| Metric | 11384345:btcusd:triple_med_gx:lsma60_80 | 11384345:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -10.69% | 168.36% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | -0.07 | 0.41 |
| Sortino | -0.1 | 0.59 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.48 | 0.61 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.67 | 3.11 |
| Outlier Loss Ratio | 3.91 | 2.99 |
| Volatility (ann.) | 7.73% | 26.51% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.11 | 0.5 |
| Skew | 1.36 | 0.19 |
| Kurtosis | 100.79 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.38% |
| Expected Yearly % | -2.79% | 27.99% |
| Kelly Criterion | -8.12% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.25% |
| Expected Shortfall (cVaR) | -0.67% | -2.25% |
| Year | 11384345:BTCUSD | 11384345:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 9.73 | -0.16 | + |
| 2023 | 155.54 | 5.39 | 0.03 | - |
| 2024 | 121.00 | -15.90 | -0.13 | - |
| 2025 | 17.02 | -8.18 | -0.48 | - |
| Metric | 11384345:btcusd:triple_med_gx:lsma60_80 | 11384345:BTCUSD |
|---|---|---|
| MTD | -0.03% | 4.4% |
| 3M | -1.69% | 31.76% |
| 6M | -13.87% | 12.25% |
| YTD | -8.18% | 17.02% |
| 1Y | -23.65% | 57.19% |
| 3Y (ann.) | -4.78% | 55.42% |
| 5Y (ann.) | -3.28% | 33.81% |
| Metric | 11384345:btcusd:triple_med_gx:lsma60_80 | 11384345:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.04% | -7.27% |
| Avg. Drawdown Days | 98.0 | 35.0 |
| Recovery Factor | -0.37 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -28.80 | 355 |
| 2023-04-26 | 2024-06-20 | -13.73 | 420 |
| 2022-08-30 | 2023-04-26 | -9.98 | 239 |
| 2022-01-26 | 2022-03-16 | -4.87 | 48 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-16 | 2022-05-15 | -3.93 | 60 |
| 2022-08-02 | 2022-08-29 | -3.25 | 26 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-07-06 | 2022-08-02 | -1.00 | 27 |
| 2022-05-30 | 2022-05-30 | -0.18 | 0 |
| Metric | 11384345:btcusd:triple_med_gx:lsma60_80 | 11384345:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 7.91% | 43.77% |
| Worst Month | -9.81% | -37.12% |
| Best Year | 9.73% | 155.54% |
| Worst Year | -15.9% | -59.39% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.78% | -0.88% |
| Avg. Up Week | 2.21% | 7.63% |
| Avg. Down Week | -2.45% | -3.62% |
| Avg. Up Month | 2.52% | 12.31% |
| Avg. Down Month | -2.81% | -9.51% |
| Win Days % | 40.76% | 51.22% |
| Win Month % | 48.78% | 59.52% |
| Win Week % | 50.0% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |