| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.8% | 205.34% |
| Max Drawdown | -23.15% | -67.18% |
| Sharpe | 0.1 | 0.44 |
| Sortino | 0.15 | 0.65 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.61 | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 0.59 | 0.99 |
| Outlier Win Ratio | 51.51 | 3.32 |
| Outlier Loss Ratio | 4.13 | 3.14 |
| Volatility (ann.) | 8.9% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.08 | 0.58 |
| Skew | 2.95 | 0.2 |
| Kurtosis | 91.09 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.69% |
| Expected Yearly % | 1.66% | 32.19% |
| Kelly Criterion | -3.8% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.25% |
| Expected Shortfall (cVaR) | -0.76% | -2.25% |
| Year | 11385583:BTCUSD | 11385583:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 7.30 | -0.14 | + |
| 2023 | 155.54 | -8.24 | -0.05 | - |
| 2024 | 121.00 | 11.17 | 0.09 | - |
| 2025 | 17.02 | -2.42 | -0.14 | - |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| MTD | -1.11% | 4.4% |
| 3M | -6.29% | 31.76% |
| 6M | -4.87% | 12.25% |
| YTD | -2.42% | 17.02% |
| 1Y | -12.83% | 57.19% |
| 3Y (ann.) | 1.12% | 55.42% |
| 5Y (ann.) | 1.96% | 39.05% |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.27% |
| Avg. Drawdown Days | 67.0 | 29.0 |
| Recovery Factor | 0.29 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-04-06 | -23.15 | 590 |
| 2024-06-04 | 2025-06-11 | -16.25 | 371 |
| 2022-01-26 | 2022-05-14 | -7.38 | 108 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-06-20 | 2022-08-11 | -4.03 | 51 |
| 2024-04-12 | 2024-05-04 | -2.32 | 22 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-01-25 | 2022-01-26 | -0.99 | 0 |
| Metric | 11385583:btcusd:triple_med_gx:lsma55_85 | 11385583:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.43% | 35.75% |
| Worst Week | -9.15% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 11.17% | 155.54% |
| Worst Year | -8.24% | -53.8% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.01% | 7.76% |
| Avg. Down Week | -2.3% | -3.79% |
| Avg. Up Month | 3.45% | 13.51% |
| Avg. Down Month | -1.98% | -9.57% |
| Win Days % | 42.88% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 44.57% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |