| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.48% | 184.67% |
| Max Drawdown | -17.53% | -67.18% |
| Sharpe | 0.05 | 0.42 |
| Sortino | 0.07 | 0.6 |
| Payoff Ratio | 1.36 | 1.15 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.57 | 2.88 |
| Outlier Loss Ratio | 4.38 | 2.77 |
| Volatility (ann.) | 5.56% | 26.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.02 | 0.52 |
| Skew | 1.35 | 0.18 |
| Kurtosis | 167.55 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.46% |
| Expected Yearly % | 0.37% | 29.89% |
| Kelly Criterion | -5.82% | 8.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11378198:BTCUSD | 11378198:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 10.85 | -0.18 | + |
| 2023 | 155.54 | -2.97 | -0.02 | - |
| 2024 | 121.00 | -4.99 | -0.04 | - |
| 2025 | 30.14 | -0.70 | -0.02 | - |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| MTD | -2.79% | 13.36% |
| 3M | -2.77% | 45.08% |
| 6M | -2.97% | 28.47% |
| YTD | -0.7% | 30.14% |
| 1Y | -5.3% | 105.13% |
| 3Y (ann.) | -1.44% | 81.7% |
| 5Y (ann.) | 0.42% | 34.95% |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Max Drawdown | -17.53% | -67.18% |
| Longest DD Days | 649.0 | 683.0 |
| Avg. Drawdown | -4.9% | -7.55% |
| Avg. Drawdown Days | 177.0 | 36.0 |
| Recovery Factor | 0.08 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-07-14 | -17.53 | 496 |
| 2022-05-25 | 2024-03-04 | -12.10 | 649 |
| 2022-01-19 | 2022-02-04 | -1.97 | 16 |
| 2022-04-23 | 2022-05-25 | -1.52 | 31 |
| 2022-02-05 | 2022-03-23 | -0.90 | 46 |
| 2022-01-18 | 2022-01-18 | -0.18 | 0 |
| 2022-03-24 | 2022-03-24 | -0.09 | 0 |
| Metric | 11378198:btcusd:triple_med_gx:lsma65_55 | 11378198:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -7.35% | -29.64% |
| Best Month | 12.04% | 43.77% |
| Worst Month | -8.6% | -37.12% |
| Best Year | 10.85% | 155.54% |
| Worst Year | -4.99% | -61.27% |
| Avg. Up Day | 0.89% | 0.94% |
| Avg. Down Day | -0.65% | -0.82% |
| Avg. Up Week | 2.45% | 4.66% |
| Avg. Down Week | -1.2% | -4.15% |
| Avg. Up Month | 3.72% | 10.49% |
| Avg. Down Month | -3.21% | -12.25% |
| Win Days % | 38.94% | 51.26% |
| Win Month % | 40.48% | 60.47% |
| Win Week % | 36.67% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |