 30.2% |
| Kelly Criterion | -0.16% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11396483:BTCUSD | 11396483:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.60 | -0.17 | + |
| 2023 | 155.54 | -7.24 | -0.05 | - |
| 2024 | 121.00 | 10.64 | 0.09 | - |
| 2025 | 16.76 | 5.50 | 0.33 | - |
| Metric | 11396483:btcusd:triple_med_gx:lsma65_120 | 11396483:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 1.44% | 31.46% |
| 6M | 4.35% | 12.77% |
| YTD | 5.5% | 16.76% |
| 1Y | 1.52% | 56.84% |
| 3Y (ann.) | 1.02% | 55.31% |
| 5Y (ann.) | 5.22% | 36.89% |
| Metric | 11396483:btcusd:triple_med_gx:lsma65_120 | 11396483:BTCUSD |
|---|---|---|
| Max Drawdown | -20.15% | -67.18% |
| Longest DD Days | 748.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.61% |
| Avg. Drawdown Days | 82.0 | 33.0 |
| Recovery Factor | 0.93 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-14 | -20.15 | 748 |
| 2024-11-04 | 2025-06-11 | -10.37 | 219 |
| 2022-05-17 | 2022-08-05 | -6.90 | 80 |
| 2022-08-13 | 2022-09-27 | -5.35 | 44 |
| 2022-03-14 | 2022-04-19 | -4.99 | 35 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-08-06 | 2022-08-12 | -2.98 | 6 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-05-07 | 2022-05-17 | -0.86 | 9 |
| 2024-10-31 | 2024-11-03 | -0.53 | 3 |
| Metric | 11396483:btcusd:triple_med_gx:lsma65_120 | 11396483:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -10.95% | -37.12% |
| Best Year | 10.64% | 155.54% |
| Worst Year | -7.24% | -56.42% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.45% | 6.94% |
| Avg. Down Week | -1.45% | -3.4% |
| Avg. Up Month | 5.12% | 16.66% |
| Avg. Down Month | -3.59% | -7.34% |
| Win Days % | 45.55% | 51.28% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 41.56% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |