| Metric | 11375182:btcusd:triple_med_gx:lsma150_40 | 11375182:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 0.57% | 184.18% |
| Max Drawdown | -29.55% | -67.18% |
| Sharpe | 0.05 | 0.42 |
| Sortino | 0.08 | 0.61 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 32.69 | 3.43 |
| Outlier Loss Ratio | 4.45 | 3.48 |
| Volatility (ann.) | 10.17% | 26.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.01 | 0.53 |
| Skew | -0.08 | 0.18 |
| Kurtosis | 32.17 | 6.48 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.52% |
| Expected Yearly % | 0.14% | 29.84% |
| Kelly Criterion | -2.85% | 1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11375182:BTCUSD | 11375182:btcusd:triple_med_gx:lsma150_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | -1.31 | 0.02 | + |
| 2023 | 155.54 | 3.01 | 0.02 | - |
| 2024 | 121.00 | 9.49 | 0.08 | - |
| 2025 | 30.14 | -9.65 | -0.32 | - |
| Metric | 11375182:btcusd:triple_med_gx:lsma150_40 | 11375182:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 9.24% | 45.08% |
| 6M | -5.62% | 28.47% |
| YTD | -9.65% | 30.14% |
| 1Y | -9.98% | 105.13% |
| 3Y (ann.) | -1.53% | 81.7% |
| 5Y (ann.) | 0.16% | 35.56% |
| Metric | 11375182:btcusd:triple_med_gx:lsma150_40 | 11375182:BTCUSD |
|---|---|---|
| Max Drawdown | -29.55% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -6.42% | -7.25% |
| Avg. Drawdown Days | 102.0 | 38.0 |
| Recovery Factor | 0.02 | 2.74 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-11 | -29.55 | 644 |
| 2024-03-11 | 2025-07-14 | -26.66 | 489 |
| 2022-02-10 | 2022-03-22 | -8.03 | 39 |
| 2022-03-31 | 2022-05-05 | -5.36 | 35 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-05-05 | 2022-05-20 | -0.65 | 15 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| 2022-05-22 | 2022-05-22 | -0.27 | 0 |
| Metric | 11375182:btcusd:triple_med_gx:lsma150_40 | 11375182:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -10.76% | -37.12% |
| Best Year | 9.49% | 155.54% |
| Worst Year | -9.65% | -61.33% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.94% | 4.98% |
| Avg. Down Week | -2.86% | -5.24% |
| Avg. Up Month | 4.92% | 17.31% |
| Avg. Down Month | -4.73% | -10.89% |
| Win Days % | 47.09% | 51.31% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 51.89% | 50.82% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |