| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -12.62% | 184.67% |
| Max Drawdown | -20.51% | -67.18% |
| Sharpe | -0.11 | 0.42 |
| Sortino | -0.17 | 0.6 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.46 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.79 | 3.0 |
| Outlier Loss Ratio | 3.94 | 3.01 |
| Volatility (ann.) | 6.72% | 26.32% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.18 | 0.52 |
| Skew | 3.15 | 0.18 |
| Kurtosis | 133.05 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.31% | 2.46% |
| Expected Yearly % | -3.32% | 29.89% |
| Kelly Criterion | -9.59% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11380552:BTCUSD | 11380552:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -3.75 | 0.06 | + |
| 2023 | 155.54 | 1.16 | 0.01 | - |
| 2024 | 121.00 | -7.13 | -0.06 | - |
| 2025 | 30.14 | -3.37 | -0.11 | - |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 4.95% | 45.08% |
| 6M | -3.37% | 28.47% |
| YTD | -3.37% | 30.14% |
| 1Y | -15.84% | 105.13% |
| 3Y (ann.) | -4.53% | 81.7% |
| 5Y (ann.) | -3.79% | 34.95% |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Max Drawdown | -20.51% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -10.67% | -7.55% |
| Avg. Drawdown Days | 316.0 | 36.0 |
| Recovery Factor | -0.62 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -20.51 | 391 |
| 2022-06-20 | 2024-06-03 | -13.88 | 714 |
| 2022-01-26 | 2022-06-19 | -7.25 | 144 |
| 2024-06-03 | 2024-06-17 | -1.04 | 13 |
| Metric | 11380552:btcusd:triple_med_gx:lsma55_65 | 11380552:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.18% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.07% | -29.64% |
| Best Month | 7.14% | 43.77% |
| Worst Month | -7.3% | -37.12% |
| Best Year | 1.16% | 155.54% |
| Worst Year | -7.13% | -61.27% |
| Avg. Up Day | 1.01% | 1.06% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 2.37% | 7.96% |
| Avg. Down Week | -2.15% | -3.93% |
| Avg. Up Month | 3.24% | 17.77% |
| Avg. Down Month | -3.25% | -9.14% |
| Win Days % | 38.1% | 51.26% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 39.77% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |