| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -16.44% | 160.91% |
| Max Drawdown | -23.81% | -67.18% |
| Sharpe | -0.13 | 0.4 |
| Sortino | -0.19 | 0.58 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.45 | 0.66 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.88 | 3.1 |
| Outlier Loss Ratio | 3.96 | 3.14 |
| Volatility (ann.) | 7.67% | 26.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.22 | 0.49 |
| Skew | 1.63 | 0.18 |
| Kurtosis | 93.57 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.43% | 2.31% |
| Expected Yearly % | -4.39% | 27.09% |
| Kelly Criterion | -10.13% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.26% |
| Expected Shortfall (cVaR) | -0.66% | -2.26% |
| Year | 11381770:BTCUSD | 11381770:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -7.43 | 0.12 | + |
| 2023 | 155.54 | 4.26 | 0.03 | - |
| 2024 | 121.00 | -7.93 | -0.07 | - |
| 2025 | 17.02 | -5.96 | -0.35 | - |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| MTD | -0.9% | 4.4% |
| 3M | 1.43% | 31.76% |
| 6M | -12.34% | 12.25% |
| YTD | -5.96% | 17.02% |
| 1Y | -19.95% | 57.19% |
| 3Y (ann.) | -4.69% | 55.42% |
| 5Y (ann.) | -5.15% | 32.62% |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Max Drawdown | -23.81% | -67.18% |
| Longest DD Days | 537.0 | 683.0 |
| Avg. Drawdown | -9.83% | -7.67% |
| Avg. Drawdown Days | 173.0 | 37.0 |
| Recovery Factor | -0.69 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-20 | 2025-06-11 | -23.81 | 416 |
| 2022-09-23 | 2024-03-13 | -19.67 | 537 |
| 2022-01-26 | 2022-06-19 | -9.65 | 144 |
| 2022-07-05 | 2022-08-11 | -6.55 | 37 |
| 2024-03-13 | 2024-04-20 | -5.20 | 38 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-11 | 2022-09-22 | -1.66 | 42 |
| Metric | 11381770:btcusd:triple_med_gx:lsma55_70 | 11381770:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -13.04% | -29.64% |
| Best Month | 7.91% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 4.26% | 155.54% |
| Worst Year | -7.93% | -60.52% |
| Avg. Up Day | 1.02% | 1.06% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 2.32% | 7.66% |
| Avg. Down Week | -2.92% | -4.29% |
| Avg. Up Month | 2.73% | 14.7% |
| Avg. Down Month | -4.25% | -7.68% |
| Win Days % | 39.09% | 51.24% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 49.43% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |