| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.76% | 208.61% |
| Max Drawdown | -24.69% | -67.18% |
| Sharpe | 0.03 | 0.45 |
| Sortino | 0.05 | 0.65 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.52 | 0.63 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 46.71 | 3.35 |
| Outlier Loss Ratio | 4.03 | 3.21 |
| Volatility (ann.) | 9.39% | 26.38% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.02 | 0.59 |
| Skew | 2.51 | 0.2 |
| Kurtosis | 77.94 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.72% |
| Expected Yearly % | -0.44% | 32.54% |
| Kelly Criterion | -4.67% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11388409:BTCUSD | 11388409:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 5.01 | -0.09 | + |
| 2023 | 155.54 | -2.73 | -0.02 | - |
| 2024 | 121.00 | -0.32 | -0.00 | - |
| 2025 | 17.02 | -3.51 | -0.21 | - |
| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| MTD | -0.51% | 4.4% |
| 3M | -7.75% | 31.76% |
| 6M | -8.1% | 12.25% |
| YTD | -3.51% | 17.02% |
| 1Y | -18.4% | 57.19% |
| 3Y (ann.) | -1.83% | 55.42% |
| 5Y (ann.) | -0.52% | 39.6% |
| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Max Drawdown | -24.69% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.33% |
| Avg. Drawdown Days | 60.0 | 31.0 |
| Recovery Factor | -0.07 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-06-11 | -24.69 | 425 |
| 2022-08-25 | 2024-03-24 | -20.26 | 577 |
| 2022-02-17 | 2022-03-16 | -6.49 | 27 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-04-14 | 2022-05-14 | -5.55 | 30 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-01 | 2022-08-10 | -2.16 | 9 |
| 2024-03-25 | 2024-04-10 | -1.36 | 16 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| Metric | 11388409:btcusd:triple_med_gx:lsma55_95 | 11388409:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.32% | 35.75% |
| Worst Week | -12.0% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -12.43% | -37.12% |
| Best Year | 5.01% | 155.54% |
| Worst Year | -3.51% | -53.3% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.4% | 8.08% |
| Avg. Down Week | -2.62% | -3.79% |
| Avg. Up Month | 3.7% | 11.87% |
| Avg. Down Month | -3.09% | -10.53% |
| Win Days % | 43.29% | 51.28% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 41.76% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |