| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 46.92% | 187.39% |
| Max Drawdown | -35.83% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 20.17 | 4.03 |
| Outlier Loss Ratio | 3.92 | 4.0 |
| Volatility (ann.) | 16.26% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.34 | 0.55 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 31.95 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.55% |
| Expected Yearly % | 10.1% | 30.2% |
| Kelly Criterion | 2.41% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11397033:BTCUSD | 11397033:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -21.94 | 0.39 | + |
| 2023 | 155.54 | 36.10 | 0.23 | - |
| 2024 | 121.00 | 24.34 | 0.20 | - |
| 2025 | 16.76 | 11.22 | 0.67 | - |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 10.78% | 31.46% |
| 6M | 8.99% | 12.77% |
| YTD | 11.22% | 16.76% |
| 1Y | 13.46% | 56.84% |
| 3Y (ann.) | 16.54% | 55.31% |
| 5Y (ann.) | 12.13% | 36.89% |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Max Drawdown | -35.83% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -6.18% | -6.61% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 1.31 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2024-01-02 | -35.83 | 634 |
| 2024-06-07 | 2024-11-29 | -26.21 | 174 |
| 2025-03-03 | 2025-05-08 | -17.02 | 66 |
| 2022-02-19 | 2022-02-28 | -13.75 | 8 |
| 2024-12-05 | 2025-03-02 | -9.50 | 87 |
| 2024-03-18 | 2024-03-20 | -9.16 | 2 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-01-15 | 2024-01-26 | -7.15 | 11 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397033:btcusd:triple_med_gx:lsma60_120 | 11397033:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 12.86% | 43.77% |
| Worst Month | -11.13% | -37.12% |
| Best Year | 36.1% | 155.54% |
| Worst Year | -21.94% | -56.42% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 4.19% | 5.81% |
| Avg. Down Week | -3.38% | -4.98% |
| Avg. Up Month | 5.24% | 10.85% |
| Avg. Down Month | -4.93% | -12.32% |
| Win Days % | 49.74% | 51.28% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 51.61% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |