| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -17.79% | 208.61% |
| Max Drawdown | -28.71% | -67.18% |
| Sharpe | -0.14 | 0.45 |
| Sortino | -0.2 | 0.65 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 0.07 | 1.07 |
| CPC Index | 0.45 | 0.64 |
| Tail Ratio | 0.08 | 0.99 |
| Outlier Win Ratio | 58.04 | 3.16 |
| Outlier Loss Ratio | 4.18 | 3.15 |
| Volatility (ann.) | 8.05% | 26.38% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.2 | 0.59 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 91.19 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.47% | 2.72% |
| Expected Yearly % | -4.78% | 32.54% |
| Kelly Criterion | -9.71% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11388410:BTCUSD | 11388410:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -0.94 | 0.02 | + |
| 2023 | 155.54 | -1.90 | -0.01 | - |
| 2024 | 121.00 | -5.23 | -0.04 | - |
| 2025 | 17.02 | -10.73 | -0.63 | - |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| MTD | -0.98% | 4.4% |
| 3M | -13.99% | 31.76% |
| 6M | -16.3% | 12.25% |
| YTD | -10.73% | 17.02% |
| 1Y | -23.12% | 57.19% |
| 3Y (ann.) | -8.37% | 55.42% |
| 5Y (ann.) | -5.63% | 39.6% |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Max Drawdown | -28.71% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.33% |
| Avg. Drawdown Days | 97.0 | 31.0 |
| Recovery Factor | -0.62 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-11 | -28.71 | 425 |
| 2022-08-25 | 2024-03-25 | -16.69 | 578 |
| 2022-04-14 | 2022-08-24 | -5.68 | 132 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-03-25 | 2024-04-10 | -1.36 | 16 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-02-26 | 2022-03-14 | -1.18 | 16 |
| 2024-04-11 | 2024-04-12 | -0.92 | 1 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11388410:btcusd:triple_med_gx:lsma60_95 | 11388410:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.11% | 35.75% |
| Worst Week | -11.09% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | -0.94% | 155.54% |
| Worst Year | -10.73% | -53.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 2.77% | 8.12% |
| Avg. Down Week | -2.62% | -3.75% |
| Avg. Up Month | 3.68% | 13.22% |
| Avg. Down Month | -3.95% | -10.53% |
| Win Days % | 41.08% | 51.28% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 44.83% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 0.0% | 75.0% |