| Metric | 11375186:btcusd:triple_med_gx:lsma165_40 | 11375186:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 2.35% | 183.41% |
| Max Drawdown | -32.73% | -67.18% |
| Sharpe | 0.07 | 0.42 |
| Sortino | 0.1 | 0.61 |
| Payoff Ratio | 1.07 | 0.99 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 31.74 | 3.44 |
| Outlier Loss Ratio | 4.36 | 3.47 |
| Volatility (ann.) | 10.29% | 26.04% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.02 | 0.53 |
| Skew | -0.17 | 0.18 |
| Kurtosis | 32.5 | 6.54 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.51% |
| Expected Yearly % | 0.58% | 29.75% |
| Kelly Criterion | -2.09% | 2.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11375186:BTCUSD | 11375186:btcusd:triple_med_gx:lsma165_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | -3.37 | 0.05 | + |
| 2023 | 155.54 | 4.03 | 0.03 | - |
| 2024 | 121.00 | 6.53 | 0.05 | - |
| 2025 | 30.14 | -4.42 | -0.15 | - |
| Metric | 11375186:btcusd:triple_med_gx:lsma165_40 | 11375186:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 8.03% | 45.08% |
| 6M | -0.16% | 28.47% |
| YTD | -4.42% | 30.14% |
| 1Y | -3.01% | 105.13% |
| 3Y (ann.) | 1.18% | 81.7% |
| 5Y (ann.) | 0.68% | 35.59% |
| Metric | 11375186:btcusd:triple_med_gx:lsma165_40 | 11375186:BTCUSD |
|---|---|---|
| Max Drawdown | -32.73% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.79% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 0.07 | 2.73 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -32.73 | 1133 |
| 2022-03-31 | 2022-05-04 | -5.36 | 34 |
| 2022-02-16 | 2022-03-22 | -4.47 | 34 |
| 2022-02-11 | 2022-02-15 | -3.82 | 3 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-05-05 | 2022-05-21 | -1.01 | 15 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11375186:btcusd:triple_med_gx:lsma165_40 | 11375186:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -14.17% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -15.54% | -37.12% |
| Best Year | 6.53% | 155.54% |
| Worst Year | -4.42% | -61.44% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.05% | 5.01% |
| Avg. Down Week | -2.68% | -5.54% |
| Avg. Up Month | 4.24% | 15.61% |
| Avg. Down Month | -4.01% | -11.25% |
| Win Days % | 47.26% | 51.3% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 50.48% | 50.82% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |