| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.22% | 182.99% |
| Max Drawdown | -16.75% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 38.89 | 3.36 |
| Outlier Loss Ratio | 4.22 | 3.29 |
| Volatility (ann.) | 9.74% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.49 | 0.54 |
| Skew | 2.44 | 0.2 |
| Kurtosis | 67.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.57% |
| Expected Yearly % | 6.82% | 29.7% |
| Kelly Criterion | 1.51% | 8.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11399762:BTCUSD | 11399762:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 12.33 | -0.22 | + |
| 2023 | 155.54 | 8.42 | 0.05 | - |
| 2024 | 121.00 | 7.86 | 0.06 | - |
| 2025 | 16.76 | -0.86 | -0.05 | - |
| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -7.61% | 31.46% |
| 6M | -2.9% | 12.77% |
| YTD | -0.86% | 16.76% |
| 1Y | -8.0% | 56.84% |
| 3Y (ann.) | 4.69% | 55.31% |
| 5Y (ann.) | 8.19% | 36.34% |
| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.9% |
| Avg. Drawdown Days | 54.0 | 35.0 |
| Recovery Factor | 1.8 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -16.75 | 369 |
| 2023-03-14 | 2024-03-25 | -16.50 | 376 |
| 2022-09-27 | 2023-03-13 | -10.89 | 167 |
| 2022-08-13 | 2022-09-27 | -9.12 | 44 |
| 2022-04-21 | 2022-08-11 | -8.41 | 111 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11399762:btcusd:triple_med_gx:lsma60_130 | 11399762:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.93% | -37.12% |
| Best Year | 12.33% | 155.54% |
| Worst Year | -0.86% | -57.08% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.09% | 7.22% |
| Avg. Down Week | -2.22% | -3.18% |
| Avg. Up Month | 4.09% | 11.96% |
| Avg. Down Month | -3.2% | -10.2% |
| Win Days % | 47.13% | 51.31% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 47.56% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |