| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -16.4% | 160.91% |
| Max Drawdown | -26.4% | -67.18% |
| Sharpe | -0.11 | 0.4 |
| Sortino | -0.16 | 0.58 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.15 | 1.05 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.15 | 0.98 |
| Outlier Win Ratio | 55.46 | 3.21 |
| Outlier Loss Ratio | 3.78 | 3.19 |
| Volatility (ann.) | 8.59% | 26.54% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.19 | 0.49 |
| Skew | 1.32 | 0.18 |
| Kurtosis | 75.1 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.43% | 2.31% |
| Expected Yearly % | -4.38% | 27.09% |
| Kelly Criterion | -9.05% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.26% |
| Expected Shortfall (cVaR) | -0.74% | -2.26% |
| Year | 11381881:BTCUSD | 11381881:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -10.80 | 0.18 | + |
| 2023 | 155.54 | 2.81 | 0.02 | - |
| 2024 | 121.00 | 1.98 | 0.02 | - |
| 2025 | 17.02 | -10.60 | -0.62 | - |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| MTD | -0.81% | 4.4% |
| 3M | 2.64% | 31.76% |
| 6M | -11.99% | 12.25% |
| YTD | -10.6% | 17.02% |
| 1Y | -18.89% | 57.19% |
| 3Y (ann.) | -5.13% | 55.42% |
| 5Y (ann.) | -5.14% | 32.62% |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Max Drawdown | -26.4% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -10.91% | -7.67% |
| Avg. Drawdown Days | 410.0 | 37.0 |
| Recovery Factor | -0.62 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -26.40 | 1122 |
| 2022-01-28 | 2022-05-15 | -6.14 | 107 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.99% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 10.01% | 43.77% |
| Worst Month | -14.24% | -37.12% |
| Best Year | 2.81% | 155.54% |
| Worst Year | -10.8% | -60.52% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 2.79% | 8.05% |
| Avg. Down Week | -2.43% | -5.07% |
| Avg. Up Month | 3.31% | 15.44% |
| Avg. Down Month | -4.69% | -13.55% |
| Win Days % | 43.22% | 51.24% |
| Win Month % | 47.62% | 59.52% |
| Win Week % | 42.55% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |