| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -9.17% | 159.0% |
| Max Drawdown | -27.57% | -67.18% |
| Sharpe | -0.06 | 0.4 |
| Sortino | -0.09 | 0.57 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.48 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 74.82 | 3.08 |
| Outlier Loss Ratio | 3.87 | 2.93 |
| Volatility (ann.) | 7.31% | 26.55% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.1 | 0.48 |
| Skew | 1.67 | 0.18 |
| Kurtosis | 116.84 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.29% |
| Expected Yearly % | -2.38% | 26.86% |
| Kelly Criterion | -8.36% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.26% |
| Expected Shortfall (cVaR) | -0.63% | -2.26% |
| Year | 11383037:BTCUSD | 11383037:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 12.45 | -0.20 | + |
| 2023 | 155.54 | 2.91 | 0.02 | - |
| 2024 | 121.00 | -14.12 | -0.12 | - |
| 2025 | 17.02 | -8.60 | -0.51 | - |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| MTD | -0.3% | 4.4% |
| 3M | -3.34% | 31.76% |
| 6M | -13.51% | 12.25% |
| YTD | -8.6% | 17.02% |
| 1Y | -14.92% | 57.19% |
| 3Y (ann.) | -3.46% | 55.42% |
| 5Y (ann.) | -2.8% | 32.39% |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Max Drawdown | -27.57% | -67.18% |
| Longest DD Days | 991.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.87% |
| Avg. Drawdown Days | 98.0 | 38.0 |
| Recovery Factor | -0.33 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-24 | 2025-06-11 | -27.57 | 991 |
| 2022-06-20 | 2022-07-05 | -4.03 | 15 |
| 2022-01-26 | 2022-03-14 | -3.73 | 47 |
| 2022-04-16 | 2022-06-19 | -3.26 | 64 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-07-06 | 2022-08-11 | -1.87 | 36 |
| 2022-08-25 | 2022-08-29 | -1.09 | 3 |
| 2022-09-23 | 2022-09-23 | -0.64 | 0 |
| 2022-08-30 | 2022-09-07 | -0.42 | 8 |
| Metric | 11383037:btcusd:triple_med_gx:lsma60_75 | 11383037:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 7.81% | 43.77% |
| Worst Month | -7.25% | -37.12% |
| Best Year | 12.45% | 155.54% |
| Worst Year | -14.12% | -60.81% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 2.6% | 7.66% |
| Avg. Down Week | -2.58% | -3.93% |
| Avg. Up Month | 2.6% | 13.13% |
| Avg. Down Month | -2.89% | -10.82% |
| Win Days % | 39.78% | 51.23% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 50.0% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |