| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -2.54% | 188.02% |
| Max Drawdown | -21.98% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.02 | 0.61 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.2 | 1.06 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.2 | 0.99 |
| Outlier Win Ratio | 58.32 | 3.14 |
| Outlier Loss Ratio | 4.19 | 3.09 |
| Volatility (ann.) | 7.66% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.03 | 0.53 |
| Skew | 0.81 | 0.18 |
| Kurtosis | 89.75 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.49% |
| Expected Yearly % | -0.64% | 30.27% |
| Kelly Criterion | -4.75% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11375437:BTCUSD | 11375437:btcusd:triple_med_gx:lsma60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 4.53 | -0.07 | + |
| 2023 | 155.54 | -1.73 | -0.01 | - |
| 2024 | 121.00 | -4.38 | -0.04 | - |
| 2025 | 30.14 | -0.78 | -0.03 | - |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | -1.23% | 45.08% |
| 6M | -0.49% | 28.47% |
| YTD | -0.78% | 30.14% |
| 1Y | -15.11% | 105.13% |
| 3Y (ann.) | -3.37% | 81.7% |
| 5Y (ann.) | -0.74% | 35.5% |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Max Drawdown | -21.98% | -67.18% |
| Longest DD Days | 1166.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.5% |
| Avg. Drawdown Days | 155.0 | 36.0 |
| Recovery Factor | -0.12 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-07-14 | -21.98 | 1166 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -3.82 | 32 |
| 2022-01-30 | 2022-02-27 | -1.03 | 28 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-03-01 | 2022-03-16 | -0.35 | 14 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11375437:btcusd:triple_med_gx:lsma60_40 | 11375437:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.63% | 35.75% |
| Worst Week | -9.91% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -13.09% | -37.12% |
| Best Year | 4.53% | 155.54% |
| Worst Year | -4.38% | -60.81% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 1.58% | 6.47% |
| Avg. Down Week | -2.38% | -3.52% |
| Avg. Up Month | 3.07% | 15.34% |
| Avg. Down Month | -4.84% | -8.16% |
| Win Days % | 43.16% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 47.83% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |