| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -18.31% | 206.05% |
| Max Drawdown | -24.85% | -67.18% |
| Sharpe | -0.3 | 0.44 |
| Sortino | -0.44 | 0.65 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 0.8 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.34 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 145.48 | 2.63 |
| Outlier Loss Ratio | 4.53 | 2.66 |
| Volatility (ann.) | 4.63% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.23 | 0.58 |
| Skew | 2.1 | 0.2 |
| Kurtosis | 179.68 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.7% |
| Expected Yearly % | -4.93% | 32.27% |
| Kelly Criterion | -18.59% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.25% |
| Expected Shortfall (cVaR) | -0.4% | -2.25% |
| Year | 11386977:BTCUSD | 11386977:btcusd:triple_med_gx:lsma75_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -2.16 | 0.04 | + |
| 2023 | 155.54 | -9.33 | -0.06 | - |
| 2024 | 121.00 | -5.73 | -0.05 | - |
| 2025 | 17.02 | -2.31 | -0.14 | - |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| MTD | -0.11% | 4.4% |
| 3M | -2.43% | 31.76% |
| 6M | -8.16% | 12.25% |
| YTD | -2.31% | 17.02% |
| 1Y | -20.45% | 57.19% |
| 3Y (ann.) | -7.78% | 55.42% |
| 5Y (ann.) | -5.8% | 39.18% |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Max Drawdown | -24.85% | -67.18% |
| Longest DD Days | 1038.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.21% |
| Avg. Drawdown Days | 187.0 | 29.0 |
| Recovery Factor | -0.74 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2025-06-11 | -24.85 | 1038 |
| 2022-04-16 | 2022-06-20 | -1.70 | 65 |
| 2022-02-26 | 2022-03-16 | -1.08 | 18 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| Metric | 11386977:btcusd:triple_med_gx:lsma75_90 | 11386977:BTCUSD |
|---|---|---|
| Best Day | 5.45% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 5.32% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 5.32% | 43.77% |
| Worst Month | -9.32% | -37.12% |
| Best Year | -2.16% | 155.54% |
| Worst Year | -9.33% | -53.69% |
| Avg. Up Day | 0.79% | 0.84% |
| Avg. Down Day | -0.64% | -0.71% |
| Avg. Up Week | 2.15% | 7.34% |
| Avg. Down Week | -2.04% | -3.34% |
| Avg. Up Month | 2.01% | 12.74% |
| Avg. Down Month | -2.97% | -8.81% |
| Win Days % | 34.51% | 51.27% |
| Win Month % | 42.11% | 61.9% |
| Win Week % | 41.79% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 75.0% |