| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 5.91% | 178.03% |
| Max Drawdown | -12.96% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.2 | 0.59 |
| Payoff Ratio | 1.92 | 1.71 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.94 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 138.0 | 2.49 |
| Outlier Loss Ratio | 4.65 | 2.53 |
| Volatility (ann.) | 5.1% | 26.3% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.13 | 0.51 |
| Skew | 13.1 | 0.18 |
| Kurtosis | 416.42 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.41% |
| Expected Yearly % | 1.45% | 29.13% |
| Kelly Criterion | -7.35% | 22.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11380722:BTCUSD | 11380722:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 5.46 | -0.09 | + |
| 2023 | 155.54 | 10.15 | 0.07 | - |
| 2024 | 121.00 | -2.19 | -0.02 | - |
| 2025 | 27.10 | -6.78 | -0.25 | - |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| MTD | 1.43% | 10.71% |
| 3M | 0.86% | 41.88% |
| 6M | -6.78% | 22.91% |
| YTD | -6.78% | 27.1% |
| 1Y | -8.34% | 82.29% |
| 3Y (ann.) | 1.7% | 77.48% |
| 5Y (ann.) | 1.66% | 33.95% |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Max Drawdown | -12.96% | -67.18% |
| Longest DD Days | 780.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.65% |
| Avg. Drawdown Days | 167.0 | 37.0 |
| Recovery Factor | 0.46 | 2.65 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2025-07-17 | -12.96 | 780 |
| 2022-07-31 | 2023-02-15 | -4.21 | 199 |
| 2022-03-13 | 2022-07-19 | -3.41 | 128 |
| 2023-04-02 | 2023-05-28 | -2.91 | 56 |
| 2023-03-03 | 2023-03-13 | -0.71 | 9 |
| 2022-01-28 | 2022-01-28 | -0.18 | 0 |
| 2023-04-01 | 2023-04-01 | -0.18 | 0 |
| Metric | 11380722:btcusd:triple_med_gx:lsma60_65 | 11380722:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -4.82% | -29.64% |
| Best Month | 8.02% | 43.77% |
| Worst Month | -4.45% | -37.12% |
| Best Year | 10.15% | 155.54% |
| Worst Year | -6.78% | -61.27% |
| Avg. Up Day | 1.26% | 1.35% |
| Avg. Down Day | -0.66% | -0.79% |
| Avg. Up Week | 1.89% | 7.4% |
| Avg. Down Week | -1.22% | -2.35% |
| Avg. Up Month | 2.58% | 11.71% |
| Avg. Down Month | -1.31% | -14.55% |
| Win Days % | 29.44% | 51.24% |
| Win Month % | 40.0% | 60.47% |
| Win Week % | 38.96% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |