| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 71.44% | 182.99% |
| Max Drawdown | -43.56% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 19.95 | 3.88 |
| Outlier Loss Ratio | 3.98 | 3.84 |
| Volatility (ann.) | 15.32% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.4 | 0.54 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 32.58 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.57% |
| Expected Yearly % | 14.43% | 29.7% |
| Kelly Criterion | 3.38% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400649:BTCUSD | 11400649:btcusd:triple_med_gx:lsma60_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -27.49 | 0.48 | + |
| 2023 | 155.54 | 55.42 | 0.36 | - |
| 2024 | 121.00 | 53.47 | 0.44 | - |
| 2025 | 16.76 | -0.87 | -0.05 | - |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.23% | 31.46% |
| 6M | 0.82% | 12.77% |
| YTD | -0.87% | 16.76% |
| 1Y | 10.38% | 56.84% |
| 3Y (ann.) | 16.89% | 55.31% |
| 5Y (ann.) | 17.42% | 36.34% |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Max Drawdown | -43.56% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.9% |
| Avg. Drawdown Days | 32.0 | 35.0 |
| Recovery Factor | 1.64 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-02 | -43.56 | 671 |
| 2024-06-10 | 2024-11-06 | -21.00 | 148 |
| 2025-01-04 | 2025-06-11 | -18.40 | 158 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-01-28 | -8.62 | 11 |
| 2024-12-05 | 2025-01-03 | -7.93 | 29 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.50 | 10 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11400649:btcusd:triple_med_gx:lsma60_130 | 11400649:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 15.9% | 43.77% |
| Worst Month | -21.17% | -37.12% |
| Best Year | 55.42% | 155.54% |
| Worst Year | -27.49% | -57.08% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.47% | 6.28% |
| Avg. Down Week | -3.44% | -5.52% |
| Avg. Up Month | 5.6% | 12.21% |
| Avg. Down Month | -6.55% | -12.9% |
| Win Days % | 50.23% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 54.37% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |