| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -4.27% | 188.02% |
| Max Drawdown | -28.22% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.01 | 0.61 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.52 | 0.63 |
| Tail Ratio | 0.83 | 0.99 |
| Outlier Win Ratio | 49.59 | 3.23 |
| Outlier Loss Ratio | 4.21 | 3.17 |
| Volatility (ann.) | 8.63% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.04 | 0.53 |
| Skew | 0.62 | 0.18 |
| Kurtosis | 75.25 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.1% | 2.49% |
| Expected Yearly % | -1.08% | 30.27% |
| Kelly Criterion | -4.09% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11375438:BTCUSD | 11375438:btcusd:triple_med_gx:lsma65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 3.16 | -0.05 | + |
| 2023 | 155.54 | -8.56 | -0.06 | - |
| 2024 | 121.00 | 4.48 | 0.04 | - |
| 2025 | 30.14 | -2.86 | -0.09 | - |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | -5.88% | 28.47% |
| YTD | -2.86% | 30.14% |
| 1Y | -12.6% | 105.13% |
| 3Y (ann.) | -5.06% | 81.7% |
| 5Y (ann.) | -1.24% | 35.5% |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438:BTCUSD |
|---|---|---|
| Max Drawdown | -28.22% | -67.18% |
| Longest DD Days | 1020.0 | 683.0 |
| Avg. Drawdown | -4.53% | -7.5% |
| Avg. Drawdown Days | 102.0 | 36.0 |
| Recovery Factor | -0.15 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-07-14 | -28.22 | 1020 |
| 2022-05-05 | 2022-09-26 | -13.31 | 144 |
| 2022-01-30 | 2022-02-28 | -4.96 | 29 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-03-17 | 2022-04-01 | -2.08 | 15 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-03-01 | 2022-03-16 | -0.31 | 15 |
| Metric | 11375438:btcusd:triple_med_gx:lsma65_40 | 11375438: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 | -9.74% | -37.12% |
| Best Year | 4.48% | 155.54% |
| Worst Year | -8.56% | -60.81% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 1.94% | 6.52% |
| Avg. Down Week | -1.96% | -3.02% |
| Avg. Up Month | 2.7% | 14.97% |
| Avg. Down Month | -4.14% | -8.56% |
| Win Days % | 43.12% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 43.56% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |