| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.85% | 198.43% |
| Max Drawdown | -18.43% | -67.18% |
| Sharpe | 0.06 | 0.43 |
| Sortino | 0.09 | 0.62 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.32 | 3.05 |
| Outlier Loss Ratio | 4.25 | 3.01 |
| Volatility (ann.) | 7.22% | 26.29% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.04 | 0.55 |
| Skew | 0.77 | 0.19 |
| Kurtosis | 110.97 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.58% |
| Expected Yearly % | 0.71% | 31.43% |
| Kelly Criterion | -4.7% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11380948:BTCUSD | 11380948:btcusd:triple_med_gx:lsma80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 10.22 | -0.17 | + |
| 2023 | 155.54 | -4.42 | -0.03 | - |
| 2024 | 121.00 | 8.92 | 0.07 | - |
| 2025 | 30.14 | -10.37 | -0.34 | - |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| MTD | -1.22% | 13.36% |
| 3M | -4.58% | 45.08% |
| 6M | -10.0% | 28.47% |
| YTD | -10.37% | 30.14% |
| 1Y | -8.64% | 105.13% |
| 3Y (ann.) | 0.05% | 81.7% |
| 5Y (ann.) | 0.81% | 36.92% |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Max Drawdown | -18.43% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -6.56% | -6.95% |
| Avg. Drawdown Days | 157.0 | 34.0 |
| Recovery Factor | 0.15 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-04 | 2025-07-14 | -18.43 | 465 |
| 2022-08-10 | 2024-04-04 | -16.93 | 603 |
| 2022-03-09 | 2022-07-18 | -10.64 | 130 |
| 2022-01-23 | 2022-03-09 | -2.65 | 44 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| 2022-07-28 | 2022-08-09 | -0.64 | 12 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-07-27 | 2022-07-27 | -0.18 | 0 |
| Metric | 11380948:btcusd:triple_med_gx:lsma80_65 | 11380948:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.77% | 35.75% |
| Worst Week | -6.93% | -29.64% |
| Best Month | 20.69% | 43.77% |
| Worst Month | -9.22% | -37.12% |
| Best Year | 10.22% | 155.54% |
| Worst Year | -10.37% | -59.39% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.71% | -0.8% |
| Avg. Up Week | 2.78% | 5.41% |
| Avg. Down Week | -2.06% | -4.37% |
| Avg. Up Month | 4.87% | 15.18% |
| Avg. Down Month | -3.88% | -9.57% |
| Win Days % | 42.56% | 51.25% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 46.15% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |