| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.39% | 181.88% |
| Max Drawdown | -20.95% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.2 | 0.6 |
| Payoff Ratio | 1.31 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 81.97 | 3.0 |
| Outlier Loss Ratio | 4.62 | 2.83 |
| Volatility (ann.) | 6.19% | 26.31% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.12 | 0.51 |
| Skew | 2.21 | 0.18 |
| Kurtosis | 137.46 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.44% |
| Expected Yearly % | 2.27% | 29.57% |
| Kelly Criterion | -2.95% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11377286:BTCUSD | 11377286:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 24.00 | -0.39 | + |
| 2023 | 155.54 | -9.56 | -0.06 | - |
| 2024 | 121.00 | -0.35 | -0.00 | - |
| 2025 | 30.14 | -2.12 | -0.07 | - |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| MTD | 1.34% | 13.36% |
| 3M | 4.76% | 45.08% |
| 6M | -3.76% | 28.47% |
| YTD | -2.12% | 30.14% |
| 1Y | 5.82% | 105.13% |
| 3Y (ann.) | -0.4% | 81.7% |
| 5Y (ann.) | 2.6% | 34.54% |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Max Drawdown | -20.95% | -67.18% |
| Longest DD Days | 954.0 | 683.0 |
| Avg. Drawdown | -3.35% | -7.48% |
| Avg. Drawdown Days | 93.0 | 36.0 |
| Recovery Factor | 0.45 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-03 | 2025-07-14 | -20.95 | 954 |
| 2022-04-24 | 2022-09-09 | -10.65 | 138 |
| 2022-03-05 | 2022-03-25 | -3.70 | 19 |
| 2022-01-19 | 2022-02-04 | -2.29 | 16 |
| 2022-10-05 | 2022-11-22 | -2.22 | 48 |
| 2022-11-23 | 2022-12-02 | -1.55 | 9 |
| 2022-03-25 | 2022-03-27 | -0.60 | 1 |
| 2022-03-27 | 2022-04-01 | -0.52 | 5 |
| 2022-02-05 | 2022-02-12 | -0.33 | 7 |
| 2022-09-15 | 2022-10-03 | -0.26 | 17 |
| Metric | 11377286:btcusd:triple_med_gx:lsma60_50 | 11377286:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -6.35% | -29.64% |
| Best Month | 12.77% | 43.77% |
| Worst Month | -4.33% | -37.12% |
| Best Year | 24.0% | 155.54% |
| Worst Year | -9.56% | -61.64% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.62% | -0.77% |
| Avg. Up Week | 3.29% | 5.72% |
| Avg. Down Week | -1.37% | -4.19% |
| Avg. Up Month | 3.43% | 10.41% |
| Avg. Down Month | -1.94% | -11.48% |
| Win Days % | 41.59% | 51.25% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 36.73% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |