| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 35.1% | 132.0% |
| Max Drawdown | -15.93% | -67.18% |
| Sharpe | 0.31 | 0.38 |
| Sortino | 0.48 | 0.56 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.25 | 0.98 |
| Outlier Win Ratio | 42.11 | 3.29 |
| Outlier Loss Ratio | 4.38 | 3.2 |
| Volatility (ann.) | 9.06% | 26.67% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.63 | 0.46 |
| Skew | 1.9 | 0.18 |
| Kurtosis | 64.06 | 6.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.18% |
| Expected Yearly % | 7.81% | 23.42% |
| Kelly Criterion | 2.41% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.27% |
| Expected Shortfall (cVaR) | -0.77% | -2.27% |
| Year | 11432787:BTCUSD | 11432787:btcusd:triple_med_gx:lsma60_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 2.17 | -0.04 | + |
| 2023 | 155.54 | 5.24 | 0.03 | - |
| 2024 | 121.00 | 22.28 | 0.18 | - |
| 2025 | -5.74 | 2.76 | -0.48 | + |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| MTD | -2.12% | 4.38% |
| 3M | 0.94% | -10.75% |
| 6M | 7.13% | 38.92% |
| YTD | 2.76% | -5.74% |
| 1Y | 8.34% | 25.9% |
| 3Y (ann.) | 6.32% | 25.65% |
| 5Y (ann.) | 10.02% | 30.62% |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Max Drawdown | -15.93% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.48% |
| Avg. Drawdown Days | 53.0 | 32.0 |
| Recovery Factor | 2.2 | 1.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-10-14 | -15.93 | 129 |
| 2022-05-17 | 2024-02-28 | -14.09 | 652 |
| 2024-12-05 | 2025-03-06 | -6.66 | 90 |
| 2022-03-15 | 2022-04-20 | -6.24 | 36 |
| 2025-03-06 | 2025-03-26 | -5.04 | 20 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-10-30 | 2024-12-05 | -2.06 | 36 |
| 2024-04-23 | 2024-06-04 | -2.01 | 42 |
| 2022-04-20 | 2022-05-17 | -1.86 | 26 |
| Metric | 11432787:btcusd:triple_med_gx:lsma60_120 | 11432787:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -11.54% | -37.12% |
| Best Year | 22.28% | 155.54% |
| Worst Year | 2.17% | -56.42% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 3.14% | 7.41% |
| Avg. Down Week | -1.93% | -3.99% |
| Avg. Up Month | 4.42% | 14.59% |
| Avg. Down Month | -3.5% | -9.09% |
| Win Days % | 47.31% | 51.12% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 45.95% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |