| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -14.82% | 205.34% |
| Max Drawdown | -26.77% | -67.18% |
| Sharpe | -0.2 | 0.44 |
| Sortino | -0.29 | 0.65 |
| Payoff Ratio | 1.12 | 0.96 |
| Profit Factor | 0.87 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 121.36 | 2.71 |
| Outlier Loss Ratio | 4.06 | 2.71 |
| Volatility (ann.) | 5.14% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.17 | 0.58 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 150.31 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.38% | 2.69% |
| Expected Yearly % | -3.93% | 32.19% |
| Kelly Criterion | -13.29% | 0.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.25% |
| Expected Shortfall (cVaR) | -0.45% | -2.25% |
| Year | 11385751:BTCUSD | 11385751:btcusd:triple_med_gx:lsma70_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -4.86 | 0.09 | + |
| 2023 | 155.54 | 6.67 | 0.04 | - |
| 2024 | 121.00 | -8.21 | -0.07 | - |
| 2025 | 17.02 | -8.56 | -0.50 | - |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| MTD | 2.67% | 4.4% |
| 3M | -6.57% | 31.76% |
| 6M | -9.49% | 12.25% |
| YTD | -8.56% | 17.02% |
| 1Y | -18.2% | 57.19% |
| 3Y (ann.) | -2.79% | 55.42% |
| 5Y (ann.) | -4.63% | 39.05% |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -67.18% |
| Longest DD Days | 669.0 | 683.0 |
| Avg. Drawdown | -6.9% | -6.27% |
| Avg. Drawdown Days | 201.0 | 29.0 |
| Recovery Factor | -0.55 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-25 | 2025-06-11 | -26.77 | 442 |
| 2022-01-27 | 2023-11-28 | -10.98 | 669 |
| 2023-12-22 | 2024-01-26 | -1.46 | 35 |
| 2023-12-21 | 2023-12-22 | -1.06 | 0 |
| 2023-12-20 | 2023-12-21 | -0.58 | 0 |
| 2024-01-26 | 2024-03-25 | -0.54 | 58 |
| Metric | 11385751:btcusd:triple_med_gx:lsma70_85 | 11385751:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 6.0% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 6.0% | 43.77% |
| Worst Month | -9.41% | -37.12% |
| Best Year | 6.67% | 155.54% |
| Worst Year | -8.56% | -53.8% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.68% | -0.82% |
| Avg. Up Week | 1.68% | 6.43% |
| Avg. Down Week | -1.72% | -2.24% |
| Avg. Up Month | 1.79% | 11.17% |
| Avg. Down Month | -2.97% | -9.64% |
| Win Days % | 40.06% | 51.28% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 44.62% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |