| Metric | 11372644:btcusd:triple_med_gx:lsma65_25 | 11372644:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -10.21% | 190.14% |
| Max Drawdown | -39.71% | -67.18% |
| Sharpe | -0.03 | 0.42 |
| Sortino | -0.04 | 0.61 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 37.63 | 3.4 |
| Outlier Loss Ratio | 4.24 | 3.35 |
| Volatility (ann.) | 10.03% | 26.33% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.08 | 0.53 |
| Skew | 1.42 | 0.18 |
| Kurtosis | 52.22 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.51% |
| Expected Yearly % | -2.66% | 30.51% |
| Kelly Criterion | -5.2% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11372644:BTCUSD | 11372644:btcusd:triple_med_gx:lsma65_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 3.50 | -0.06 | + |
| 2023 | 155.54 | -0.93 | -0.01 | - |
| 2024 | 121.00 | -1.51 | -0.01 | - |
| 2025 | 30.14 | -11.08 | -0.37 | - |
| Metric | 11372644:btcusd:triple_med_gx:lsma65_25 | 11372644:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 3.32% | 45.08% |
| 6M | -11.46% | 28.47% |
| YTD | -11.08% | 30.14% |
| 1Y | -20.6% | 105.13% |
| 3Y (ann.) | -9.74% | 81.7% |
| 5Y (ann.) | -3.04% | 35.72% |
| Metric | 11372644:btcusd:triple_med_gx:lsma65_25 | 11372644:BTCUSD |
|---|---|---|
| Max Drawdown | -39.71% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.32% |
| Avg. Drawdown Days | 88.0 | 35.0 |
| Recovery Factor | -0.26 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -39.71 | 1089 |
| 2022-03-31 | 2022-07-18 | -16.02 | 108 |
| 2022-01-30 | 2022-02-28 | -4.60 | 29 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| Metric | 11372644:btcusd:triple_med_gx:lsma65_25 | 11372644:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 14.93% | 35.75% |
| Worst Week | -9.96% | -29.64% |
| Best Month | 12.78% | 43.77% |
| Worst Month | -12.3% | -37.12% |
| Best Year | 3.5% | 155.54% |
| Worst Year | -11.08% | -60.52% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.85% | 7.66% |
| Avg. Down Week | -2.26% | -2.62% |
| Avg. Up Month | 4.46% | 14.86% |
| Avg. Down Month | -5.16% | -11.19% |
| Win Days % | 44.5% | 51.27% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 41.96% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |