| Metric | 11397857:btcusd:triple_med_gx:lsma60_125 | 11397857:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.35% | 183.29% |
| Max Drawdown | -34.11% | -67.18% |
| Sharpe | 0.01 | 0.43 |
| Sortino | 0.02 | 0.62 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 41.97 | 3.31 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 9.59% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.04 | 0.54 |
| Skew | 2.39 | 0.2 |
| Kurtosis | 72.82 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.57% |
| Expected Yearly % | -1.11% | 29.73% |
| Kelly Criterion | -4.24% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11397857:BTCUSD | 11397857:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -3.64 | 0.06 | + |
| 2023 | 155.54 | 7.12 | 0.05 | - |
| 2024 | 121.00 | -8.42 | -0.07 | - |
| 2025 | 16.76 | 1.18 | 0.07 | - |
| Metric | 11397857:btcusd:triple_med_gx:lsma60_125 | 11397857:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 8.64% | 31.46% |
| 6M | -5.76% | 12.77% |
| YTD | 1.18% | 16.76% |
| 1Y | -19.06% | 56.84% |
| 3Y (ann.) | -6.05% | 55.31% |
| 5Y (ann.) | -1.32% | 36.34% |
| Metric | 11397857:btcusd:triple_med_gx:lsma60_125 | 11397857:BTCUSD |
|---|---|---|
| Max Drawdown | -34.11% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.73% |
| Avg. Drawdown Days | 91.0 | 34.0 |
| Recovery Factor | -0.13 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -34.11 | 1085 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-03-14 | 2022-04-18 | -4.55 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-05-15 | -2.08 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11397857:btcusd:triple_med_gx:lsma60_125 | 11397857:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.04% | 43.77% |
| Worst Month | -13.01% | -37.12% |
| Best Year | 7.12% | 155.54% |
| Worst Year | -8.42% | -57.04% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.2% | 8.6% |
| Avg. Down Week | -2.74% | -3.0% |
| Avg. Up Month | 3.94% | 14.61% |
| Avg. Down Month | -4.64% | -7.82% |
| Win Days % | 44.5% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 43.68% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |