| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 0.84% | 168.36% |
| Max Drawdown | -10.19% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.06 | 0.59 |
| Payoff Ratio | 1.63 | 1.43 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.56 | 0.78 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 150.52 | 2.6 |
| Outlier Loss Ratio | 4.31 | 2.51 |
| Volatility (ann.) | 4.29% | 26.51% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.02 | 0.5 |
| Skew | 2.92 | 0.19 |
| Kurtosis | 130.39 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.38% |
| Expected Yearly % | 0.21% | 27.99% |
| Kelly Criterion | -7.29% | 17.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.25% |
| Expected Shortfall (cVaR) | -0.37% | -2.25% |
| Year | 11381080:BTCUSD | 11381080:btcusd:triple_med_gx:lsma60_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 4.77 | -0.08 | + |
| 2023 | 155.54 | 1.50 | 0.01 | - |
| 2024 | 121.00 | -4.97 | -0.04 | - |
| 2025 | 17.02 | -0.21 | -0.01 | - |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.91% | 31.76% |
| 6M | -2.62% | 12.25% |
| YTD | -0.21% | 17.02% |
| 1Y | -4.95% | 57.19% |
| 3Y (ann.) | 0.59% | 55.42% |
| 5Y (ann.) | 0.25% | 33.81% |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Max Drawdown | -10.19% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -3.85% | -7.27% |
| Avg. Drawdown Days | 165.0 | 35.0 |
| Recovery Factor | 0.08 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-01 | 2025-06-11 | -10.19 | 710 |
| 2022-01-24 | 2022-08-11 | -7.71 | 199 |
| 2022-08-11 | 2023-01-25 | -5.05 | 167 |
| 2023-03-26 | 2023-06-06 | -3.08 | 71 |
| 2023-02-27 | 2023-03-10 | -0.58 | 11 |
| 2023-06-16 | 2023-06-17 | -0.18 | 0 |
| 2022-01-23 | 2022-01-23 | -0.18 | 0 |
| Metric | 11381080:btcusd:triple_med_gx:lsma60_65 | 11381080:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.16% | -9.32% |
| Best Week | 5.83% | 35.75% |
| Worst Week | -3.49% | -29.64% |
| Best Month | 6.62% | 43.77% |
| Worst Month | -5.08% | -37.12% |
| Best Year | 4.77% | 155.54% |
| Worst Year | -4.97% | -59.39% |
| Avg. Up Day | 1.05% | 1.11% |
| Avg. Down Day | -0.64% | -0.78% |
| Avg. Up Week | 2.0% | 5.73% |
| Avg. Down Week | -1.37% | -5.9% |
| Avg. Up Month | 2.3% | 21.11% |
| Avg. Down Month | -2.42% | -10.83% |
| Win Days % | 33.49% | 51.22% |
| Win Month % | 39.47% | 59.52% |
| Win Week % | 41.18% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |