| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -5.48% | 233.23% |
| Max Drawdown | -12.2% | -67.18% |
| Sharpe | -0.12 | 0.46 |
| Sortino | -0.17 | 0.67 |
| Payoff Ratio | 1.45 | 0.99 |
| Profit Factor | 0.89 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.43 | 0.55 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 247.99 | 2.43 |
| Outlier Loss Ratio | 4.79 | 2.48 |
| Volatility (ann.) | 2.97% | 26.12% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.13 | 0.62 |
| Skew | -2.13 | 0.2 |
| Kurtosis | 244.99 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.84% |
| Expected Yearly % | -1.4% | 35.11% |
| Kelly Criterion | -12.4% | 2.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.22% |
| Expected Shortfall (cVaR) | -0.26% | -2.22% |
| Year | 11373628:BTCUSD | 11373628:btcusd:triple_med_gx:lsma25_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -2.23 | 0.04 | + |
| 2023 | 155.54 | 1.05 | 0.01 | - |
| 2024 | 121.00 | -0.00 | -0.00 | - |
| 2025 | 30.14 | -4.33 | -0.14 | - |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| MTD | -0.14% | 13.36% |
| 3M | 0.41% | 45.08% |
| 6M | -3.29% | 28.47% |
| YTD | -4.33% | 30.14% |
| 1Y | -6.85% | 105.13% |
| 3Y (ann.) | -3.11% | 81.7% |
| 5Y (ann.) | -1.62% | 41.6% |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Max Drawdown | -12.2% | -67.18% |
| Longest DD Days | 515.0 | 683.0 |
| Avg. Drawdown | -3.16% | -6.05% |
| Avg. Drawdown Days | 146.0 | 31.0 |
| Recovery Factor | -0.45 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-20 | 2025-07-14 | -12.20 | 509 |
| 2022-08-11 | 2024-01-08 | -7.17 | 515 |
| 2022-07-25 | 2022-08-03 | -1.96 | 9 |
| 2022-04-02 | 2022-07-13 | -1.71 | 102 |
| 2022-03-06 | 2022-03-07 | -1.24 | 0 |
| 2024-01-13 | 2024-02-20 | -0.66 | 37 |
| 2022-03-13 | 2022-03-14 | -0.18 | 0 |
| 2022-02-14 | 2022-02-14 | -0.18 | 0 |
| Metric | 11373628:btcusd:triple_med_gx:lsma25_30 | 11373628:BTCUSD |
|---|---|---|
| Best Day | 2.65% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 6.2% | 35.75% |
| Worst Week | -4.57% | -29.64% |
| Best Month | 5.69% | 43.77% |
| Worst Month | -5.25% | -37.12% |
| Best Year | 1.05% | 155.54% |
| Worst Year | -4.33% | -54.66% |
| Avg. Up Day | 0.79% | 0.86% |
| Avg. Down Day | -0.55% | -0.86% |
| Avg. Up Week | 1.29% | 3.92% |
| Avg. Down Week | -1.0% | -4.54% |
| Avg. Up Month | 1.34% | 10.56% |
| Avg. Down Month | -1.54% | -13.22% |
| Win Days % | 33.54% | 51.3% |
| Win Month % | 44.44% | 62.79% |
| Win Week % | 40.0% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |