| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 46.17% | 182.99% |
| Max Drawdown | -22.17% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.26 | 1.25 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.65 | 0.69 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 39.23 | 3.52 |
| Outlier Loss Ratio | 4.33 | 3.29 |
| Volatility (ann.) | 10.04% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.54 | 0.54 |
| Skew | 3.77 | 0.2 |
| Kurtosis | 73.93 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.57% |
| Expected Yearly % | 9.95% | 29.7% |
| Kelly Criterion | 1.27% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11399484:BTCUSD | 11399484:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 6.51 | -0.11 | + |
| 2023 | 155.54 | 17.12 | 0.11 | - |
| 2024 | 121.00 | 7.42 | 0.06 | - |
| 2025 | 16.76 | 9.08 | 0.54 | - |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| MTD | 1.13% | 4.16% |
| 3M | 0.04% | 31.46% |
| 6M | 0.65% | 12.77% |
| YTD | 9.08% | 16.76% |
| 1Y | -0.8% | 56.84% |
| 3Y (ann.) | 8.45% | 55.31% |
| 5Y (ann.) | 11.98% | 36.34% |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Max Drawdown | -22.17% | -67.18% |
| Longest DD Days | 331.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.9% |
| Avg. Drawdown Days | 39.0 | 35.0 |
| Recovery Factor | 2.08 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.17 | 246 |
| 2022-05-16 | 2023-04-10 | -15.55 | 329 |
| 2024-06-05 | 2024-08-08 | -11.14 | 64 |
| 2023-04-26 | 2024-03-23 | -11.11 | 331 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| 2024-03-29 | 2024-04-22 | -2.45 | 24 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2022-04-20 | 2022-05-14 | -2.08 | 24 |
| Metric | 11399484:btcusd:triple_med_gx:lsma60_130 | 11399484:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.82% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -12.75% | -37.12% |
| Best Year | 17.12% | 155.54% |
| Worst Year | 6.51% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.04% | 7.75% |
| Avg. Down Week | -2.64% | -3.0% |
| Avg. Up Month | 4.4% | 11.25% |
| Avg. Down Month | -6.09% | -9.43% |
| Win Days % | 45.04% | 51.31% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 48.31% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |