| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -4.44% | 181.88% |
| Max Drawdown | -18.3% | -67.18% |
| Sharpe | -0.05 | 0.41 |
| Sortino | -0.08 | 0.6 |
| Payoff Ratio | 1.44 | 1.18 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 143.09 | 2.63 |
| Outlier Loss Ratio | 4.69 | 2.63 |
| Volatility (ann.) | 4.48% | 26.31% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.07 | 0.51 |
| Skew | 3.93 | 0.18 |
| Kurtosis | 284.81 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.44% |
| Expected Yearly % | -1.13% | 29.57% |
| Kelly Criterion | -8.62% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.24% |
| Expected Shortfall (cVaR) | -0.39% | -2.24% |
| Year | 11378308:BTCUSD | 11378308:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 12.30 | -0.20 | + |
| 2023 | 155.54 | -3.92 | -0.03 | - |
| 2024 | 121.00 | -8.05 | -0.07 | - |
| 2025 | 30.14 | -3.68 | -0.12 | - |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| MTD | -1.21% | 13.36% |
| 3M | -5.12% | 45.08% |
| 6M | -3.1% | 28.47% |
| YTD | -3.68% | 30.14% |
| 1Y | -4.03% | 105.13% |
| 3Y (ann.) | -3.02% | 81.7% |
| 5Y (ann.) | -1.29% | 34.54% |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Max Drawdown | -18.3% | -67.18% |
| Longest DD Days | 486.0 | 683.0 |
| Avg. Drawdown | -3.74% | -7.48% |
| Avg. Drawdown Days | 123.0 | 36.0 |
| Recovery Factor | -0.24 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-14 | 2025-07-14 | -18.30 | 486 |
| 2022-11-23 | 2024-01-26 | -5.74 | 429 |
| 2022-03-25 | 2022-09-09 | -4.73 | 168 |
| 2024-02-03 | 2024-03-06 | -2.17 | 31 |
| 2022-02-05 | 2022-03-24 | -1.92 | 47 |
| 2022-01-18 | 2022-02-04 | -1.55 | 16 |
| 2022-10-22 | 2022-11-22 | -1.26 | 31 |
| 2022-10-03 | 2022-10-21 | -1.04 | 18 |
| 2024-01-26 | 2024-02-03 | -0.54 | 7 |
| 2022-10-22 | 2022-10-22 | -0.12 | 0 |
| Metric | 11378308:btcusd:triple_med_gx:lsma60_55 | 11378308:BTCUSD |
|---|---|---|
| Best Day | 7.01% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.13% | 35.75% |
| Worst Week | -5.89% | -29.64% |
| Best Month | 6.53% | 43.77% |
| Worst Month | -5.65% | -37.12% |
| Best Year | 12.3% | 155.54% |
| Worst Year | -8.05% | -61.64% |
| Avg. Up Day | 0.84% | 0.91% |
| Avg. Down Day | -0.58% | -0.77% |
| Avg. Up Week | 2.12% | 5.25% |
| Avg. Down Week | -1.05% | -3.89% |
| Avg. Up Month | 2.42% | 12.44% |
| Avg. Down Month | -1.8% | -12.12% |
| Win Days % | 35.96% | 51.25% |
| Win Month % | 37.21% | 60.47% |
| Win Week % | 35.0% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |