| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.2% | 208.61% |
| Max Drawdown | -24.7% | -67.18% |
| Sharpe | 0.12 | 0.45 |
| Sortino | 0.18 | 0.65 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 48.46 | 3.24 |
| Outlier Loss Ratio | 4.17 | 3.15 |
| Volatility (ann.) | 8.84% | 26.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.11 | 0.59 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 79.38 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.72% |
| Expected Yearly % | 2.22% | 32.54% |
| Kelly Criterion | -2.86% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11388740:BTCUSD | 11388740:btcusd:triple_med_gx:lsma60_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -5.48 | 0.10 | + |
| 2023 | 155.54 | 3.79 | 0.02 | - |
| 2024 | 121.00 | 8.15 | 0.07 | - |
| 2025 | 17.02 | 2.92 | 0.17 | - |
| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.4% |
| 3M | 0.22% | 31.76% |
| 6M | 1.97% | 12.25% |
| YTD | 2.92% | 17.02% |
| 1Y | -3.08% | 57.19% |
| 3Y (ann.) | 2.54% | 55.42% |
| 5Y (ann.) | 2.64% | 39.6% |
| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Max Drawdown | -24.7% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.33% |
| Avg. Drawdown Days | 152.0 | 31.0 |
| Recovery Factor | 0.37 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-06-11 | -24.70 | 1133 |
| 2022-03-17 | 2022-05-04 | -5.69 | 48 |
| 2022-01-30 | 2022-02-28 | -4.25 | 29 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-28 | 2022-01-29 | -0.35 | 1 |
| 2022-05-04 | 2022-05-05 | -0.06 | 0 |
| Metric | 11388740:btcusd:triple_med_gx:lsma60_95 | 11388740:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -7.97% | -37.12% |
| Best Year | 8.15% | 155.54% |
| Worst Year | -5.48% | -53.3% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.76% | 6.58% |
| Avg. Down Week | -1.85% | -3.65% |
| Avg. Up Month | 3.23% | 14.33% |
| Avg. Down Month | -3.05% | -12.22% |
| Win Days % | 44.37% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 47.62% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |