| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -7.08% | 181.88% |
| Max Drawdown | -26.24% | -67.18% |
| Sharpe | -0.08 | 0.41 |
| Sortino | -0.13 | 0.6 |
| Payoff Ratio | 1.49 | 1.23 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 118.14 | 2.73 |
| Outlier Loss Ratio | 4.77 | 2.7 |
| Volatility (ann.) | 5.17% | 26.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.08 | 0.51 |
| Skew | 6.56 | 0.18 |
| Kurtosis | 220.67 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.44% |
| Expected Yearly % | -1.82% | 29.57% |
| Kelly Criterion | -9.93% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11378476:BTCUSD | 11378476:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 21.39 | -0.35 | + |
| 2023 | 155.54 | -18.14 | -0.12 | - |
| 2024 | 121.00 | -2.58 | -0.02 | - |
| 2025 | 30.14 | -4.01 | -0.13 | - |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | -5.21% | 45.08% |
| 6M | -3.51% | 28.47% |
| YTD | -4.01% | 30.14% |
| 1Y | -11.95% | 105.13% |
| 3Y (ann.) | -6.73% | 81.7% |
| 5Y (ann.) | -2.08% | 34.54% |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Max Drawdown | -26.24% | -67.18% |
| Longest DD Days | 952.0 | 683.0 |
| Avg. Drawdown | -5.4% | -7.48% |
| Avg. Drawdown Days | 155.0 | 36.0 |
| Recovery Factor | -0.27 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2025-07-14 | -26.24 | 952 |
| 2022-02-05 | 2022-05-24 | -5.04 | 108 |
| 2022-07-25 | 2022-09-09 | -4.56 | 46 |
| 2022-10-24 | 2022-12-05 | -3.22 | 42 |
| 2022-09-10 | 2022-10-23 | -2.20 | 43 |
| 2022-05-25 | 2022-07-13 | -1.58 | 49 |
| 2022-01-20 | 2022-01-20 | -0.18 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11378476:btcusd:triple_med_gx:lsma60_55 | 11378476:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.34% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -4.89% | -29.64% |
| Best Month | 8.85% | 43.77% |
| Worst Month | -6.72% | -37.12% |
| Best Year | 21.39% | 155.54% |
| Worst Year | -18.14% | -61.64% |
| Avg. Up Day | 0.9% | 0.96% |
| Avg. Down Day | -0.61% | -0.78% |
| Avg. Up Week | 2.42% | 4.94% |
| Avg. Down Week | -1.15% | -4.56% |
| Avg. Up Month | 3.16% | 15.02% |
| Avg. Down Month | -1.91% | -12.4% |
| Win Days % | 34.15% | 51.25% |
| Win Month % | 33.33% | 60.47% |
| Win Week % | 36.46% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |