| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 20.96% | 159.0% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.35 | 0.57 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 81.0 | 3.0 |
| Outlier Loss Ratio | 3.66 | 2.82 |
| Volatility (ann.) | 6.91% | 26.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.28 | 0.48 |
| Skew | 0.08 | 0.18 |
| Kurtosis | 121.93 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.29% |
| Expected Yearly % | 4.87% | 26.86% |
| Kelly Criterion | -0.24% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.26% |
| Expected Shortfall (cVaR) | -0.59% | -2.26% |
| Year | 11381066:BTCUSD | 11381066:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -4.19 | 0.07 | + |
| 2023 | 155.54 | 9.14 | 0.06 | - |
| 2024 | 121.00 | 22.20 | 0.18 | - |
| 2025 | 17.02 | -5.34 | -0.31 | - |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| MTD | -0.69% | 4.4% |
| 3M | 3.8% | 31.76% |
| 6M | -3.91% | 12.25% |
| YTD | -5.34% | 17.02% |
| 1Y | 2.92% | 57.19% |
| 3Y (ann.) | 12.18% | 55.42% |
| 5Y (ann.) | 5.77% | 32.39% |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -3.53% | -7.87% |
| Avg. Drawdown Days | 66.0 | 38.0 |
| Recovery Factor | 1.02 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-08-10 | -20.50 | 175 |
| 2022-08-19 | 2024-02-08 | -12.58 | 538 |
| 2024-08-31 | 2025-06-11 | -9.39 | 284 |
| 2024-04-04 | 2024-05-17 | -4.66 | 43 |
| 2024-05-27 | 2024-07-09 | -4.15 | 43 |
| 2024-02-20 | 2024-03-11 | -2.71 | 19 |
| 2024-07-10 | 2024-07-25 | -2.31 | 15 |
| 2022-01-23 | 2022-01-23 | -0.97 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11381066:btcusd:triple_med_gx:lsma55_65 | 11381066:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 21.86% | 43.77% |
| Worst Month | -7.81% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -5.34% | -60.81% |
| Avg. Up Day | 1.01% | 1.06% |
| Avg. Down Day | -0.8% | -0.91% |
| Avg. Up Week | 2.6% | 6.43% |
| Avg. Down Week | -2.11% | -6.31% |
| Avg. Up Month | 4.22% | 15.19% |
| Avg. Down Month | -3.41% | -15.63% |
| Win Days % | 43.94% | 51.23% |
| Win Month % | 53.66% | 59.52% |
| Win Week % | 52.63% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |