| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.62% | 239.56% |
| Max Drawdown | -18.6% | -67.18% |
| Sharpe | 0.01 | 0.47 |
| Sortino | 0.02 | 0.68 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.51 | 2.91 |
| Outlier Loss Ratio | 4.07 | 2.83 |
| Volatility (ann.) | 6.31% | 26.24% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.03 | 0.63 |
| Skew | 3.12 | 0.2 |
| Kurtosis | 158.55 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.88% |
| Expected Yearly % | -0.41% | 35.75% |
| Kelly Criterion | -7.22% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11379872:BTCUSD | 11379872:btcusd:triple_med_gx:lsma70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -2.87 | 0.05 | + |
| 2023 | 155.54 | 3.46 | 0.02 | - |
| 2024 | 121.00 | 5.06 | 0.04 | - |
| 2025 | 30.14 | -6.82 | -0.23 | - |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| MTD | 0.42% | 13.36% |
| 3M | -4.75% | 45.08% |
| 6M | -8.92% | 28.47% |
| YTD | -6.82% | 30.14% |
| 1Y | -13.46% | 105.13% |
| 3Y (ann.) | 2.36% | 81.7% |
| 5Y (ann.) | -0.47% | 42.14% |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Max Drawdown | -18.6% | -67.18% |
| Longest DD Days | 663.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.05% |
| Avg. Drawdown Days | 119.0 | 29.0 |
| Recovery Factor | -0.09 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-02-12 | -18.60 | 663 |
| 2024-05-21 | 2025-07-14 | -17.24 | 419 |
| 2024-04-17 | 2024-05-20 | -3.72 | 33 |
| 2024-03-01 | 2024-04-14 | -2.44 | 44 |
| 2022-04-02 | 2022-04-20 | -1.39 | 17 |
| 2024-02-13 | 2024-03-01 | -0.47 | 17 |
| 2024-04-15 | 2024-04-15 | -0.40 | 0 |
| 2022-01-31 | 2022-02-01 | -0.25 | 0 |
| 2022-03-18 | 2022-03-18 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11379872:btcusd:triple_med_gx:lsma70_60 | 11379872:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 12.2% | 43.77% |
| Worst Month | -10.74% | -37.12% |
| Best Year | 5.06% | 155.54% |
| Worst Year | -6.82% | -53.8% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 1.86% | 6.41% |
| Avg. Down Week | -1.44% | -3.43% |
| Avg. Up Month | 2.54% | 11.81% |
| Avg. Down Month | -2.78% | -12.06% |
| Win Days % | 39.78% | 51.3% |
| Win Month % | 40.48% | 62.79% |
| Win Week % | 44.74% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |