| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 8.84% | 154.86% |
| Max Drawdown | -6.25% | -67.18% |
| Sharpe | 0.17 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 2.04 | 1.75 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.96 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 204.26 | 2.4 |
| Outlier Loss Ratio | 3.7 | 2.46 |
| Volatility (ann.) | 4.19% | 26.25% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.41 | 0.48 |
| Skew | 16.99 | 0.18 |
| Kurtosis | 617.75 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.31% |
| Expected Yearly % | 2.14% | 26.35% |
| Kelly Criterion | 2.11% | 23.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11381435:BTCUSD | 11381435:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 8.03 | -0.13 | + |
| 2023 | 155.54 | 0.37 | 0.00 | - |
| 2024 | 121.00 | 5.74 | 0.05 | - |
| 2025 | 17.02 | -5.07 | -0.30 | - |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.46% | 31.76% |
| 6M | -5.07% | 12.25% |
| YTD | -5.07% | 17.02% |
| 1Y | 3.32% | 57.19% |
| 3Y (ann.) | 1.3% | 55.42% |
| 5Y (ann.) | 2.58% | 32.42% |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -67.18% |
| Longest DD Days | 550.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.12% |
| Avg. Drawdown Days | 154.0 | 37.0 |
| Recovery Factor | 1.41 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-06 | 2025-06-11 | -6.25 | 217 |
| 2022-05-09 | 2023-03-17 | -5.95 | 312 |
| 2023-05-05 | 2024-11-06 | -5.07 | 550 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-06 | 2022-03-07 | -1.24 | 0 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11381435:btcusd:triple_med_gx:lsma70_65 | 11381435:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 7.8% | 35.75% |
| Worst Week | -3.42% | -29.64% |
| Best Month | 9.63% | 43.77% |
| Worst Month | -4.5% | -37.12% |
| Best Year | 8.03% | 155.54% |
| Worst Year | -5.07% | -61.44% |
| Avg. Up Day | 1.38% | 1.43% |
| Avg. Down Day | -0.68% | -0.82% |
| Avg. Up Week | 2.43% | 10.91% |
| Avg. Down Week | -1.71% | -6.24% |
| Avg. Up Month | 3.49% | 17.1% |
| Avg. Down Month | -2.83% | -15.89% |
| Win Days % | 34.29% | 51.28% |
| Win Month % | 45.83% | 60.98% |
| Win Week % | 37.5% | 50.0% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |