| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 2.38% | 203.48% |
| Max Drawdown | -19.65% | -67.18% |
| Sharpe | 0.06 | 0.44 |
| Sortino | 0.11 | 0.65 |
| Payoff Ratio | 1.74 | 1.55 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.6 | 0.86 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 175.25 | 2.43 |
| Outlier Loss Ratio | 4.35 | 2.47 |
| Volatility (ann.) | 4.07% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.04 | 0.58 |
| Skew | 9.67 | 0.2 |
| Kurtosis | 322.73 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.68% |
| Expected Yearly % | 0.59% | 31.99% |
| Kelly Criterion | -6.47% | 19.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.24% |
| Expected Shortfall (cVaR) | -0.35% | -2.24% |
| Year | 11382419:BTCUSD | 11382419:btcusd:triple_med_gx:lsma75_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 18.73 | -0.35 | + |
| 2023 | 155.54 | -8.81 | -0.06 | - |
| 2024 | 121.00 | -10.09 | -0.08 | - |
| 2025 | 17.02 | 5.17 | 0.30 | - |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.28% | 31.76% |
| 6M | 3.5% | 12.25% |
| YTD | 5.17% | 17.02% |
| 1Y | -2.77% | 57.19% |
| 3Y (ann.) | -1.34% | 55.42% |
| 5Y (ann.) | 0.7% | 38.98% |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -67.18% |
| Longest DD Days | 930.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.06% |
| Avg. Drawdown Days | 99.0 | 30.0 |
| Recovery Factor | 0.12 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-24 | 2025-06-11 | -19.65 | 930 |
| 2022-07-14 | 2022-07-27 | -5.33 | 13 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2022-07-28 | 2022-10-25 | -1.68 | 89 |
| 2022-05-22 | 2022-07-13 | -1.66 | 52 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| 2022-03-21 | 2022-03-22 | -0.62 | 0 |
| 2022-03-21 | 2022-03-21 | -0.18 | 0 |
| 2022-04-21 | 2022-04-22 | -0.18 | 0 |
| 2022-05-22 | 2022-05-22 | -0.18 | 0 |
| Metric | 11382419:btcusd:triple_med_gx:lsma75_70 | 11382419:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.81% | -9.32% |
| Best Week | 5.38% | 35.75% |
| Worst Week | -5.31% | -29.64% |
| Best Month | 7.36% | 43.77% |
| Worst Month | -5.31% | -37.12% |
| Best Year | 18.73% | 155.54% |
| Worst Year | -10.09% | -54.08% |
| Avg. Up Day | 1.1% | 1.15% |
| Avg. Down Day | -0.63% | -0.74% |
| Avg. Up Week | 2.44% | 6.91% |
| Avg. Down Week | -1.53% | -3.39% |
| Avg. Up Month | 2.62% | 14.18% |
| Avg. Down Month | -2.15% | -11.57% |
| Win Days % | 32.34% | 51.28% |
| Win Month % | 40.62% | 61.9% |
| Win Week % | 38.64% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |