| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 43.43% | 182.99% |
| Max Drawdown | -19.09% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 36.97 | 3.4 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 9.75% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.59 | 0.54 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 55.03 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.57% |
| Expected Yearly % | 9.44% | 29.7% |
| Kelly Criterion | 1.77% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11399817:BTCUSD | 11399817:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 8.20 | -0.14 | + |
| 2023 | 155.54 | -0.51 | -0.00 | - |
| 2024 | 121.00 | 25.61 | 0.21 | - |
| 2025 | 16.76 | 6.08 | 0.36 | - |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 3.32% | 31.46% |
| 6M | 4.16% | 12.77% |
| YTD | 6.08% | 16.76% |
| 1Y | 12.27% | 56.84% |
| 3Y (ann.) | 7.14% | 55.31% |
| 5Y (ann.) | 11.35% | 36.34% |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -3.04% | -6.9% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 2.28 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-25 | -19.09 | 704 |
| 2024-06-07 | 2024-10-11 | -15.58 | 126 |
| 2024-12-05 | 2025-04-09 | -8.28 | 125 |
| 2025-04-10 | 2025-06-11 | -5.95 | 62 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-03-29 | 2024-04-14 | -1.92 | 16 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11399817:btcusd:triple_med_gx:lsma60_130 | 11399817:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 25.61% | 155.54% |
| Worst Year | -0.51% | -57.08% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.1% | 7.47% |
| Avg. Down Week | -1.6% | -3.25% |
| Avg. Up Month | 5.07% | 16.05% |
| Avg. Down Month | -2.73% | -11.23% |
| Win Days % | 46.86% | 51.31% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 47.62% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |