| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 0.42% | 190.14% |
| Max Drawdown | -31.6% | -67.18% |
| Sharpe | 0.06 | 0.42 |
| Sortino | 0.08 | 0.61 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.53 | 0.62 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 35.34 | 3.44 |
| Outlier Loss Ratio | 4.29 | 3.36 |
| Volatility (ann.) | 10.54% | 26.33% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.0 | 0.53 |
| Skew | 2.0 | 0.18 |
| Kurtosis | 57.45 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.51% |
| Expected Yearly % | 0.1% | 30.51% |
| Kelly Criterion | -3.29% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11371815:BTCUSD | 11371815:btcusd:triple_med_gx:lsma65_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -0.27 | 0.00 | + |
| 2023 | 155.54 | 7.13 | 0.05 | - |
| 2024 | 121.00 | 3.35 | 0.03 | - |
| 2025 | 30.14 | -9.05 | -0.30 | - |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| MTD | 5.57% | 13.36% |
| 3M | 3.05% | 45.08% |
| 6M | -9.44% | 28.47% |
| YTD | -9.05% | 30.14% |
| 1Y | -21.28% | 105.13% |
| 3Y (ann.) | -6.13% | 81.7% |
| 5Y (ann.) | 0.12% | 35.72% |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Max Drawdown | -31.6% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -4.96% | -7.32% |
| Avg. Drawdown Days | 87.0 | 35.0 |
| Recovery Factor | 0.01 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -31.60 | 1089 |
| 2022-05-05 | 2022-07-07 | -14.54 | 63 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-01-30 | 2022-02-28 | -4.00 | 29 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-07-08 | 2022-07-18 | -3.83 | 9 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-04-19 | 2022-05-05 | -0.71 | 16 |
| Metric | 11371815:btcusd:triple_med_gx:lsma65_20 | 11371815:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 14.93% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 13.08% | 43.77% |
| Worst Month | -12.5% | -37.12% |
| Best Year | 7.13% | 155.54% |
| Worst Year | -9.05% | -60.52% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.07% | 7.76% |
| Avg. Down Week | -1.95% | -3.3% |
| Avg. Up Month | 6.41% | 17.02% |
| Avg. Down Month | -4.89% | -9.74% |
| Win Days % | 44.62% | 51.27% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 42.74% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |