| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -11.87% | 159.0% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | -0.07 | 0.4 |
| Sortino | -0.1 | 0.57 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.3 | 3.21 |
| Outlier Loss Ratio | 3.97 | 3.18 |
| Volatility (ann.) | 8.22% | 26.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.16 | 0.48 |
| Skew | 1.35 | 0.18 |
| Kurtosis | 75.56 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.3% | 2.29% |
| Expected Yearly % | -3.11% | 26.86% |
| Kelly Criterion | -7.57% | 9.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.26% |
| Expected Shortfall (cVaR) | -0.71% | -2.26% |
| Year | 11383036:BTCUSD | 11383036:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -1.64 | 0.03 | + |
| 2023 | 155.54 | -0.36 | -0.00 | - |
| 2024 | 121.00 | 0.25 | 0.00 | - |
| 2025 | 17.02 | -10.29 | -0.60 | - |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| MTD | -0.59% | 4.4% |
| 3M | -4.19% | 31.76% |
| 6M | -15.17% | 12.25% |
| YTD | -10.29% | 17.02% |
| 1Y | -18.81% | 57.19% |
| 3Y (ann.) | -3.58% | 55.42% |
| 5Y (ann.) | -3.66% | 32.39% |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 992.0 | 683.0 |
| Avg. Drawdown | -5.05% | -7.87% |
| Avg. Drawdown Days | 134.0 | 38.0 |
| Recovery Factor | -0.52 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-23 | 2025-06-11 | -22.80 | 992 |
| 2022-01-26 | 2022-05-04 | -8.35 | 97 |
| 2022-06-20 | 2022-08-10 | -5.29 | 51 |
| 2022-05-05 | 2022-06-19 | -4.68 | 45 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-11 | 2022-08-29 | -1.66 | 18 |
| 2022-09-22 | 2022-09-22 | -0.18 | 0 |
| 2022-09-07 | 2022-09-07 | -0.18 | 0 |
| 2022-05-04 | 2022-05-05 | -0.06 | 0 |
| Metric | 11383036:btcusd:triple_med_gx:lsma55_75 | 11383036: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 | 9.76% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 0.25% | 155.54% |
| Worst Year | -10.29% | -60.81% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 2.57% | 6.95% |
| Avg. Down Week | -2.94% | -3.88% |
| Avg. Up Month | 3.08% | 14.13% |
| Avg. Down Month | -3.64% | -9.08% |
| Win Days % | 41.48% | 51.23% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 51.61% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |