| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 7.64% | 198.43% |
| Max Drawdown | -9.67% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.59 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 161.53 | 2.59 |
| Outlier Loss Ratio | 4.49 | 2.56 |
| Volatility (ann.) | 4.03% | 26.29% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.22 | 0.55 |
| Skew | 4.32 | 0.19 |
| Kurtosis | 235.71 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.58% |
| Expected Yearly % | 1.86% | 31.43% |
| Kelly Criterion | -1.9% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11379856:BTCUSD | 11379856:btcusd:triple_med_gx:lsma55_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 1.88 | -0.03 | + |
| 2023 | 155.54 | 0.03 | 0.00 | - |
| 2024 | 121.00 | 2.01 | 0.02 | - |
| 2025 | 30.14 | 3.54 | 0.12 | - |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| MTD | -1.1% | 13.36% |
| 3M | -0.32% | 45.08% |
| 6M | 3.54% | 28.47% |
| YTD | 3.54% | 30.14% |
| 1Y | 0.39% | 105.13% |
| 3Y (ann.) | 4.53% | 81.7% |
| 5Y (ann.) | 2.14% | 36.92% |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Max Drawdown | -9.67% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -3.07% | -6.95% |
| Avg. Drawdown Days | 120.0 | 34.0 |
| Recovery Factor | 0.79 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2024-03-11 | -9.67 | 334 |
| 2024-04-17 | 2025-07-14 | -8.97 | 453 |
| 2022-01-23 | 2022-07-28 | -6.92 | 186 |
| 2022-10-09 | 2023-03-26 | -1.76 | 167 |
| 2024-04-05 | 2024-04-16 | -1.18 | 11 |
| 2022-08-10 | 2022-09-19 | -1.08 | 40 |
| 2022-07-28 | 2022-08-09 | -0.64 | 12 |
| 2022-01-23 | 2022-01-23 | -0.18 | 0 |
| 2023-04-10 | 2023-04-10 | -0.18 | 0 |
| 2023-03-26 | 2023-03-26 | -0.09 | 0 |
| Metric | 11379856:btcusd:triple_med_gx:lsma55_60 | 11379856:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 5.69% | 35.75% |
| Worst Week | -5.05% | -29.64% |
| Best Month | 7.62% | 43.77% |
| Worst Month | -5.05% | -37.12% |
| Best Year | 3.54% | 155.54% |
| Worst Year | 0.03% | -59.39% |
| Avg. Up Day | 0.94% | 1.0% |
| Avg. Down Day | -0.59% | -0.95% |
| Avg. Up Week | 2.83% | 4.83% |
| Avg. Down Week | -1.38% | -5.93% |
| Avg. Up Month | 2.67% | 11.26% |
| Avg. Down Month | -1.52% | -12.38% |
| Win Days % | 37.5% | 51.25% |
| Win Month % | 43.24% | 60.47% |
| Win Week % | 40.98% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |