| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 11.91% | 181.88% |
| Max Drawdown | -13.93% | -67.18% |
| Sharpe | 0.19 | 0.41 |
| Sortino | 0.3 | 0.6 |
| Payoff Ratio | 1.37 | 1.25 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 122.08 | 2.73 |
| Outlier Loss Ratio | 4.56 | 2.61 |
| Volatility (ann.) | 4.96% | 26.31% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.24 | 0.51 |
| Skew | 5.44 | 0.18 |
| Kurtosis | 270.49 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.44% |
| Expected Yearly % | 2.85% | 29.57% |
| Kelly Criterion | -3.66% | 12.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11378364:BTCUSD | 11378364:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 17.19 | -0.28 | + |
| 2023 | 155.54 | -7.72 | -0.05 | - |
| 2024 | 121.00 | 4.01 | 0.03 | - |
| 2025 | 30.14 | -0.51 | -0.02 | - |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| MTD | 0.43% | 13.36% |
| 3M | 0.74% | 45.08% |
| 6M | -1.56% | 28.47% |
| YTD | -0.51% | 30.14% |
| 1Y | 6.63% | 105.13% |
| 3Y (ann.) | -0.45% | 81.7% |
| 5Y (ann.) | 3.28% | 34.54% |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Max Drawdown | -13.93% | -67.18% |
| Longest DD Days | 963.0 | 683.0 |
| Avg. Drawdown | -4.02% | -7.48% |
| Avg. Drawdown Days | 137.0 | 36.0 |
| Recovery Factor | 0.86 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-23 | 2025-07-14 | -13.93 | 963 |
| 2022-06-05 | 2022-10-04 | -10.88 | 121 |
| 2022-02-05 | 2022-04-01 | -4.22 | 54 |
| 2022-05-25 | 2022-05-30 | -1.93 | 5 |
| 2022-04-24 | 2022-05-24 | -1.65 | 30 |
| 2022-10-05 | 2022-11-23 | -1.54 | 49 |
| 2022-01-19 | 2022-02-04 | -1.53 | 15 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-01-19 | 2022-01-19 | -0.18 | 0 |
| Metric | 11378364:btcusd:triple_med_gx:lsma60_55 | 11378364:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -5.89% | -29.64% |
| Best Month | 11.97% | 43.77% |
| Worst Month | -5.69% | -37.12% |
| Best Year | 17.19% | 155.54% |
| Worst Year | -7.72% | -61.64% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.63% | -0.72% |
| Avg. Up Week | 3.31% | 5.1% |
| Avg. Down Week | -1.04% | -4.42% |
| Avg. Up Month | 2.74% | 7.95% |
| Avg. Down Month | -1.44% | -11.22% |
| Win Days % | 40.14% | 51.25% |
| Win Month % | 42.86% | 60.47% |
| Win Week % | 35.37% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |