| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -0.66% | 206.05% |
| Max Drawdown | -24.73% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.05 | 0.65 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.26 | 3.12 |
| Outlier Loss Ratio | 3.83 | 2.98 |
| Volatility (ann.) | 7.63% | 26.45% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.01 | 0.58 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 109.32 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.7% |
| Expected Yearly % | -0.17% | 32.27% |
| Kelly Criterion | -3.86% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.25% |
| Expected Shortfall (cVaR) | -0.66% | -2.25% |
| Year | 11387585:BTCUSD | 11387585:btcusd:triple_med_gx:lsma75_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 16.03 | -0.30 | + |
| 2023 | 155.54 | -1.77 | -0.01 | - |
| 2024 | 121.00 | -6.51 | -0.05 | - |
| 2025 | 17.02 | -6.77 | -0.40 | - |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| MTD | 1.26% | 4.4% |
| 3M | -1.68% | 31.76% |
| 6M | -6.73% | 12.25% |
| YTD | -6.77% | 17.02% |
| 1Y | -14.84% | 57.19% |
| 3Y (ann.) | -4.31% | 55.42% |
| 5Y (ann.) | -0.2% | 39.18% |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Max Drawdown | -24.73% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -5.28% | -6.21% |
| Avg. Drawdown Days | 120.0 | 29.0 |
| Recovery Factor | -0.03 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-28 | 2025-06-11 | -24.73 | 500 |
| 2022-03-20 | 2023-07-13 | -15.99 | 480 |
| 2023-07-31 | 2024-01-02 | -6.07 | 155 |
| 2024-01-02 | 2024-01-08 | -2.40 | 6 |
| 2022-02-01 | 2022-02-28 | -1.54 | 26 |
| 2024-01-09 | 2024-01-28 | -0.89 | 19 |
| 2023-07-14 | 2023-07-23 | -0.68 | 9 |
| 2022-03-19 | 2022-03-19 | -0.20 | 0 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11387585:btcusd:triple_med_gx:lsma75_90 | 11387585:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 14.89% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 13.54% | 43.77% |
| Worst Month | -11.61% | -37.12% |
| Best Year | 16.03% | 155.54% |
| Worst Year | -6.77% | -53.69% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.76% | -0.87% |
| Avg. Up Week | 1.91% | 8.39% |
| Avg. Down Week | -2.12% | -4.21% |
| Avg. Up Month | 3.96% | 12.4% |
| Avg. Down Month | -3.65% | -11.69% |
| Win Days % | 42.71% | 51.27% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 46.99% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |