| Metric | 11397908:btcusd:triple_med_gx:lsma60_125 | 11397908:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 15.54% | 208.37% |
| Max Drawdown | -31.49% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 41.91 | 3.35 |
| Outlier Loss Ratio | 4.29 | 3.31 |
| Volatility (ann.) | 9.47% | 26.11% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 0.57 |
| Skew | 2.73 | 0.2 |
| Kurtosis | 74.16 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.72% |
| Expected Yearly % | 3.68% | 32.52% |
| Kelly Criterion | -0.7% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11397908:BTCUSD | 11397908:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 19.29 | -0.34 | + |
| 2023 | 155.54 | 13.45 | 0.09 | - |
| 2024 | 121.00 | -10.40 | -0.09 | - |
| 2025 | 27.10 | -4.71 | -0.17 | - |
| Metric | 11397908:btcusd:triple_med_gx:lsma60_125 | 11397908:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.89% | 41.88% |
| 6M | -7.82% | 22.91% |
| YTD | -4.71% | 27.1% |
| 1Y | -19.11% | 82.29% |
| 3Y (ann.) | -2.33% | 77.48% |
| 5Y (ann.) | 4.27% | 38.5% |
| Metric | 11397908:btcusd:triple_med_gx:lsma60_125 | 11397908:BTCUSD |
|---|---|---|
| Max Drawdown | -31.49% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.54% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 0.49 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-07-17 | -31.49 | 391 |
| 2023-06-11 | 2024-03-25 | -12.55 | 288 |
| 2022-06-21 | 2023-02-16 | -11.54 | 239 |
| 2023-02-16 | 2023-03-13 | -7.49 | 25 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-02 | -4.29 | 5 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2023-04-01 | 2023-04-11 | -3.12 | 10 |
| Metric | 11397908:btcusd:triple_med_gx:lsma60_125 | 11397908:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.55% | 35.75% |
| Worst Week | -8.27% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -11.65% | -37.12% |
| Best Year | 19.29% | 155.54% |
| Worst Year | -10.4% | -57.04% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.05% | 7.63% |
| Avg. Down Week | -2.61% | -3.21% |
| Avg. Up Month | 3.54% | 12.1% |
| Avg. Down Month | -4.39% | -8.54% |
| Win Days % | 45.44% | 51.32% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 50.56% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |