| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -18.9% | 205.34% |
| Max Drawdown | -32.25% | -67.18% |
| Sharpe | -0.14 | 0.44 |
| Sortino | -0.2 | 0.65 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 60.43 | 3.15 |
| Outlier Loss Ratio | 3.86 | 3.14 |
| Volatility (ann.) | 8.49% | 26.45% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.19 | 0.58 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 94.1 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.5% | 2.69% |
| Expected Yearly % | -5.1% | 32.19% |
| Kelly Criterion | -8.93% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11385696:BTCUSD | 11385696:btcusd:triple_med_gx:lsma60_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -0.51 | 0.01 | + |
| 2023 | 155.54 | 9.62 | 0.06 | - |
| 2024 | 121.00 | -18.14 | -0.15 | - |
| 2025 | 17.02 | -9.16 | -0.54 | - |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.4% |
| 3M | -1.26% | 31.76% |
| 6M | -14.79% | 12.25% |
| YTD | -9.16% | 17.02% |
| 1Y | -27.03% | 57.19% |
| 3Y (ann.) | -4.79% | 55.42% |
| 5Y (ann.) | -6.0% | 39.05% |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Max Drawdown | -32.25% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -7.51% | -6.27% |
| Avg. Drawdown Days | 99.0 | 29.0 |
| Recovery Factor | -0.59 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -32.25 | 355 |
| 2023-04-26 | 2024-06-20 | -15.67 | 420 |
| 2022-03-17 | 2022-07-05 | -10.65 | 110 |
| 2022-10-21 | 2023-02-15 | -7.14 | 117 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-08-25 | 2022-10-17 | -6.19 | 52 |
| 2022-01-26 | 2022-03-16 | -5.06 | 48 |
| 2023-04-01 | 2023-04-26 | -3.12 | 25 |
| 2022-08-02 | 2022-08-25 | -1.53 | 22 |
| 2022-07-06 | 2022-08-02 | -1.03 | 27 |
| Metric | 11385696:btcusd:triple_med_gx:lsma60_85 | 11385696:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -9.54% | -29.64% |
| Best Month | 7.96% | 43.77% |
| Worst Month | -8.32% | -37.12% |
| Best Year | 9.62% | 155.54% |
| Worst Year | -18.14% | -53.8% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.81% | -0.9% |
| Avg. Up Week | 2.98% | 7.62% |
| Avg. Down Week | -2.68% | -3.61% |
| Avg. Up Month | 3.1% | 12.55% |
| Avg. Down Month | -3.75% | -10.36% |
| Win Days % | 41.41% | 51.28% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 44.71% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |