| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 25.63% | 181.3% |
| Max Drawdown | -11.5% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.56 | 0.6 |
| Payoff Ratio | 1.53 | 1.14 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 117.27 | 2.68 |
| Outlier Loss Ratio | 4.07 | 2.51 |
| Volatility (ann.) | 5.16% | 26.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.59 | 0.51 |
| Skew | 3.27 | 0.18 |
| Kurtosis | 175.92 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.43% |
| Expected Yearly % | 5.87% | 29.51% |
| Kelly Criterion | 0.81% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.24% |
| Expected Shortfall (cVaR) | -0.44% | -2.24% |
| Year | 11381067:BTCUSD | 11381067:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 16.87 | -0.28 | + |
| 2023 | 155.54 | 2.25 | 0.01 | - |
| 2024 | 121.00 | 6.70 | 0.06 | - |
| 2025 | 27.10 | -1.47 | -0.05 | - |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| MTD | 0.61% | 10.71% |
| 3M | 2.2% | 41.88% |
| 6M | -3.8% | 22.91% |
| YTD | -1.47% | 27.1% |
| 1Y | -4.96% | 82.29% |
| 3Y (ann.) | 8.47% | 77.48% |
| 5Y (ann.) | 6.76% | 34.49% |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Max Drawdown | -11.5% | -67.18% |
| Longest DD Days | 320.0 | 683.0 |
| Avg. Drawdown | -2.25% | -7.6% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 2.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-07-18 | -11.50 | 152 |
| 2024-08-31 | 2025-07-17 | -9.73 | 320 |
| 2023-05-29 | 2024-02-21 | -7.30 | 268 |
| 2024-04-04 | 2024-08-21 | -3.91 | 139 |
| 2022-12-13 | 2023-04-10 | -2.06 | 117 |
| 2022-01-23 | 2022-01-23 | -1.15 | 0 |
| 2022-10-10 | 2022-11-30 | -0.94 | 51 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2022-07-28 | 2022-08-10 | -0.64 | 12 |
| 2023-04-12 | 2023-04-13 | -0.62 | 0 |
| Metric | 11381067:btcusd:triple_med_gx:lsma60_65 | 11381067:BTCUSD |
|---|---|---|
| Best Day | 5.61% | 9.33% |
| Worst Day | -5.59% | -9.32% |
| Best Week | 5.52% | 35.75% |
| Worst Week | -5.23% | -29.64% |
| Best Month | 13.84% | 43.77% |
| Worst Month | -4.29% | -37.12% |
| Best Year | 16.87% | 155.54% |
| Worst Year | -1.47% | -60.81% |
| Avg. Up Day | 1.07% | 1.15% |
| Avg. Down Day | -0.7% | -1.01% |
| Avg. Up Week | 2.15% | 7.05% |
| Avg. Down Week | -1.5% | -5.7% |
| Avg. Up Month | 3.27% | 15.87% |
| Avg. Down Month | -2.27% | -14.01% |
| Win Days % | 40.0% | 51.25% |
| Win Month % | 52.5% | 60.47% |
| Win Week % | 55.71% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |