| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.6% | 168.36% |
| Max Drawdown | -32.28% | -67.18% |
| Sharpe | -0.11 | 0.41 |
| Sortino | -0.15 | 0.59 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.08 | 1.05 |
| CPC Index | 0.46 | 0.62 |
| Tail Ratio | 0.08 | 0.98 |
| Outlier Win Ratio | 55.54 | 3.2 |
| Outlier Loss Ratio | 3.98 | 3.18 |
| Volatility (ann.) | 8.46% | 26.51% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.15 | 0.5 |
| Skew | 1.25 | 0.19 |
| Kurtosis | 71.42 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.4% | 2.38% |
| Expected Yearly % | -4.15% | 27.99% |
| Kelly Criterion | -8.2% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11384344:BTCUSD | 11384344:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -1.15 | 0.02 | + |
| 2023 | 155.54 | 4.34 | 0.03 | - |
| 2024 | 121.00 | -9.12 | -0.08 | - |
| 2025 | 17.02 | -9.95 | -0.58 | - |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| MTD | -0.31% | 4.4% |
| 3M | -3.27% | 31.76% |
| 6M | -15.75% | 12.25% |
| YTD | -9.95% | 17.02% |
| 1Y | -27.86% | 57.19% |
| 3Y (ann.) | -5.84% | 55.42% |
| 5Y (ann.) | -4.88% | 33.81% |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Max Drawdown | -32.28% | -67.18% |
| Longest DD Days | 565.0 | 683.0 |
| Avg. Drawdown | -5.18% | -7.27% |
| Avg. Drawdown Days | 72.0 | 35.0 |
| Recovery Factor | -0.48 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -32.28 | 358 |
| 2022-08-25 | 2024-03-13 | -15.86 | 565 |
| 2022-01-26 | 2022-05-05 | -9.43 | 98 |
| 2024-03-13 | 2024-04-08 | -5.20 | 25 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-05 | 2022-08-10 | -4.01 | 36 |
| 2022-05-05 | 2022-05-15 | -3.71 | 10 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.48 | 0 |
| 2022-06-19 | 2022-06-19 | -1.40 | 0 |
| Metric | 11384344:btcusd:triple_med_gx:lsma55_80 | 11384344:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -11.19% | -29.64% |
| Best Month | 8.66% | 43.77% |
| Worst Month | -9.98% | -37.12% |
| Best Year | 4.34% | 155.54% |
| Worst Year | -9.95% | -59.39% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 2.36% | 7.29% |
| Avg. Down Week | -2.81% | -3.64% |
| Avg. Up Month | 3.22% | 14.98% |
| Avg. Down Month | -4.44% | -7.51% |
| Win Days % | 41.75% | 51.22% |
| Win Month % | 47.62% | 59.52% |
| Win Week % | 50.0% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |