| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -7.39% | 188.02% |
| Max Drawdown | -20.87% | -67.18% |
| Sharpe | -0.07 | 0.42 |
| Sortino | -0.1 | 0.61 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.47 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 99.13 | 2.92 |
| Outlier Loss Ratio | 4.38 | 2.82 |
| Volatility (ann.) | 5.63% | 26.33% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.1 | 0.53 |
| Skew | 0.88 | 0.18 |
| Kurtosis | 114.31 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.49% |
| Expected Yearly % | -1.9% | 30.27% |
| Kelly Criterion | -8.89% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11377546:BTCUSD | 11377546:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 12.43 | -0.20 | + |
| 2023 | 155.54 | -7.34 | -0.05 | - |
| 2024 | 121.00 | -8.25 | -0.07 | - |
| 2025 | 30.14 | -3.12 | -0.10 | - |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| MTD | -0.58% | 13.36% |
| 3M | -0.27% | 45.08% |
| 6M | -2.83% | 28.47% |
| YTD | -3.12% | 30.14% |
| 1Y | -7.22% | 105.13% |
| 3Y (ann.) | -4.86% | 81.7% |
| 5Y (ann.) | -2.18% | 35.5% |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Max Drawdown | -20.87% | -67.18% |
| Longest DD Days | 948.0 | 683.0 |
| Avg. Drawdown | -4.51% | -7.5% |
| Avg. Drawdown Days | 120.0 | 36.0 |
| Recovery Factor | -0.35 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-09 | 2025-07-14 | -20.87 | 948 |
| 2022-07-22 | 2022-09-27 | -6.32 | 66 |
| 2022-05-17 | 2022-06-23 | -5.92 | 37 |
| 2022-06-24 | 2022-07-22 | -3.84 | 28 |
| 2022-03-17 | 2022-04-18 | -2.65 | 32 |
| 2022-10-19 | 2022-11-30 | -2.42 | 41 |
| 2022-01-30 | 2022-02-28 | -1.11 | 29 |
| 2022-11-30 | 2022-12-08 | -0.90 | 8 |
| 2022-03-01 | 2022-03-16 | -0.69 | 15 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11377546:btcusd:triple_med_gx:lsma60_50 | 11377546:BTCUSD |
|---|---|---|
| Best Day | 5.1% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 6.89% | 35.75% |
| Worst Week | -5.43% | -29.64% |
| Best Month | 7.08% | 43.77% |
| Worst Month | -4.22% | -37.12% |
| Best Year | 12.43% | 155.54% |
| Worst Year | -8.25% | -60.81% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.66% | -0.73% |
| Avg. Up Week | 1.69% | 5.68% |
| Avg. Down Week | -1.48% | -3.51% |
| Avg. Up Month | 1.84% | 12.13% |
| Avg. Down Month | -1.84% | -8.12% |
| Win Days % | 39.59% | 51.26% |
| Win Month % | 40.48% | 60.47% |
| Win Week % | 40.24% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |