| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -25.41% | 198.43% |
| Max Drawdown | -44.65% | -67.18% |
| Sharpe | -0.13 | 0.43 |
| Sortino | -0.19 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 34.54 | 3.47 |
| Outlier Loss Ratio | 4.15 | 3.48 |
| Volatility (ann.) | 11.1% | 26.29% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.18 | 0.55 |
| Skew | 0.42 | 0.19 |
| Kurtosis | 47.57 | 6.36 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.68% | 2.58% |
| Expected Yearly % | -7.07% | 31.43% |
| Kelly Criterion | -6.72% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.23% |
| Expected Shortfall (cVaR) | -0.96% | -2.23% |
| Year | 11372670:BTCUSD | 11372670:btcusd:triple_med_gx:lsma75_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -11.75 | 0.20 | + |
| 2023 | 155.54 | 3.38 | 0.02 | - |
| 2024 | 121.00 | -12.19 | -0.10 | - |
| 2025 | 30.14 | -6.89 | -0.23 | - |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| MTD | 2.01% | 13.36% |
| 3M | 4.05% | 45.08% |
| 6M | -11.21% | 28.47% |
| YTD | -6.89% | 30.14% |
| 1Y | -15.94% | 105.13% |
| 3Y (ann.) | -10.83% | 81.7% |
| 5Y (ann.) | -8.08% | 36.92% |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Max Drawdown | -44.65% | -67.18% |
| Longest DD Days | 1180.0 | 683.0 |
| Avg. Drawdown | -4.92% | -6.95% |
| Avg. Drawdown Days | 96.0 | 34.0 |
| Recovery Factor | -0.57 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2025-07-14 | -44.65 | 1180 |
| 2022-03-20 | 2022-04-20 | -4.71 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-31 | 2022-02-26 | -0.66 | 25 |
| 2022-03-01 | 2022-03-16 | -0.29 | 15 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11372670:btcusd:triple_med_gx:lsma75_25 | 11372670:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 13.49% | 43.77% |
| Worst Month | -14.7% | -37.12% |
| Best Year | 3.38% | 155.54% |
| Worst Year | -12.19% | -59.39% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.46% | 7.05% |
| Avg. Down Week | -3.01% | -3.79% |
| Avg. Up Month | 5.06% | 14.72% |
| Avg. Down Month | -6.26% | -11.65% |
| Win Days % | 44.33% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 46.02% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |