| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 2.29% | 190.14% |
| Max Drawdown | -18.17% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.09 | 0.61 |
| Payoff Ratio | 1.65 | 1.51 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.83 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 127.4 | 2.69 |
| Outlier Loss Ratio | 4.93 | 2.63 |
| Volatility (ann.) | 4.97% | 26.33% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.04 | 0.53 |
| Skew | 5.41 | 0.18 |
| Kurtosis | 274.0 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.51% |
| Expected Yearly % | 0.57% | 30.51% |
| Kelly Criterion | -6.94% | 18.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11380943:BTCUSD | 11380943:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 12.66 | -0.21 | + |
| 2023 | 155.54 | -7.72 | -0.05 | - |
| 2024 | 121.00 | -6.27 | -0.05 | - |
| 2025 | 30.14 | 4.98 | 0.17 | - |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| MTD | -0.88% | 13.36% |
| 3M | 4.53% | 45.08% |
| 6M | 5.42% | 28.47% |
| YTD | 4.98% | 30.14% |
| 1Y | 5.89% | 105.13% |
| 3Y (ann.) | -0.57% | 81.7% |
| 5Y (ann.) | 0.65% | 35.72% |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -67.18% |
| Longest DD Days | 1043.0 | 683.0 |
| Avg. Drawdown | -4.35% | -7.32% |
| Avg. Drawdown Days | 172.0 | 35.0 |
| Recovery Factor | 0.13 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-05 | 2025-07-14 | -18.17 | 1043 |
| 2022-05-09 | 2022-07-27 | -7.82 | 79 |
| 2022-01-22 | 2022-03-09 | -2.48 | 45 |
| 2022-03-22 | 2022-04-28 | -1.59 | 37 |
| 2022-08-09 | 2022-08-09 | -0.18 | 0 |
| 2022-09-04 | 2022-09-04 | -0.18 | 0 |
| 2022-09-04 | 2022-09-04 | -0.04 | 0 |
| Metric | 11380943:btcusd:triple_med_gx:lsma70_65 | 11380943:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.76% | -9.32% |
| Best Week | 8.44% | 35.75% |
| Worst Week | -5.93% | -29.64% |
| Best Month | 11.0% | 43.77% |
| Worst Month | -7.17% | -37.12% |
| Best Year | 12.66% | 155.54% |
| Worst Year | -7.72% | -60.52% |
| Avg. Up Day | 0.97% | 1.03% |
| Avg. Down Day | -0.59% | -0.68% |
| Avg. Up Week | 1.47% | 6.12% |
| Avg. Down Week | -1.49% | -4.92% |
| Avg. Up Month | 2.83% | 13.93% |
| Avg. Down Month | -3.34% | -7.81% |
| Win Days % | 33.45% | 51.27% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 45.24% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |