| Metric | 11376109:btcusd:triple_med_gx:lsma165_45 | 11376109:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 14.89% | 183.41% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.15 | 0.42 |
| Sortino | 0.22 | 0.61 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 31.89 | 3.45 |
| Outlier Loss Ratio | 4.46 | 3.41 |
| Volatility (ann.) | 10.17% | 26.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.16 | 0.53 |
| Skew | 0.35 | 0.18 |
| Kurtosis | 31.98 | 6.54 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.51% |
| Expected Yearly % | 3.53% | 29.75% |
| Kelly Criterion | -0.66% | 4.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376109:BTCUSD | 11376109:btcusd:triple_med_gx:lsma165_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 10.99 | -0.18 | + |
| 2023 | 155.54 | -11.25 | -0.07 | - |
| 2024 | 121.00 | 23.87 | 0.20 | - |
| 2025 | 30.14 | -5.84 | -0.19 | - |
| Metric | 11376109:btcusd:triple_med_gx:lsma165_45 | 11376109:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 6.76% | 45.08% |
| 6M | -3.45% | 28.47% |
| YTD | -5.84% | 30.14% |
| 1Y | -3.02% | 105.13% |
| 3Y (ann.) | 0.52% | 81.7% |
| 5Y (ann.) | 4.14% | 35.59% |
| Metric | 11376109:btcusd:triple_med_gx:lsma165_45 | 11376109:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.17% | -6.79% |
| Avg. Drawdown Days | 77.0 | 36.0 |
| Recovery Factor | 0.57 | 2.73 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -26.05 | 1133 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-11 | 2022-02-15 | -3.82 | 3 |
| 2022-04-05 | 2022-05-22 | -3.20 | 47 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-02-16 | 2022-03-16 | -1.73 | 28 |
| 2022-06-03 | 2022-06-04 | -1.03 | 1 |
| 2022-03-21 | 2022-03-22 | -0.80 | 0 |
| Metric | 11376109:btcusd:triple_med_gx:lsma165_45 | 11376109:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 17.84% | 43.77% |
| Worst Month | -7.14% | -37.12% |
| Best Year | 23.87% | 155.54% |
| Worst Year | -11.25% | -61.44% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.03% | 5.61% |
| Avg. Down Week | -2.61% | -5.37% |
| Avg. Up Month | 4.78% | 16.58% |
| Avg. Down Month | -3.51% | -12.19% |
| Win Days % | 46.86% | 51.3% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 48.51% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |