| Metric | 11384343:btcusd:triple_med_gx:lsma50_80 | 11384343:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -9.23% | 168.36% |
| Max Drawdown | -27.35% | -67.18% |
| Sharpe | -0.03 | 0.41 |
| Sortino | -0.04 | 0.59 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 1.13 | 1.05 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 1.15 | 0.98 |
| Outlier Win Ratio | 45.05 | 3.36 |
| Outlier Loss Ratio | 3.99 | 3.32 |
| Volatility (ann.) | 9.69% | 26.51% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.1 | 0.5 |
| Skew | 1.36 | 0.19 |
| Kurtosis | 66.64 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.23% | 2.38% |
| Expected Yearly % | -2.39% | 27.99% |
| Kelly Criterion | -6.15% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.25% |
| Expected Shortfall (cVaR) | -0.84% | -2.25% |
| Year | 11384343:BTCUSD | 11384343:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -5.98 | 0.10 | + |
| 2023 | 155.54 | 3.29 | 0.02 | - |
| 2024 | 121.00 | 2.81 | 0.02 | - |
| 2025 | 17.02 | -9.09 | -0.53 | - |
| Metric | 11384343:btcusd:triple_med_gx:lsma50_80 | 11384343:BTCUSD |
|---|---|---|
| MTD | -0.85% | 4.4% |
| 3M | -3.22% | 31.76% |
| 6M | -13.28% | 12.25% |
| YTD | -9.09% | 17.02% |
| 1Y | -23.11% | 57.19% |
| 3Y (ann.) | 1.13% | 55.42% |
| 5Y (ann.) | -2.82% | 33.81% |
| Metric | 11384343:btcusd:triple_med_gx:lsma50_80 | 11384343:BTCUSD |
|---|---|---|
| Max Drawdown | -27.35% | -67.18% |
| Longest DD Days | 371.0 | 683.0 |
| Avg. Drawdown | -6.79% | -7.27% |
| Avg. Drawdown Days | 100.0 | 35.0 |
| Recovery Factor | -0.34 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -27.35 | 371 |
| 2022-01-26 | 2022-09-21 | -15.90 | 238 |
| 2023-04-26 | 2024-02-27 | -14.68 | 306 |
| 2022-09-21 | 2023-04-26 | -11.81 | 216 |
| 2024-03-13 | 2024-03-24 | -3.73 | 11 |
| 2024-04-19 | 2024-04-20 | -2.02 | 1 |
| 2024-03-11 | 2024-03-13 | -1.59 | 1 |
| 2024-04-20 | 2024-06-02 | -1.18 | 42 |
| 2024-03-25 | 2024-04-07 | -1.17 | 13 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| Metric | 11384343:btcusd:triple_med_gx:lsma50_80 | 11384343:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 9.75% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 11.26% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 3.29% | 155.54% |
| Worst Year | -9.09% | -59.39% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.1% | 7.18% |
| Avg. Down Week | -2.72% | -4.07% |
| Avg. Up Month | 3.38% | 15.21% |
| Avg. Down Month | -3.83% | -8.46% |
| Win Days % | 43.34% | 51.22% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 48.48% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |