| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -5.32% | 188.02% |
| Max Drawdown | -24.32% | -67.18% |
| Sharpe | -0.03 | 0.42 |
| Sortino | -0.04 | 0.61 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.5 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.28 | 3.03 |
| Outlier Loss Ratio | 4.32 | 3.04 |
| Volatility (ann.) | 6.64% | 26.33% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.06 | 0.53 |
| Skew | 1.32 | 0.18 |
| Kurtosis | 127.54 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.49% |
| Expected Yearly % | -1.36% | 30.27% |
| Kelly Criterion | -6.62% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.24% |
| Expected Shortfall (cVaR) | -0.57% | -2.24% |
| Year | 11375436:BTCUSD | 11375436:btcusd:triple_med_gx:lsma55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -9.10 | 0.15 | + |
| 2023 | 155.54 | 4.41 | 0.03 | - |
| 2024 | 121.00 | 4.61 | 0.04 | - |
| 2025 | 30.14 | -4.63 | -0.15 | - |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| MTD | -0.53% | 13.36% |
| 3M | -2.87% | 45.08% |
| 6M | -4.63% | 28.47% |
| YTD | -4.63% | 30.14% |
| 1Y | -12.34% | 105.13% |
| 3Y (ann.) | -1.37% | 81.7% |
| 5Y (ann.) | -1.56% | 35.5% |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Max Drawdown | -24.32% | -67.18% |
| Longest DD Days | 1166.0 | 683.0 |
| Avg. Drawdown | -3.86% | -7.5% |
| Avg. Drawdown Days | 138.0 | 36.0 |
| Recovery Factor | -0.22 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-07-14 | -24.32 | 1166 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-01-30 | 2022-02-27 | -0.48 | 28 |
| 2022-03-17 | 2022-04-16 | -0.47 | 30 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-03-01 | 2022-03-16 | -0.31 | 15 |
| 2022-04-17 | 2022-04-17 | -0.03 | 0 |
| Metric | 11375436:btcusd:triple_med_gx:lsma55_40 | 11375436:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.54% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -14.22% | -37.12% |
| Best Year | 4.61% | 155.54% |
| Worst Year | -9.1% | -60.81% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 1.76% | 7.94% |
| Avg. Down Week | -1.99% | -2.98% |
| Avg. Up Month | 2.59% | 12.63% |
| Avg. Down Month | -3.68% | -11.15% |
| Win Days % | 40.59% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 42.17% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |