| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 14.52% | 181.88% |
| Max Drawdown | -9.8% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.36 | 0.6 |
| Payoff Ratio | 1.49 | 1.21 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 125.62 | 2.72 |
| Outlier Loss Ratio | 3.98 | 2.57 |
| Volatility (ann.) | 5.05% | 26.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.4 | 0.51 |
| Skew | 6.86 | 0.18 |
| Kurtosis | 310.92 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.44% |
| Expected Yearly % | 3.45% | 29.57% |
| Kelly Criterion | -2.16% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11379320:BTCUSD | 11379320:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 6.29 | -0.10 | + |
| 2023 | 155.54 | -6.07 | -0.04 | - |
| 2024 | 121.00 | 24.77 | 0.20 | - |
| 2025 | 30.14 | -8.07 | -0.27 | - |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | 0.01% | 45.08% |
| 6M | -8.07% | 28.47% |
| YTD | -8.07% | 30.14% |
| 1Y | 8.91% | 105.13% |
| 3Y (ann.) | 1.78% | 81.7% |
| 5Y (ann.) | 3.96% | 34.54% |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Max Drawdown | -9.8% | -67.18% |
| Longest DD Days | 781.0 | 683.0 |
| Avg. Drawdown | -2.3% | -7.48% |
| Avg. Drawdown Days | 62.0 | 36.0 |
| Recovery Factor | 1.48 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -9.80 | 164 |
| 2022-06-19 | 2024-08-08 | -9.60 | 781 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-03-13 | 2022-05-04 | -3.75 | 52 |
| 2024-09-05 | 2024-10-28 | -2.72 | 53 |
| 2024-08-20 | 2024-08-21 | -2.71 | 1 |
| 2024-11-30 | 2024-12-04 | -2.50 | 4 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-03-10 | 2022-03-10 | -0.53 | 0 |
| 2025-01-14 | 2025-01-15 | -0.18 | 0 |
| Metric | 11379320:btcusd:triple_med_gx:lsma55_60 | 11379320:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 4.69% | 35.75% |
| Worst Week | -5.99% | -29.64% |
| Best Month | 6.12% | 43.77% |
| Worst Month | -7.22% | -37.12% |
| Best Year | 24.77% | 155.54% |
| Worst Year | -8.07% | -61.64% |
| Avg. Up Day | 1.06% | 1.15% |
| Avg. Down Day | -0.71% | -0.95% |
| Avg. Up Week | 1.65% | 6.52% |
| Avg. Down Week | -1.25% | -4.52% |
| Avg. Up Month | 2.01% | 16.21% |
| Avg. Down Month | -1.22% | -10.11% |
| Win Days % | 38.79% | 51.25% |
| Win Month % | 53.66% | 60.47% |
| Win Week % | 52.78% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |