| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 6.91% | 175.31% |
| Max Drawdown | -10.5% | -67.18% |
| Sharpe | 0.13 | 0.41 |
| Sortino | 0.23 | 0.59 |
| Payoff Ratio | 1.96 | 1.51 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.83 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 141.7 | 2.61 |
| Outlier Loss Ratio | 5.06 | 2.58 |
| Volatility (ann.) | 4.57% | 26.29% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.18 | 0.5 |
| Skew | 11.71 | 0.18 |
| Kurtosis | 452.89 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.38% |
| Expected Yearly % | 1.68% | 28.81% |
| Kelly Criterion | -2.15% | 19.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11379432:BTCUSD | 11379432:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 0.60 | -0.01 | + |
| 2023 | 155.54 | 2.86 | 0.02 | - |
| 2024 | 121.00 | 1.68 | 0.01 | - |
| 2025 | 27.10 | 1.61 | 0.06 | - |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| MTD | 0.41% | 10.71% |
| 3M | 1.56% | 41.88% |
| 6M | 1.61% | 22.91% |
| YTD | 1.61% | 27.1% |
| 1Y | -0.0% | 82.29% |
| 3Y (ann.) | 2.14% | 77.48% |
| 5Y (ann.) | 1.93% | 33.54% |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Max Drawdown | -10.5% | -67.18% |
| Longest DD Days | 800.0 | 683.0 |
| Avg. Drawdown | -2.83% | -7.58% |
| Avg. Drawdown Days | 96.0 | 37.0 |
| Recovery Factor | 0.66 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-23 | 2023-04-26 | -10.50 | 215 |
| 2023-05-08 | 2025-07-17 | -10.10 | 800 |
| 2022-06-19 | 2022-07-18 | -3.37 | 28 |
| 2022-05-02 | 2022-05-04 | -2.26 | 2 |
| 2022-08-09 | 2022-08-10 | -1.73 | 1 |
| 2022-05-15 | 2022-05-26 | -1.35 | 11 |
| 2022-09-22 | 2022-09-22 | -1.05 | 0 |
| 2022-08-24 | 2022-08-25 | -0.18 | 0 |
| 2022-03-11 | 2022-03-12 | -0.18 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| Metric | 11379432:btcusd:triple_med_gx:lsma55_60 | 11379432:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.18% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -7.48% | -29.64% |
| Best Month | 8.5% | 43.77% |
| Worst Month | -6.62% | -37.12% |
| Best Year | 2.86% | 155.54% |
| Worst Year | 0.6% | -61.64% |
| Avg. Up Day | 1.03% | 1.12% |
| Avg. Down Day | -0.53% | -0.74% |
| Avg. Up Week | 1.79% | 8.49% |
| Avg. Down Week | -1.47% | -4.75% |
| Avg. Up Month | 1.92% | 14.59% |
| Avg. Down Month | -2.37% | -10.89% |
| Win Days % | 32.37% | 51.23% |
| Win Month % | 53.66% | 60.47% |
| Win Week % | 45.83% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |