| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -19.25% | 206.05% |
| Max Drawdown | -33.93% | -67.18% |
| Sharpe | -0.14 | 0.44 |
| Sortino | -0.2 | 0.65 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | 0.29 | 1.07 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.31 | 0.99 |
| Outlier Win Ratio | 55.72 | 3.17 |
| Outlier Loss Ratio | 3.95 | 3.16 |
| Volatility (ann.) | 8.7% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.18 | 0.58 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 87.74 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.51% | 2.7% |
| Expected Yearly % | -5.2% | 32.27% |
| Kelly Criterion | -8.3% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.25% |
| Expected Shortfall (cVaR) | -0.75% | -2.25% |
| Year | 11387086:BTCUSD | 11387086:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 0.66 | -0.01 | + |
| 2023 | 155.54 | 11.40 | 0.07 | - |
| 2024 | 121.00 | -20.80 | -0.17 | - |
| 2025 | 17.02 | -9.07 | -0.53 | - |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | -2.63% | 31.76% |
| 6M | -14.71% | 12.25% |
| YTD | -9.07% | 17.02% |
| 1Y | -29.31% | 57.19% |
| 3Y (ann.) | -5.04% | 55.42% |
| 5Y (ann.) | -6.12% | 39.18% |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086:BTCUSD |
|---|---|---|
| Max Drawdown | -33.93% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -7.04% | -6.21% |
| Avg. Drawdown Days | 107.0 | 29.0 |
| Recovery Factor | -0.57 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -33.93 | 355 |
| 2023-04-26 | 2024-06-05 | -13.84 | 405 |
| 2022-03-17 | 2023-02-15 | -11.02 | 335 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-01-26 | 2022-03-14 | -4.66 | 47 |
| 2023-04-01 | 2023-04-26 | -3.12 | 25 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2024-06-19 | 2024-06-20 | -0.71 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2024-06-18 | 2024-06-19 | -0.18 | 0 |
| Metric | 11387086:btcusd:triple_med_gx:lsma60_90 | 11387086: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 | 8.11% | 43.77% |
| Worst Month | -8.32% | -37.12% |
| Best Year | 11.4% | 155.54% |
| Worst Year | -20.8% | -53.69% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 2.93% | 7.6% |
| Avg. Down Week | -2.67% | -3.59% |
| Avg. Up Month | 3.03% | 12.86% |
| Avg. Down Month | -3.83% | -10.36% |
| Win Days % | 42.11% | 51.27% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 45.35% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |