| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -18.67% | 206.05% |
| Max Drawdown | -36.83% | -67.18% |
| Sharpe | -0.12 | 0.44 |
| Sortino | -0.18 | 0.65 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 49.19 | 3.27 |
| Outlier Loss Ratio | 3.93 | 3.22 |
| Volatility (ann.) | 9.15% | 26.45% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.16 | 0.58 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 70.75 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.49% | 2.7% |
| Expected Yearly % | -5.03% | 32.27% |
| Kelly Criterion | -7.07% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.25% |
| Expected Shortfall (cVaR) | -0.79% | -2.25% |
| Year | 11387084:BTCUSD | 11387084:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -6.98 | 0.13 | + |
| 2023 | 155.54 | 13.41 | 0.09 | - |
| 2024 | 121.00 | -11.53 | -0.10 | - |
| 2025 | 17.02 | -12.85 | -0.76 | - |
| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| MTD | -0.37% | 4.4% |
| 3M | -4.2% | 31.76% |
| 6M | -18.46% | 12.25% |
| YTD | -12.85% | 17.02% |
| 1Y | -32.69% | 57.19% |
| 3Y (ann.) | -4.68% | 55.42% |
| 5Y (ann.) | -5.92% | 39.18% |
| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Max Drawdown | -36.83% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -5.14% | -6.21% |
| Avg. Drawdown Days | 67.0 | 29.0 |
| Recovery Factor | -0.51 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -36.83 | 358 |
| 2022-05-05 | 2023-04-26 | -13.78 | 356 |
| 2023-04-26 | 2023-12-20 | -11.28 | 237 |
| 2024-01-02 | 2024-03-13 | -7.95 | 70 |
| 2022-01-26 | 2022-03-16 | -7.71 | 49 |
| 2024-03-13 | 2024-03-25 | -5.20 | 12 |
| 2022-04-16 | 2022-05-04 | -2.85 | 18 |
| 2024-03-25 | 2024-04-20 | -1.53 | 25 |
| 2023-12-22 | 2024-01-02 | -1.28 | 10 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11387084:btcusd:triple_med_gx:lsma55_90 | 11387084:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.2% | 35.75% |
| Worst Week | -9.66% | -29.64% |
| Best Month | 6.37% | 43.77% |
| Worst Month | -8.98% | -37.12% |
| Best Year | 13.41% | 155.54% |
| Worst Year | -12.85% | -53.69% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 2.95% | 7.31% |
| Avg. Down Week | -2.87% | -3.56% |
| Avg. Up Month | 3.59% | 13.13% |
| Avg. Down Month | -4.58% | -9.57% |
| Win Days % | 42.94% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 45.98% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |