| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.15% | 222.44% |
| Max Drawdown | -22.25% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.27 | 0.66 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 48.46 | 3.21 |
| Outlier Loss Ratio | 4.25 | 3.21 |
| Volatility (ann.) | 8.1% | 26.13% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.21 | 0.6 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 73.01 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.76% |
| Expected Yearly % | 4.04% | 34.0% |
| Kelly Criterion | -0.19% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11380732:BTCUSD | 11380732:btcusd:triple_med_gx:lsma115_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 29.34 | -0.52 | + |
| 2023 | 155.54 | -15.71 | -0.10 | - |
| 2024 | 121.00 | 15.08 | 0.12 | - |
| 2025 | 30.14 | -6.63 | -0.22 | - |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| MTD | 1.04% | 13.36% |
| 3M | 13.45% | 45.08% |
| 6M | -5.29% | 28.47% |
| YTD | -6.63% | 30.14% |
| 1Y | 3.85% | 105.13% |
| 3Y (ann.) | -0.26% | 81.7% |
| 5Y (ann.) | 4.69% | 40.34% |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Max Drawdown | -22.25% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.87% | -6.36% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 0.77 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -22.25 | 904 |
| 2022-03-09 | 2022-06-07 | -11.39 | 90 |
| 2022-07-25 | 2022-12-13 | -6.06 | 141 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-07 | 2022-07-14 | -4.03 | 7 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-06-08 | 2022-06-30 | -2.61 | 22 |
| 2022-02-16 | 2022-03-08 | -2.56 | 20 |
| 2022-07-14 | 2022-07-18 | -2.23 | 4 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11380732:btcusd:triple_med_gx:lsma115_65 | 11380732:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 10.65% | 35.75% |
| Worst Week | -7.74% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -7.33% | -37.12% |
| Best Year | 29.34% | 155.54% |
| Worst Year | -15.71% | -56.13% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 3.17% | 5.99% |
| Avg. Down Week | -2.29% | -5.49% |
| Avg. Up Month | 3.27% | 18.02% |
| Avg. Down Month | -3.41% | -12.89% |
| Win Days % | 48.26% | 51.29% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |