| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -19.03% | 183.01% |
| Max Drawdown | -31.94% | -67.18% |
| Sharpe | -0.13 | 0.41 |
| Sortino | -0.2 | 0.6 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.68 | 1.06 |
| CPC Index | 0.44 | 0.6 |
| Tail Ratio | 0.72 | 0.99 |
| Outlier Win Ratio | 51.09 | 3.21 |
| Outlier Loss Ratio | 4.42 | 3.23 |
| Volatility (ann.) | 8.63% | 26.3% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.18 | 0.52 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 80.9 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.49% | 2.45% |
| Expected Yearly % | -5.14% | 29.7% |
| Kelly Criterion | -10.56% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11378361:BTCUSD | 11378361:btcusd:triple_med_gx:lsma40_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | 0.68 | -0.01 | + |
| 2023 | 155.54 | -11.83 | -0.08 | - |
| 2024 | 121.00 | -4.42 | -0.04 | - |
| 2025 | 30.14 | -4.57 | -0.15 | - |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| MTD | 0.63% | 13.36% |
| 3M | 2.11% | 45.08% |
| 6M | -4.22% | 28.47% |
| YTD | -4.57% | 30.14% |
| 1Y | -20.66% | 105.13% |
| 3Y (ann.) | -7.56% | 81.7% |
| 5Y (ann.) | -5.86% | 34.66% |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Max Drawdown | -31.94% | -67.18% |
| Longest DD Days | 1070.0 | 683.0 |
| Avg. Drawdown | -13.21% | -7.49% |
| Avg. Drawdown Days | 314.0 | 37.0 |
| Recovery Factor | -0.6 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2025-07-14 | -31.94 | 1070 |
| 2022-02-05 | 2022-08-08 | -18.27 | 184 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11378361:btcusd:triple_med_gx:lsma40_55 | 11378361:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.37% | 35.75% |
| Worst Week | -9.56% | -29.64% |
| Best Month | 11.95% | 43.77% |
| Worst Month | -9.21% | -37.12% |
| Best Year | 0.68% | 155.54% |
| Worst Year | -11.83% | -61.49% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 2.39% | 6.74% |
| Avg. Down Week | -1.99% | -4.86% |
| Avg. Up Month | 4.87% | 12.78% |
| Avg. Down Month | -3.15% | -9.37% |
| Win Days % | 41.17% | 51.25% |
| Win Month % | 37.21% | 60.47% |
| Win Week % | 39.69% | 51.87% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |