| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.61% | 159.0% |
| Max Drawdown | -11.77% | -67.18% |
| Sharpe | 0.08 | 0.4 |
| Sortino | 0.12 | 0.57 |
| Payoff Ratio | 1.2 | 0.99 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 125.21 | 2.59 |
| Outlier Loss Ratio | 3.98 | 2.58 |
| Volatility (ann.) | 4.87% | 26.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.09 | 0.48 |
| Skew | 2.21 | 0.18 |
| Kurtosis | 147.99 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.29% |
| Expected Yearly % | 0.89% | 26.86% |
| Kelly Criterion | -9.51% | 1.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.26% |
| Expected Shortfall (cVaR) | -0.42% | -2.26% |
| Year | 11383093:BTCUSD | 11383093:btcusd:triple_med_gx:lsma65_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 5.80 | -0.10 | + |
| 2023 | 155.54 | 0.34 | 0.00 | - |
| 2024 | 121.00 | 1.31 | 0.01 | - |
| 2025 | 17.02 | -3.65 | -0.21 | - |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| MTD | -0.26% | 4.4% |
| 3M | -4.85% | 31.76% |
| 6M | -4.36% | 12.25% |
| YTD | -3.65% | 17.02% |
| 1Y | -1.81% | 57.19% |
| 3Y (ann.) | -1.48% | 55.42% |
| 5Y (ann.) | 1.05% | 32.39% |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -67.18% |
| Longest DD Days | 1046.0 | 683.0 |
| Avg. Drawdown | -3.04% | -7.87% |
| Avg. Drawdown Days | 130.0 | 38.0 |
| Recovery Factor | 0.31 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-06-11 | -11.77 | 1046 |
| 2022-05-16 | 2022-07-06 | -4.78 | 51 |
| 2022-01-28 | 2022-03-14 | -4.50 | 45 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-05-05 | 2022-05-15 | -2.32 | 10 |
| 2022-04-15 | 2022-05-05 | -0.73 | 19 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| Metric | 11383093:btcusd:triple_med_gx:lsma65_75 | 11383093:BTCUSD |
|---|---|---|
| Best Day | 5.45% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 4.73% | 35.75% |
| Worst Week | -6.83% | -29.64% |
| Best Month | 4.84% | 43.77% |
| Worst Month | -6.83% | -37.12% |
| Best Year | 5.8% | 155.54% |
| Worst Year | -3.65% | -60.81% |
| Avg. Up Day | 0.9% | 0.95% |
| Avg. Down Day | -0.75% | -0.97% |
| Avg. Up Week | 1.67% | 5.85% |
| Avg. Down Week | -1.05% | -2.2% |
| Avg. Up Month | 1.82% | 13.14% |
| Avg. Down Month | -0.99% | -12.67% |
| Win Days % | 40.24% | 51.23% |
| Win Month % | 42.11% | 59.52% |
| Win Week % | 46.27% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |