| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 44.78% | 182.99% |
| Max Drawdown | -44.66% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 21.17 | 4.1 |
| Outlier Loss Ratio | 3.88 | 4.04 |
| Volatility (ann.) | 16.21% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.26 | 0.54 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 31.36 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.57% |
| Expected Yearly % | 9.69% | 29.7% |
| Kelly Criterion | 2.18% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11400149:BTCUSD | 11400149:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -27.91 | 0.49 | + |
| 2023 | 155.54 | 54.13 | 0.35 | - |
| 2024 | 121.00 | 28.59 | 0.24 | - |
| 2025 | 16.76 | 1.33 | 0.08 | - |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.16% |
| 3M | 7.01% | 31.46% |
| 6M | 0.56% | 12.77% |
| YTD | 1.33% | 16.76% |
| 1Y | -3.44% | 56.84% |
| 3Y (ann.) | 14.96% | 55.31% |
| 5Y (ann.) | 11.66% | 36.34% |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Max Drawdown | -44.66% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -6.55% | -6.9% |
| Avg. Drawdown Days | 52.0 | 35.0 |
| Recovery Factor | 1.0 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-01-01 | -44.66 | 671 |
| 2024-08-02 | 2024-12-25 | -21.36 | 145 |
| 2024-12-26 | 2025-06-11 | -18.86 | 167 |
| 2024-01-02 | 2024-02-28 | -15.34 | 56 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-06-05 | 2024-08-01 | -5.85 | 57 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-02-29 | 2024-03-18 | -3.48 | 17 |
| 2024-03-26 | 2024-04-18 | -2.90 | 22 |
| Metric | 11400149:btcusd:triple_med_gx:lsma60_130 | 11400149:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.79% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 23.66% | 43.77% |
| Worst Month | -24.09% | -37.12% |
| Best Year | 54.13% | 155.54% |
| Worst Year | -27.91% | -57.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 4.17% | 5.77% |
| Avg. Down Week | -3.46% | -5.3% |
| Avg. Up Month | 7.11% | 14.65% |
| Avg. Down Month | -7.87% | -15.05% |
| Win Days % | 49.86% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 54.74% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |