| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -10.35% | 205.34% |
| Max Drawdown | -21.2% | -67.18% |
| Sharpe | -0.07 | 0.44 |
| Sortino | -0.11 | 0.65 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.47 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.7 | 3.09 |
| Outlier Loss Ratio | 4.34 | 3.0 |
| Volatility (ann.) | 7.33% | 26.45% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.15 | 0.58 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 118.64 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.26% | 2.69% |
| Expected Yearly % | -2.69% | 32.19% |
| Kelly Criterion | -9.14% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.25% |
| Expected Shortfall (cVaR) | -0.63% | -2.25% |
| Year | 11385585:BTCUSD | 11385585:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 1.34 | -0.02 | + |
| 2023 | 155.54 | -6.89 | -0.04 | - |
| 2024 | 121.00 | 6.15 | 0.05 | - |
| 2025 | 17.02 | -10.49 | -0.62 | - |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| MTD | -1.58% | 4.4% |
| 3M | -12.63% | 31.76% |
| 6M | -14.09% | 12.25% |
| YTD | -10.49% | 17.02% |
| 1Y | -18.54% | 57.19% |
| 3Y (ann.) | -5.67% | 55.42% |
| 5Y (ann.) | -3.17% | 39.05% |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Max Drawdown | -21.2% | -67.18% |
| Longest DD Days | 649.0 | 683.0 |
| Avg. Drawdown | -6.08% | -6.27% |
| Avg. Drawdown Days | 110.0 | 29.0 |
| Recovery Factor | -0.49 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -21.20 | 246 |
| 2022-08-25 | 2024-06-04 | -20.62 | 649 |
| 2024-06-04 | 2024-10-07 | -10.75 | 124 |
| 2022-03-16 | 2022-06-20 | -4.32 | 95 |
| 2022-06-20 | 2022-08-11 | -4.03 | 51 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-02-26 | 2022-03-14 | -1.31 | 16 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-01-26 | 2022-02-25 | -0.44 | 30 |
| 2022-01-25 | 2022-01-26 | -0.18 | 0 |
| Metric | 11385585:btcusd:triple_med_gx:lsma60_85 | 11385585:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.04% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 10.28% | 43.77% |
| Worst Month | -12.7% | -37.12% |
| Best Year | 6.15% | 155.54% |
| Worst Year | -10.49% | -53.8% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.41% | 7.83% |
| Avg. Down Week | -2.17% | -3.69% |
| Avg. Up Month | 2.76% | 12.89% |
| Avg. Down Month | -2.65% | -11.93% |
| Win Days % | 39.74% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 44.83% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |