| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 17.01% | 205.34% |
| Max Drawdown | -15.86% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.65 |
| Payoff Ratio | 1.42 | 1.26 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 92.19 | 2.91 |
| Outlier Loss Ratio | 3.92 | 2.73 |
| Volatility (ann.) | 5.93% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.3 | 0.58 |
| Skew | 2.53 | 0.2 |
| Kurtosis | 115.12 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.69% |
| Expected Yearly % | 4.01% | 32.19% |
| Kelly Criterion | 0.19% | 12.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.25% |
| Expected Shortfall (cVaR) | -0.51% | -2.25% |
| Year | 11381089:BTCUSD | 11381089:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -1.98 | 0.04 | + |
| 2023 | 155.54 | 0.89 | 0.01 | - |
| 2024 | 121.00 | 17.39 | 0.14 | - |
| 2025 | 17.02 | 0.80 | 0.05 | - |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.51% | 31.76% |
| 6M | 0.8% | 12.25% |
| YTD | 0.8% | 17.02% |
| 1Y | 7.37% | 57.19% |
| 3Y (ann.) | 9.48% | 55.42% |
| 5Y (ann.) | 4.75% | 39.05% |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Max Drawdown | -15.86% | -67.18% |
| Longest DD Days | 518.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.27% |
| Avg. Drawdown Days | 92.0 | 29.0 |
| Recovery Factor | 1.07 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2022-08-11 | -15.86 | 199 |
| 2022-10-10 | 2024-03-11 | -8.04 | 518 |
| 2024-08-31 | 2025-01-15 | -6.35 | 136 |
| 2022-08-11 | 2022-09-19 | -5.77 | 39 |
| 2025-01-28 | 2025-06-11 | -5.22 | 134 |
| 2024-04-17 | 2024-05-02 | -4.47 | 15 |
| 2024-07-10 | 2024-08-23 | -3.66 | 44 |
| 2024-05-03 | 2024-06-30 | -3.26 | 58 |
| 2024-03-11 | 2024-04-16 | -2.39 | 36 |
| 2024-07-01 | 2024-07-09 | -1.57 | 7 |
| Metric | 11381089:btcusd:triple_med_gx:lsma55_65 | 11381089:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.42% | -9.32% |
| Best Week | 7.15% | 35.75% |
| Worst Week | -5.92% | -29.64% |
| Best Month | 11.02% | 43.77% |
| Worst Month | -5.92% | -37.12% |
| Best Year | 17.39% | 155.54% |
| Worst Year | -1.98% | -53.8% |
| Avg. Up Day | 1.0% | 1.03% |
| Avg. Down Day | -0.7% | -0.82% |
| Avg. Up Week | 2.23% | 6.76% |
| Avg. Down Week | -1.34% | -6.28% |
| Avg. Up Month | 2.88% | 18.8% |
| Avg. Down Month | -2.36% | -13.42% |
| Win Days % | 41.36% | 51.28% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 50.77% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |