| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 47.34% | 134.54% |
| Max Drawdown | -13.84% | -67.18% |
| Sharpe | 0.39 | 0.35 |
| Sortino | 0.64 | 0.5 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 63.53 | 3.17 |
| Outlier Loss Ratio | 4.13 | 2.92 |
| Volatility (ann.) | 7.13% | 25.64% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.77 | 0.37 |
| Skew | 3.05 | 0.18 |
| Kurtosis | 86.21 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 1.83% |
| Expected Yearly % | 10.17% | 23.75% |
| Kelly Criterion | 3.94% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.18% |
| Expected Shortfall (cVaR) | -0.61% | -2.18% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 9.69 | -0.16 | + |
| 2023 | 155.54 | 15.35 | 0.10 | - |
| 2024 | 121.00 | 16.30 | 0.13 | - |
| 2025 | 2.28 | 0.13 | 0.05 | - |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.85% |
| 3M | 1.18% | -18.73% |
| 6M | 5.66% | -7.45% |
| YTD | 0.13% | 2.28% |
| 1Y | 5.39% | 5.34% |
| 3Y (ann.) | 10.02% | 78.97% |
| 5Y (ann.) | 10.66% | 24.97% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -13.84% | -67.18% |
| Longest DD Days | 506.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.61% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 3.42 | 2.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-11-17 | -13.84 | 233 |
| 2022-07-31 | 2023-12-20 | -12.32 | 506 |
| 2023-12-20 | 2024-02-28 | -8.96 | 69 |
| 2024-03-14 | 2024-06-20 | -7.74 | 98 |
| 2022-05-05 | 2022-05-30 | -5.26 | 25 |
| 2024-10-09 | 2024-12-05 | -4.95 | 57 |
| 2024-08-24 | 2024-09-09 | -4.62 | 16 |
| 2022-06-21 | 2022-07-07 | -4.43 | 16 |
| 2024-06-20 | 2024-08-23 | -3.83 | 64 |
| 2022-03-16 | 2022-05-05 | -3.51 | 49 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -5.55% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 11.49% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 16.3% | 155.54% |
| Worst Year | 0.13% | -59.39% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.69% | -0.81% |
| Avg. Up Week | 3.58% | 7.52% |
| Avg. Down Week | -1.5% | -2.9% |
| Avg. Up Month | 4.34% | 11.74% |
| Avg. Down Month | -2.17% | -13.18% |
| Win Days % | 45.88% | 51.39% |
| Win Month % | 48.89% | 57.45% |
| Win Week % | 43.48% | 50.49% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 100.0% | 75.0% |