| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 41.21% | 168.36% |
| Max Drawdown | -10.38% | -67.18% |
| Sharpe | 0.48 | 0.41 |
| Sortino | 0.82 | 0.59 |
| Payoff Ratio | 1.57 | 1.23 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.89 | 0.67 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 87.78 | 2.96 |
| Outlier Loss Ratio | 4.39 | 2.74 |
| Volatility (ann.) | 5.58% | 26.51% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.03 | 0.5 |
| Skew | 3.67 | 0.19 |
| Kurtosis | 86.17 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.38% |
| Expected Yearly % | 9.01% | 27.99% |
| Kelly Criterion | 5.57% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.25% |
| Expected Shortfall (cVaR) | -0.47% | -2.25% |
| Year | 11381077:BTCUSD | 11381077:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 11.56 | -0.19 | + |
| 2023 | 155.54 | 8.34 | 0.05 | - |
| 2024 | 121.00 | 7.06 | 0.06 | - |
| 2025 | 17.02 | 9.13 | 0.54 | - |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.72% | 31.76% |
| 6M | 9.13% | 12.25% |
| YTD | 9.13% | 17.02% |
| 1Y | 8.99% | 57.19% |
| 3Y (ann.) | 14.34% | 55.42% |
| 5Y (ann.) | 10.72% | 33.81% |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Max Drawdown | -10.38% | -67.18% |
| Longest DD Days | 303.0 | 683.0 |
| Avg. Drawdown | -2.51% | -7.27% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 3.97 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2022-07-18 | -10.38 | 175 |
| 2024-05-18 | 2025-01-14 | -9.67 | 240 |
| 2023-04-11 | 2024-02-09 | -6.41 | 303 |
| 2022-08-11 | 2022-12-14 | -4.70 | 125 |
| 2024-04-17 | 2024-05-17 | -4.47 | 30 |
| 2025-03-14 | 2025-05-21 | -4.00 | 67 |
| 2024-02-09 | 2024-03-11 | -3.04 | 30 |
| 2022-07-19 | 2022-07-28 | -2.80 | 9 |
| 2025-05-21 | 2025-06-11 | -2.06 | 21 |
| 2022-07-28 | 2022-08-10 | -1.93 | 12 |
| Metric | 11381077:btcusd:triple_med_gx:lsma55_65 | 11381077:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -3.16% | -9.32% |
| Best Week | 6.17% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 12.45% | 43.77% |
| Worst Month | -5.69% | -37.12% |
| Best Year | 11.56% | 155.54% |
| Worst Year | 7.06% | -59.39% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.64% | -0.84% |
| Avg. Up Week | 3.0% | 5.91% |
| Avg. Down Week | -1.48% | -5.98% |
| Avg. Up Month | 3.53% | 16.05% |
| Avg. Down Month | -2.86% | -11.68% |
| Win Days % | 42.31% | 51.22% |
| Win Month % | 55.26% | 59.52% |
| Win Week % | 45.71% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |