| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 9.28% | 160.91% |
| Max Drawdown | -12.83% | -67.18% |
| Sharpe | 0.13 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.59 | 0.68 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 94.21 | 2.79 |
| Outlier Loss Ratio | 4.09 | 2.77 |
| Volatility (ann.) | 6.37% | 26.54% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.21 | 0.49 |
| Skew | 7.73 | 0.18 |
| Kurtosis | 216.22 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.31% |
| Expected Yearly % | 2.24% | 27.09% |
| Kelly Criterion | -5.06% | 12.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.26% |
| Expected Shortfall (cVaR) | -0.55% | -2.26% |
| Year | 11381939:BTCUSD | 11381939:btcusd:triple_med_gx:lsma60_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 2.40 | -0.04 | + |
| 2023 | 155.54 | 11.71 | 0.08 | - |
| 2024 | 121.00 | 3.19 | 0.03 | - |
| 2025 | 17.02 | -7.42 | -0.44 | - |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.4% |
| 3M | -10.73% | 31.76% |
| 6M | -7.77% | 12.25% |
| YTD | -7.42% | 17.02% |
| 1Y | -1.84% | 57.19% |
| 3Y (ann.) | 2.87% | 55.42% |
| 5Y (ann.) | 2.65% | 32.62% |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -4.37% | -7.67% |
| Avg. Drawdown Days | 89.0 | 37.0 |
| Recovery Factor | 0.72 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-29 | 2025-06-11 | -12.83 | 74 |
| 2023-12-20 | 2024-08-23 | -10.54 | 246 |
| 2022-07-31 | 2023-03-13 | -8.74 | 225 |
| 2023-04-02 | 2023-12-20 | -7.57 | 262 |
| 2024-09-06 | 2024-12-05 | -5.88 | 90 |
| 2022-01-29 | 2022-05-05 | -4.24 | 96 |
| 2022-05-06 | 2022-07-19 | -2.60 | 74 |
| 2024-12-12 | 2025-03-05 | -1.96 | 82 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2024-12-05 | 2024-12-12 | -0.28 | 7 |
| Metric | 11381939:btcusd:triple_med_gx:lsma60_70 | 11381939:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 8.66% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 11.71% | 155.54% |
| Worst Year | -7.42% | -60.52% |
| Avg. Up Day | 1.01% | 1.06% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.76% | 7.81% |
| Avg. Down Week | -1.78% | -2.61% |
| Avg. Up Month | 3.36% | 11.51% |
| Avg. Down Month | -1.93% | -10.89% |
| Win Days % | 39.43% | 51.24% |
| Win Month % | 47.5% | 59.52% |
| Win Week % | 43.04% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |