| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -3.18% | 168.36% |
| Max Drawdown | -28.26% | -67.18% |
| Sharpe | 0.01 | 0.41 |
| Sortino | 0.02 | 0.59 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.07 | 1.05 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 0.07 | 0.98 |
| Outlier Win Ratio | 55.72 | 3.21 |
| Outlier Loss Ratio | 3.95 | 3.13 |
| Volatility (ann.) | 8.5% | 26.51% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.03 | 0.5 |
| Skew | 2.04 | 0.19 |
| Kurtosis | 81.19 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.38% |
| Expected Yearly % | -0.81% | 27.99% |
| Kelly Criterion | -5.59% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11384395:BTCUSD | 11384395:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 1.66 | -0.03 | + |
| 2023 | 155.54 | 12.54 | 0.08 | - |
| 2024 | 121.00 | -5.68 | -0.05 | - |
| 2025 | 17.02 | -10.28 | -0.60 | - |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -1.98% | 31.76% |
| 6M | -14.53% | 12.25% |
| YTD | -10.28% | 17.02% |
| 1Y | -23.61% | 57.19% |
| 3Y (ann.) | -2.81% | 55.42% |
| 5Y (ann.) | -0.95% | 33.81% |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Max Drawdown | -28.26% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.27% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | -0.11 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -28.26 | 358 |
| 2022-08-25 | 2023-04-26 | -13.92 | 244 |
| 2023-04-26 | 2024-03-25 | -11.83 | 333 |
| 2022-05-16 | 2022-07-06 | -4.82 | 51 |
| 2022-01-28 | 2022-03-14 | -4.47 | 45 |
| 2022-08-03 | 2022-08-10 | -4.10 | 6 |
| 2022-05-05 | 2022-05-15 | -4.10 | 10 |
| 2022-04-16 | 2022-05-05 | -3.37 | 19 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-04-08 | 2024-04-20 | -2.08 | 12 |
| Metric | 11384395:btcusd:triple_med_gx:lsma55_80 | 11384395:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 7.15% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 12.54% | 155.54% |
| Worst Year | -10.28% | -59.39% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 2.94% | 8.05% |
| Avg. Down Week | -2.48% | -3.77% |
| Avg. Up Month | 2.8% | 12.56% |
| Avg. Down Month | -3.49% | -8.61% |
| Win Days % | 42.81% | 51.22% |
| Win Month % | 57.14% | 59.52% |
| Win Week % | 48.28% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |