| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 15.96% | 159.0% |
| Max Drawdown | -14.12% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.33 | 0.57 |
| Payoff Ratio | 1.35 | 1.22 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 75.12 | 2.95 |
| Outlier Loss Ratio | 4.11 | 2.88 |
| Volatility (ann.) | 7.12% | 26.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.32 | 0.48 |
| Skew | 6.31 | 0.18 |
| Kurtosis | 153.36 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.29% |
| Expected Yearly % | 3.77% | 26.86% |
| Kelly Criterion | -2.03% | 11.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.26% |
| Expected Shortfall (cVaR) | -0.61% | -2.26% |
| Year | 11383208:BTCUSD | 11383208:btcusd:triple_med_gx:lsma60_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 5.22 | -0.09 | + |
| 2023 | 155.54 | 10.40 | 0.07 | - |
| 2024 | 121.00 | 9.68 | 0.08 | - |
| 2025 | 17.02 | -8.98 | -0.53 | - |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| MTD | 0.06% | 4.4% |
| 3M | -11.85% | 31.76% |
| 6M | -4.73% | 12.25% |
| YTD | -8.98% | 17.02% |
| 1Y | 0.83% | 57.19% |
| 3Y (ann.) | 3.43% | 55.42% |
| 5Y (ann.) | 4.46% | 32.39% |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Max Drawdown | -14.12% | -67.18% |
| Longest DD Days | 246.0 | 683.0 |
| Avg. Drawdown | -3.68% | -7.87% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 1.13 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-28 | 2025-06-11 | -14.12 | 74 |
| 2022-07-31 | 2023-03-13 | -12.69 | 225 |
| 2023-12-20 | 2024-08-23 | -10.90 | 246 |
| 2023-04-28 | 2023-12-20 | -9.06 | 236 |
| 2024-09-26 | 2024-12-05 | -6.80 | 69 |
| 2024-08-24 | 2024-09-09 | -5.02 | 16 |
| 2022-01-29 | 2022-05-30 | -4.88 | 121 |
| 2022-06-21 | 2022-07-07 | -2.83 | 15 |
| 2023-04-02 | 2023-04-27 | -2.79 | 25 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11383208:btcusd:triple_med_gx:lsma60_75 | 11383208:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -8.97% | -29.64% |
| Best Month | 10.23% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 10.4% | 155.54% |
| Worst Year | -8.98% | -60.81% |
| Avg. Up Day | 0.98% | 1.02% |
| Avg. Down Day | -0.73% | -0.83% |
| Avg. Up Week | 3.38% | 8.27% |
| Avg. Down Week | -1.89% | -2.67% |
| Avg. Up Month | 3.09% | 12.66% |
| Avg. Down Month | -1.75% | -13.03% |
| Win Days % | 41.42% | 51.23% |
| Win Month % | 47.62% | 59.52% |
| Win Week % | 42.17% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |