| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 0.35% | 229.72% |
| Max Drawdown | -34.74% | -67.18% |
| Sharpe | 0.06 | 0.46 |
| Sortino | 0.08 | 0.67 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 31.84 | 3.39 |
| Outlier Loss Ratio | 4.33 | 3.46 |
| Volatility (ann.) | 10.61% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.0 | 0.62 |
| Skew | 1.21 | 0.2 |
| Kurtosis | 43.23 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.88% |
| Expected Yearly % | 0.09% | 34.75% |
| Kelly Criterion | -2.07% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11376214:BTCUSD | 11376214:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 25.16 | -0.46 | + |
| 2023 | 155.54 | -7.97 | -0.05 | - |
| 2024 | 121.00 | -11.88 | -0.10 | - |
| 2025 | 30.14 | -1.13 | -0.04 | - |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| MTD | 7.11% | 13.36% |
| 3M | 9.74% | 45.08% |
| 6M | -2.58% | 28.47% |
| YTD | -1.13% | 30.14% |
| 1Y | -1.53% | 105.13% |
| 3Y (ann.) | -2.62% | 81.7% |
| 5Y (ann.) | 0.1% | 41.44% |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Max Drawdown | -34.74% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -6.89% | -6.66% |
| Avg. Drawdown Days | 113.0 | 35.0 |
| Recovery Factor | 0.01 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -34.74 | 904 |
| 2022-06-06 | 2022-09-09 | -12.68 | 95 |
| 2022-02-16 | 2022-06-06 | -10.09 | 110 |
| 2022-10-09 | 2022-11-05 | -5.23 | 26 |
| 2022-02-05 | 2022-02-15 | -4.47 | 10 |
| 2022-09-15 | 2022-10-03 | -3.71 | 18 |
| 2022-11-05 | 2023-01-20 | -3.52 | 76 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-10-09 | 2022-10-09 | -0.18 | 0 |
| Metric | 11376214:btcusd:triple_med_gx:lsma135_45 | 11376214:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -7.69% | -29.64% |
| Best Month | 10.1% | 43.77% |
| Worst Month | -10.83% | -37.12% |
| Best Year | 25.16% | 155.54% |
| Worst Year | -11.88% | -55.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.42% | 5.25% |
| Avg. Down Week | -2.71% | -4.8% |
| Avg. Up Month | 4.85% | 17.34% |
| Avg. Down Month | -3.92% | -12.02% |
| Win Days % | 47.0% | 51.35% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 45.87% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |