| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -5.01% | 243.19% |
| Max Drawdown | -9.11% | -67.18% |
| Sharpe | -0.09 | 0.47 |
| Sortino | -0.17 | 0.68 |
| Payoff Ratio | 1.63 | 1.53 |
| Profit Factor | 0.92 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.49 | 0.85 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 223.93 | 2.42 |
| Outlier Loss Ratio | 4.81 | 2.53 |
| Volatility (ann.) | 3.39% | 26.17% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.16 | 0.64 |
| Skew | 17.14 | 0.2 |
| Kurtosis | 697.12 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.91% |
| Expected Yearly % | -1.28% | 36.11% |
| Kelly Criterion | -8.22% | 19.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.22% |
| Expected Shortfall (cVaR) | -0.29% | -2.22% |
| Year | 11378728:BTCUSD | 11378728:btcusd:triple_med_gx:lsma60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -4.90 | 0.09 | + |
| 2023 | 155.54 | 7.22 | 0.05 | - |
| 2024 | 121.00 | -4.12 | -0.03 | - |
| 2025 | 30.14 | -2.83 | -0.09 | - |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -2.01% | 45.08% |
| 6M | -2.71% | 28.47% |
| YTD | -2.83% | 30.14% |
| 1Y | -4.89% | 105.13% |
| 3Y (ann.) | -2.16% | 81.7% |
| 5Y (ann.) | -1.47% | 42.69% |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Max Drawdown | -9.11% | -67.18% |
| Longest DD Days | 827.0 | 683.0 |
| Avg. Drawdown | -2.5% | -6.09% |
| Avg. Drawdown Days | 142.0 | 30.0 |
| Recovery Factor | -0.55 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-07-14 | -9.11 | 217 |
| 2022-07-09 | 2024-10-14 | -9.07 | 827 |
| 2022-03-19 | 2022-05-20 | -0.62 | 62 |
| 2022-01-31 | 2022-03-01 | -0.61 | 29 |
| 2022-06-24 | 2022-06-24 | -0.18 | 0 |
| 2022-03-18 | 2022-03-18 | -0.18 | 0 |
| 2022-07-09 | 2022-07-09 | -0.18 | 0 |
| 2022-06-25 | 2022-06-25 | -0.09 | 0 |
| Metric | 11378728:btcusd:triple_med_gx:lsma60_55 | 11378728:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -2.26% | -9.32% |
| Best Week | 6.06% | 35.75% |
| Worst Week | -4.15% | -29.64% |
| Best Month | 6.06% | 43.77% |
| Worst Month | -6.46% | -37.12% |
| Best Year | 7.22% | 155.54% |
| Worst Year | -4.9% | -53.3% |
| Avg. Up Day | 0.85% | 0.89% |
| Avg. Down Day | -0.52% | -0.59% |
| Avg. Up Week | 1.14% | 7.66% |
| Avg. Down Week | -1.0% | -4.08% |
| Avg. Up Month | 1.11% | 8.25% |
| Avg. Down Month | -1.98% | -8.2% |
| Win Days % | 32.94% | 51.3% |
| Win Month % | 44.44% | 62.79% |
| Win Week % | 44.9% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |