| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.24% | 208.61% |
| Max Drawdown | -21.26% | -67.18% |
| Sharpe | 0.09 | 0.45 |
| Sortino | 0.14 | 0.65 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.79 | 0.99 |
| Outlier Win Ratio | 50.78 | 3.25 |
| Outlier Loss Ratio | 4.14 | 3.15 |
| Volatility (ann.) | 8.81% | 26.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.09 | 0.59 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 84.32 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.72% |
| Expected Yearly % | 1.53% | 32.54% |
| Kelly Criterion | -2.76% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11388683:BTCUSD | 11388683:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -9.27 | 0.17 | + |
| 2023 | 155.54 | 6.67 | 0.04 | - |
| 2024 | 121.00 | 11.63 | 0.10 | - |
| 2025 | 17.02 | -1.66 | -0.10 | - |
| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| MTD | 2.85% | 4.4% |
| 3M | -6.44% | 31.76% |
| 6M | 1.46% | 12.25% |
| YTD | -1.66% | 17.02% |
| 1Y | -6.86% | 57.19% |
| 3Y (ann.) | 1.59% | 55.42% |
| 5Y (ann.) | 1.81% | 39.6% |
| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Max Drawdown | -21.26% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -3.52% | -6.33% |
| Avg. Drawdown Days | 70.0 | 31.0 |
| Recovery Factor | 0.29 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -21.26 | 690 |
| 2024-06-05 | 2025-06-11 | -14.62 | 370 |
| 2022-02-27 | 2022-03-16 | -6.19 | 16 |
| 2024-03-26 | 2024-05-05 | -4.76 | 39 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-04-19 | 2022-05-04 | -2.90 | 15 |
| 2022-01-30 | 2022-02-27 | -1.74 | 28 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-05-05 | 2024-06-04 | -0.39 | 29 |
| Metric | 11388683:btcusd:triple_med_gx:lsma60_95 | 11388683:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.71% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 11.63% | 155.54% |
| Worst Year | -9.27% | -53.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 3.36% | 7.78% |
| Avg. Down Week | -2.03% | -2.76% |
| Avg. Up Month | 3.57% | 13.35% |
| Avg. Down Month | -2.61% | -12.53% |
| Win Days % | 43.86% | 51.28% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 38.82% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |