| Metric | 11385749:btcusd:triple_med_gx:lsma55_85 | 11385749:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -14.78% | 205.34% |
| Max Drawdown | -28.28% | -67.18% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.14 | 0.65 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | 0.54 | 1.06 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.57 | 0.99 |
| Outlier Win Ratio | 53.72 | 3.18 |
| Outlier Loss Ratio | 3.89 | 3.14 |
| Volatility (ann.) | 8.62% | 26.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.16 | 0.58 |
| Skew | 1.83 | 0.2 |
| Kurtosis | 77.48 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.38% | 2.69% |
| Expected Yearly % | -3.92% | 32.19% |
| Kelly Criterion | -6.61% | 5.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.25% |
| Expected Shortfall (cVaR) | -0.74% | -2.25% |
| Year | 11385749:BTCUSD | 11385749:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -7.29 | 0.14 | + |
| 2023 | 155.54 | 10.18 | 0.07 | - |
| 2024 | 121.00 | -7.24 | -0.06 | - |
| 2025 | 17.02 | -10.06 | -0.59 | - |
| Metric | 11385749:btcusd:triple_med_gx:lsma55_85 | 11385749:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.4% |
| 3M | -1.15% | 31.76% |
| 6M | -14.32% | 12.25% |
| YTD | -10.06% | 17.02% |
| 1Y | -23.22% | 57.19% |
| 3Y (ann.) | -5.73% | 55.42% |
| 5Y (ann.) | -4.61% | 39.05% |
| Metric | 11385749:btcusd:triple_med_gx:lsma55_85 | 11385749:BTCUSD |
|---|---|---|
| Max Drawdown | -28.28% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -5.23% | -6.27% |
| Avg. Drawdown Days | 87.0 | 29.0 |
| Recovery Factor | -0.52 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -28.28 | 371 |
| 2022-05-05 | 2023-04-26 | -15.62 | 356 |
| 2023-04-26 | 2024-04-08 | -14.67 | 347 |
| 2022-01-28 | 2022-03-16 | -4.85 | 47 |
| 2022-03-17 | 2022-05-04 | -2.85 | 48 |
| 2024-04-08 | 2024-04-20 | -2.08 | 12 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2024-04-21 | 2024-05-05 | -1.34 | 14 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-05-05 | 2024-06-03 | -0.61 | 28 |
| Metric | 11385749:btcusd:triple_med_gx:lsma55_85 | 11385749:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.53% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 8.73% | 43.77% |
| Worst Month | -13.13% | -37.12% |
| Best Year | 10.18% | 155.54% |
| Worst Year | -10.06% | -53.8% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 2.54% | 8.13% |
| Avg. Down Week | -2.37% | -3.52% |
| Avg. Up Month | 2.92% | 13.35% |
| Avg. Down Month | -4.51% | -9.72% |
| Win Days % | 43.64% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.13% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |