| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -23.18% | 208.61% |
| Max Drawdown | -37.42% | -67.18% |
| Sharpe | -0.17 | 0.45 |
| Sortino | -0.25 | 0.65 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 0.92 | 1.08 |
| Common Sense Ratio | 0.51 | 1.07 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 0.56 | 0.99 |
| Outlier Win Ratio | 53.02 | 3.21 |
| Outlier Loss Ratio | 3.9 | 3.2 |
| Volatility (ann.) | 8.93% | 26.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.2 | 0.59 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 80.08 | 6.36 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.63% | 2.72% |
| Expected Yearly % | -6.38% | 32.54% |
| Kelly Criterion | -9.22% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11388520:BTCUSD | 11388520:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -0.60 | 0.01 | + |
| 2023 | 155.54 | 10.40 | 0.07 | - |
| 2024 | 121.00 | -24.84 | -0.21 | - |
| 2025 | 17.02 | -6.86 | -0.40 | - |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.4% |
| 3M | 0.11% | 31.76% |
| 6M | -12.64% | 12.25% |
| YTD | -6.86% | 17.02% |
| 1Y | -31.16% | 57.19% |
| 3Y (ann.) | -5.82% | 55.42% |
| 5Y (ann.) | -7.51% | 39.6% |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Max Drawdown | -37.42% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -8.35% | -6.33% |
| Avg. Drawdown Days | 119.0 | 31.0 |
| Recovery Factor | -0.62 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -37.42 | 355 |
| 2022-03-17 | 2023-02-15 | -14.30 | 335 |
| 2023-04-26 | 2024-06-05 | -12.66 | 405 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-01-26 | 2022-03-14 | -4.61 | 47 |
| 2023-04-01 | 2023-04-26 | -3.12 | 25 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-06-05 | 2024-06-20 | -1.40 | 14 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2023-03-31 | 2023-03-31 | -0.18 | 0 |
| Metric | 11388520:btcusd:triple_med_gx:lsma60_95 | 11388520:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -9.54% | -29.64% |
| Best Month | 7.18% | 43.77% |
| Worst Month | -9.36% | -37.12% |
| Best Year | 10.4% | 155.54% |
| Worst Year | -24.84% | -53.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.34% | 7.93% |
| Avg. Down Week | -2.73% | -3.76% |
| Avg. Up Month | 2.54% | 12.15% |
| Avg. Down Month | -4.04% | -10.36% |
| Win Days % | 42.35% | 51.28% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 42.35% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |