| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 9.96% | 186.34% |
| Max Drawdown | -32.1% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 31.9 | 3.43 |
| Outlier Loss Ratio | 4.46 | 3.38 |
| Volatility (ann.) | 10.17% | 26.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.09 | 0.54 |
| Skew | 0.17 | 0.18 |
| Kurtosis | 33.66 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.54% |
| Expected Yearly % | 2.4% | 30.08% |
| Kelly Criterion | -1.05% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376110:BTCUSD | 11376110:btcusd:triple_med_gx:lsma170_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | -2.48 | 0.04 | + |
| 2023 | 155.54 | -7.04 | -0.05 | - |
| 2024 | 121.00 | 22.82 | 0.19 | - |
| 2025 | 30.14 | -1.24 | -0.04 | - |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 5.38% | 45.08% |
| 6M | 1.27% | 28.47% |
| YTD | -1.24% | 30.14% |
| 1Y | 0.07% | 105.13% |
| 3Y (ann.) | 2.44% | 81.7% |
| 5Y (ann.) | 2.81% | 36.03% |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Max Drawdown | -32.1% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.74% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 0.31 | 2.77 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -32.10 | 1133 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-04-05 | 2022-05-24 | -3.66 | 49 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-02-16 | 2022-03-22 | -2.34 | 34 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-06-03 | 2022-06-04 | -1.03 | 1 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11376110:btcusd:triple_med_gx:lsma170_45 | 11376110:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -8.79% | -29.64% |
| Best Month | 17.84% | 43.77% |
| Worst Month | -10.37% | -37.12% |
| Best Year | 22.82% | 155.54% |
| Worst Year | -7.04% | -61.04% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.05% | 5.73% |
| Avg. Down Week | -2.65% | -5.52% |
| Avg. Up Month | 4.46% | 14.67% |
| Avg. Down Month | -3.76% | -12.19% |
| Win Days % | 46.47% | 51.29% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 48.51% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |