| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 13.54% | 183.29% |
| Max Drawdown | -27.82% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 39.23 | 3.33 |
| Outlier Loss Ratio | 4.36 | 3.25 |
| Volatility (ann.) | 9.49% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.14 | 0.54 |
| Skew | 2.07 | 0.2 |
| Kurtosis | 64.8 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.57% |
| Expected Yearly % | 3.23% | 29.73% |
| Kelly Criterion | -0.98% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11398182:BTCUSD | 11398182:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 11.08 | -0.19 | + |
| 2023 | 155.54 | -10.20 | -0.07 | - |
| 2024 | 121.00 | 7.77 | 0.06 | - |
| 2025 | 16.76 | 5.63 | 0.34 | - |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| MTD | 3.58% | 4.16% |
| 3M | 5.43% | 31.46% |
| 6M | 4.83% | 12.77% |
| YTD | 5.63% | 16.76% |
| 1Y | 4.04% | 56.84% |
| 3Y (ann.) | -1.54% | 55.31% |
| 5Y (ann.) | 3.85% | 36.34% |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Max Drawdown | -27.82% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.73% |
| Avg. Drawdown Days | 105.0 | 34.0 |
| Recovery Factor | 0.49 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -27.82 | 988 |
| 2022-04-21 | 2022-08-30 | -10.47 | 130 |
| 2022-08-30 | 2022-09-27 | -4.91 | 27 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-02 | 2022-03-15 | -1.30 | 13 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-16 | 2022-04-17 | -0.21 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11398182:btcusd:triple_med_gx:lsma60_125 | 11398182:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.69% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -8.62% | -37.12% |
| Best Year | 11.08% | 155.54% |
| Worst Year | -10.2% | -57.04% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.79% | 6.71% |
| Avg. Down Week | -1.84% | -3.22% |
| Avg. Up Month | 5.61% | 14.09% |
| Avg. Down Month | -4.33% | -8.79% |
| Win Days % | 45.79% | 51.3% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 44.83% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |