| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.15% | 184.67% |
| Max Drawdown | -28.14% | -67.18% |
| Sharpe | -0.09 | 0.42 |
| Sortino | -0.13 | 0.6 |
| Payoff Ratio | 1.63 | 1.37 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 129.82 | 2.66 |
| Outlier Loss Ratio | 3.95 | 2.66 |
| Volatility (ann.) | 5.44% | 26.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.09 | 0.52 |
| Skew | 5.44 | 0.18 |
| Kurtosis | 291.71 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.46% |
| Expected Yearly % | -2.1% | 29.89% |
| Kelly Criterion | -10.25% | 15.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11380555:BTCUSD | 11380555:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 9.70 | -0.16 | + |
| 2023 | 155.54 | 3.99 | 0.03 | - |
| 2024 | 121.00 | -19.83 | -0.16 | - |
| 2025 | 30.14 | 0.43 | 0.01 | - |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.05% | 45.08% |
| 6M | 0.43% | 28.47% |
| YTD | 0.43% | 30.14% |
| 1Y | -10.17% | 105.13% |
| 3Y (ann.) | -5.43% | 81.7% |
| 5Y (ann.) | -2.41% | 34.95% |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -67.18% |
| Longest DD Days | 763.0 | 683.0 |
| Avg. Drawdown | -3.84% | -7.55% |
| Avg. Drawdown Days | 86.0 | 36.0 |
| Recovery Factor | -0.29 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-11 | 2025-07-14 | -28.14 | 763 |
| 2022-09-24 | 2023-03-13 | -5.75 | 170 |
| 2022-03-15 | 2022-06-19 | -3.47 | 96 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2022-06-20 | 2022-07-05 | -2.63 | 15 |
| 2023-05-07 | 2023-05-28 | -2.16 | 21 |
| 2022-07-29 | 2022-08-11 | -1.21 | 12 |
| 2023-04-01 | 2023-04-26 | -1.03 | 25 |
| 2022-03-12 | 2022-03-13 | -0.92 | 1 |
| 2022-09-23 | 2022-09-23 | -0.64 | 0 |
| Metric | 11380555:btcusd:triple_med_gx:lsma60_65 | 11380555:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -5.99% | -29.64% |
| Best Month | 7.13% | 43.77% |
| Worst Month | -6.95% | -37.12% |
| Best Year | 9.7% | 155.54% |
| Worst Year | -19.83% | -61.27% |
| Avg. Up Day | 1.18% | 1.26% |
| Avg. Down Day | -0.72% | -0.92% |
| Avg. Up Week | 1.9% | 8.59% |
| Avg. Down Week | -1.76% | -4.37% |
| Avg. Up Month | 2.23% | 16.05% |
| Avg. Down Month | -2.65% | -6.54% |
| Win Days % | 31.67% | 51.26% |
| Win Month % | 52.63% | 60.47% |
| Win Week % | 44.44% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |