| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -15.1% | 160.91% |
| Max Drawdown | -28.74% | -67.18% |
| Sharpe | -0.15 | 0.4 |
| Sortino | -0.22 | 0.58 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.43 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 95.29 | 2.89 |
| Outlier Loss Ratio | 3.98 | 2.83 |
| Volatility (ann.) | 6.58% | 26.54% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.16 | 0.49 |
| Skew | 2.23 | 0.18 |
| Kurtosis | 164.88 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.31% |
| Expected Yearly % | -4.01% | 27.09% |
| Kelly Criterion | -13.1% | 12.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.26% |
| Expected Shortfall (cVaR) | -0.57% | -2.26% |
| Year | 11381771:BTCUSD | 11381771:btcusd:triple_med_gx:lsma60_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 6.06 | -0.10 | + |
| 2023 | 155.54 | 7.81 | 0.05 | - |
| 2024 | 121.00 | -22.50 | -0.19 | - |
| 2025 | 17.02 | -4.19 | -0.25 | - |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| MTD | -0.62% | 4.4% |
| 3M | 2.33% | 31.76% |
| 6M | -11.44% | 12.25% |
| YTD | -4.19% | 17.02% |
| 1Y | -17.41% | 57.19% |
| 3Y (ann.) | -4.91% | 55.42% |
| 5Y (ann.) | -4.7% | 32.62% |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Max Drawdown | -28.74% | -67.18% |
| Longest DD Days | 538.0 | 683.0 |
| Avg. Drawdown | -6.35% | -7.67% |
| Avg. Drawdown Days | 119.0 | 37.0 |
| Recovery Factor | -0.53 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-20 | 2025-06-11 | -28.74 | 538 |
| 2022-09-24 | 2023-04-26 | -12.97 | 214 |
| 2023-04-26 | 2023-12-20 | -10.84 | 237 |
| 2022-01-26 | 2022-06-19 | -5.10 | 144 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-07-06 | 2022-08-11 | -1.97 | 36 |
| 2022-09-23 | 2022-09-23 | -0.64 | 0 |
| 2022-08-29 | 2022-09-07 | -0.41 | 9 |
| 2022-08-11 | 2022-08-25 | -0.37 | 13 |
| 2022-07-05 | 2022-07-05 | -0.18 | 0 |
| Metric | 11381771:btcusd:triple_med_gx:lsma60_70 | 11381771:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 6.59% | 43.77% |
| Worst Month | -7.99% | -37.12% |
| Best Year | 7.81% | 155.54% |
| Worst Year | -22.5% | -60.52% |
| Avg. Up Day | 1.1% | 1.16% |
| Avg. Down Day | -0.79% | -0.93% |
| Avg. Up Week | 2.08% | 8.23% |
| Avg. Down Week | -2.24% | -4.02% |
| Avg. Up Month | 2.26% | 14.21% |
| Avg. Down Month | -3.37% | -9.3% |
| Win Days % | 34.11% | 51.24% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 47.5% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |