| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 167.76% | 185.15% |
| Max Drawdown | -30.51% | -67.18% |
| Sharpe | 0.59 | 0.42 |
| Sortino | 0.95 | 0.61 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 21.7 | 3.81 |
| Outlier Loss Ratio | 4.21 | 3.81 |
| Volatility (ann.) | 13.63% | 26.06% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.09 | 0.53 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 33.23 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.53% |
| Expected Yearly % | 27.92% | 29.95% |
| Kelly Criterion | 7.0% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.21% |
| Expected Shortfall (cVaR) | -1.15% | -2.21% |
| Year | 11405860:BTCUSD | 11405860:btcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 0.08 | -0.00 | + |
| 2023 | 155.54 | 63.71 | 0.41 | - |
| 2024 | 121.00 | 35.47 | 0.29 | - |
| 2025 | 27.10 | 20.64 | 0.76 | - |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 8.03% | 41.88% |
| 6M | 14.97% | 22.91% |
| YTD | 20.64% | 27.1% |
| 1Y | 44.25% | 82.29% |
| 3Y (ann.) | 30.74% | 77.48% |
| 5Y (ann.) | 33.11% | 35.56% |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Max Drawdown | -30.51% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.94% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 5.5 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -30.51 | 302 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-03-02 | 2022-05-13 | -12.24 | 72 |
| 2025-03-06 | 2025-06-09 | -11.52 | 95 |
| 2024-01-05 | 2024-03-25 | -10.30 | 80 |
| 2024-08-09 | 2024-09-13 | -9.07 | 35 |
| 2023-07-14 | 2023-10-16 | -8.69 | 94 |
| 2024-12-05 | 2025-02-03 | -8.11 | 60 |
| 2024-09-14 | 2024-10-14 | -6.94 | 30 |
| 2023-04-26 | 2023-06-19 | -6.77 | 54 |
| Metric | 11405860:btcusd:triple_med_gx:lsma60_145 | 11405860:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -7.66% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -9.82% | -37.12% |
| Best Year | 63.71% | 155.54% |
| Worst Year | 0.08% | -60.27% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.94% | 5.58% |
| Avg. Down Week | -2.65% | -4.62% |
| Avg. Up Month | 6.84% | 11.14% |
| Avg. Down Month | -4.14% | -11.17% |
| Win Days % | 50.18% | 51.3% |
| Win Month % | 67.57% | 61.9% |
| Win Week % | 56.12% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |