| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 0.79% | 159.0% |
| Max Drawdown | -19.71% | -67.18% |
| Sharpe | 0.05 | 0.4 |
| Sortino | 0.07 | 0.57 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.53 | 0.62 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 59.98 | 3.23 |
| Outlier Loss Ratio | 3.91 | 3.12 |
| Volatility (ann.) | 8.38% | 26.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.01 | 0.48 |
| Skew | 3.03 | 0.18 |
| Kurtosis | 105.92 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.29% |
| Expected Yearly % | 0.2% | 26.86% |
| Kelly Criterion | -4.98% | 8.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.26% |
| Expected Shortfall (cVaR) | -0.72% | -2.26% |
| Year | 11382929:BTCUSD | 11382929:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 1.95 | -0.03 | + |
| 2023 | 155.54 | -8.07 | -0.05 | - |
| 2024 | 121.00 | 9.21 | 0.08 | - |
| 2025 | 17.02 | -1.53 | -0.09 | - |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| MTD | -1.15% | 4.4% |
| 3M | -4.25% | 31.76% |
| 6M | -1.85% | 12.25% |
| YTD | -1.53% | 17.02% |
| 1Y | -2.24% | 57.19% |
| 3Y (ann.) | 0.89% | 55.42% |
| 5Y (ann.) | 0.23% | 32.39% |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Max Drawdown | -19.71% | -67.18% |
| Longest DD Days | 795.0 | 683.0 |
| Avg. Drawdown | -8.38% | -7.87% |
| Avg. Drawdown Days | 171.0 | 38.0 |
| Recovery Factor | 0.04 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-20 | 2024-08-23 | -19.71 | 795 |
| 2025-04-02 | 2025-06-11 | -11.77 | 69 |
| 2022-02-17 | 2022-06-19 | -11.27 | 122 |
| 2024-09-05 | 2025-04-02 | -10.73 | 209 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-09-03 | 2024-09-04 | -1.95 | 0 |
| 2022-01-25 | 2022-01-26 | -0.99 | 0 |
| Metric | 11382929:btcusd:triple_med_gx:lsma55_75 | 11382929:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.94% | 35.75% |
| Worst Week | -9.15% | -29.64% |
| Best Month | 9.69% | 43.77% |
| Worst Month | -9.16% | -37.12% |
| Best Year | 9.21% | 155.54% |
| Worst Year | -8.07% | -60.81% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.81% | -0.9% |
| Avg. Up Week | 3.1% | 7.37% |
| Avg. Down Week | -2.44% | -4.26% |
| Avg. Up Month | 3.41% | 16.2% |
| Avg. Down Month | -2.97% | -9.38% |
| Win Days % | 42.49% | 51.23% |
| Win Month % | 48.78% | 59.52% |
| Win Week % | 47.13% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |