| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 4.12% | 182.99% |
| Max Drawdown | -26.38% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 41.56 | 3.33 |
| Outlier Loss Ratio | 4.17 | 3.29 |
| Volatility (ann.) | 9.36% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.05 | 0.54 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 56.35 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.57% |
| Expected Yearly % | 1.02% | 29.7% |
| Kelly Criterion | -2.31% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11399651:BTCUSD | 11399651:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 13.39 | -0.23 | + |
| 2023 | 155.54 | -7.60 | -0.05 | - |
| 2024 | 121.00 | 1.78 | 0.01 | - |
| 2025 | 16.76 | -2.36 | -0.14 | - |
| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| MTD | 4.22% | 4.16% |
| 3M | 2.0% | 31.46% |
| 6M | -4.67% | 12.77% |
| YTD | -2.36% | 16.76% |
| 1Y | -14.55% | 56.84% |
| 3Y (ann.) | -5.3% | 55.31% |
| 5Y (ann.) | 1.21% | 36.34% |
| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Max Drawdown | -26.38% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.9% |
| Avg. Drawdown Days | 87.0 | 35.0 |
| Recovery Factor | 0.16 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -26.38 | 1085 |
| 2022-05-16 | 2022-06-21 | -5.14 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| 2022-05-15 | 2022-05-15 | -0.18 | 0 |
| Metric | 11399651:btcusd:triple_med_gx:lsma60_130 | 11399651:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -7.57% | -37.12% |
| Best Year | 13.39% | 155.54% |
| Worst Year | -7.6% | -57.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.87% | 7.72% |
| Avg. Down Week | -2.13% | -2.88% |
| Avg. Up Month | 4.07% | 14.31% |
| Avg. Down Month | -3.42% | -9.03% |
| Win Days % | 46.84% | 51.31% |
| Win Month % | 43.59% | 60.98% |
| Win Week % | 43.18% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |