| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.46% | 190.14% |
| Max Drawdown | -29.02% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.02 | 0.61 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.52 | 0.66 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 42.38 | 3.32 |
| Outlier Loss Ratio | 4.41 | 3.28 |
| Volatility (ann.) | 9.23% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.04 | 0.53 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 62.32 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.51% |
| Expected Yearly % | -1.13% | 30.51% |
| Kelly Criterion | -4.28% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11374447:BTCUSD | 11374447:btcusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 12.73 | -0.21 | + |
| 2023 | 155.54 | -9.10 | -0.06 | - |
| 2024 | 121.00 | -3.92 | -0.03 | - |
| 2025 | 30.14 | -2.95 | -0.10 | - |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 0.38% | 45.08% |
| 6M | -3.59% | 28.47% |
| YTD | -2.95% | 30.14% |
| 1Y | -11.78% | 105.13% |
| 3Y (ann.) | -7.22% | 81.7% |
| 5Y (ann.) | -1.3% | 35.72% |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Max Drawdown | -29.02% | -67.18% |
| Longest DD Days | 1009.0 | 683.0 |
| Avg. Drawdown | -4.8% | -7.32% |
| Avg. Drawdown Days | 101.0 | 35.0 |
| Recovery Factor | -0.15 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-08 | 2025-07-14 | -29.02 | 1009 |
| 2022-04-19 | 2022-09-27 | -14.11 | 161 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-01-30 | 2022-02-28 | -3.91 | 29 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| Metric | 11374447:btcusd:triple_med_gx:lsma65_35 | 11374447:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.55% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 12.52% | 43.77% |
| Worst Month | -9.75% | -37.12% |
| Best Year | 12.73% | 155.54% |
| Worst Year | -9.1% | -60.52% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.21% | 7.11% |
| Avg. Down Week | -2.38% | -2.46% |
| Avg. Up Month | 3.82% | 14.14% |
| Avg. Down Month | -3.86% | -11.75% |
| Win Days % | 42.97% | 51.27% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 45.45% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |