| Metric | 11384133:btcusd:triple_med_gx:lsma70_75 | 11384133:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 7.3% | 147.72% |
| Max Drawdown | -7.27% | -67.18% |
| Sharpe | 0.17 | 0.39 |
| Sortino | 0.26 | 0.57 |
| Payoff Ratio | 1.57 | 1.03 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 258.41 | 2.4 |
| Outlier Loss Ratio | 3.71 | 2.43 |
| Volatility (ann.) | 3.48% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.29 | 0.47 |
| Skew | 3.22 | 0.18 |
| Kurtosis | 433.63 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.24% |
| Expected Yearly % | 1.78% | 25.46% |
| Kelly Criterion | 2.14% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11384133:BTCUSD | 11384133:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.91 | -0.17 | + |
| 2023 | 155.54 | -1.99 | -0.01 | - |
| 2024 | 121.00 | -1.06 | -0.01 | - |
| 2025 | 17.02 | -0.24 | -0.01 | - |
| Metric | 11384133:btcusd:triple_med_gx:lsma70_75 | 11384133:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.28% | 31.76% |
| 6M | -0.24% | 12.25% |
| YTD | -0.24% | 17.02% |
| 1Y | -3.57% | 57.19% |
| 3Y (ann.) | 2.64% | 55.42% |
| 5Y (ann.) | 2.14% | 31.44% |
| Metric | 11384133:btcusd:triple_med_gx:lsma70_75 | 11384133:BTCUSD |
|---|---|---|
| Max Drawdown | -7.27% | -67.18% |
| Longest DD Days | 487.0 | 683.0 |
| Avg. Drawdown | -3.02% | -7.67% |
| Avg. Drawdown Days | 131.0 | 38.0 |
| Recovery Factor | 1.0 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-03 | 2024-06-04 | -7.27 | 487 |
| 2024-06-05 | 2025-03-19 | -6.26 | 287 |
| 2025-03-20 | 2025-06-11 | -4.87 | 83 |
| 2022-04-08 | 2022-09-26 | -3.22 | 171 |
| 2022-10-20 | 2022-11-10 | -1.51 | 20 |
| 2022-02-21 | 2022-02-22 | -0.92 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384133:btcusd:triple_med_gx:lsma70_75 | 11384133:BTCUSD |
|---|---|---|
| Best Day | 4.91% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 7.26% | 35.75% |
| Worst Week | -5.81% | -29.64% |
| Best Month | 7.26% | 43.77% |
| Worst Month | -5.81% | -37.12% |
| Best Year | 10.91% | 155.54% |
| Worst Year | -1.99% | -62.52% |
| Avg. Up Day | 1.06% | 1.12% |
| Avg. Down Day | -0.68% | -1.09% |
| Avg. Up Week | 3.54% | 2.79% |
| Avg. Down Week | -1.73% | -5.7% |
| Avg. Up Month | 1.61% | 7.05% |
| Avg. Down Month | -1.04% | -16.99% |
| Win Days % | 40.22% | 51.26% |
| Win Month % | 44.0% | 58.54% |
| Win Week % | 42.31% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |