| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 42.44% | 187.39% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.52 | 0.62 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 39.77 | 3.34 |
| Outlier Loss Ratio | 4.38 | 3.23 |
| Volatility (ann.) | 9.38% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.72 | 0.55 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 62.54 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.55% |
| Expected Yearly % | 9.25% | 30.2% |
| Kelly Criterion | 2.01% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11396484:BTCUSD | 11396484:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 7.56 | -0.13 | + |
| 2023 | 155.54 | 2.26 | 0.01 | - |
| 2024 | 121.00 | 26.36 | 0.22 | - |
| 2025 | 16.76 | 2.49 | 0.15 | - |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.76% | 31.46% |
| 6M | 0.63% | 12.77% |
| YTD | 2.49% | 16.76% |
| 1Y | 5.56% | 56.84% |
| 3Y (ann.) | 6.51% | 55.31% |
| 5Y (ann.) | 11.1% | 36.89% |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -2.77% | -6.61% |
| Avg. Drawdown Days | 49.0 | 33.0 |
| Recovery Factor | 2.75 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-11 | -15.45 | 126 |
| 2022-05-17 | 2024-02-28 | -15.11 | 652 |
| 2024-12-05 | 2025-06-11 | -8.58 | 188 |
| 2022-03-15 | 2022-04-19 | -4.92 | 35 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-10-30 | 2024-12-05 | -2.71 | 36 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-28 | 2024-04-14 | -1.19 | 17 |
| Metric | 11396484:btcusd:triple_med_gx:lsma60_120 | 11396484:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 26.36% | 155.54% |
| Worst Year | 2.26% | -56.42% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.03% | 7.3% |
| Avg. Down Week | -1.58% | -3.87% |
| Avg. Up Month | 4.45% | 14.84% |
| Avg. Down Month | -2.85% | -11.59% |
| Win Days % | 46.2% | 51.28% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 45.12% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |