| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.7% | 183.93% |
| Max Drawdown | -33.0% | -67.18% |
| Sharpe | -0.15 | 0.43 |
| Sortino | -0.21 | 0.62 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.63 | 1.06 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 0.68 | 0.99 |
| Outlier Win Ratio | 56.44 | 3.11 |
| Outlier Loss Ratio | 4.28 | 3.07 |
| Volatility (ann.) | 7.66% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.17 | 0.54 |
| Skew | 0.03 | 0.2 |
| Kurtosis | 66.75 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.47% | 2.58% |
| Expected Yearly % | -4.75% | 29.81% |
| Kelly Criterion | -7.0% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11384249:BTCUSD | 11384249:btcusd:triple_med_gx:lsma125_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 10.27 | -0.18 | + |
| 2023 | 155.54 | -14.67 | -0.09 | - |
| 2024 | 121.00 | 10.05 | 0.08 | - |
| 2025 | 17.02 | -20.51 | -1.21 | - |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.17% | 31.76% |
| 6M | -19.9% | 12.25% |
| YTD | -20.51% | 17.02% |
| 1Y | -20.79% | 57.19% |
| 3Y (ann.) | -8.68% | 55.42% |
| 5Y (ann.) | -5.63% | 36.44% |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Max Drawdown | -33.0% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -5.39% | -6.73% |
| Avg. Drawdown Days | 79.0 | 34.0 |
| Recovery Factor | -0.54 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -33.00 | 869 |
| 2022-09-15 | 2023-01-20 | -10.51 | 127 |
| 2022-02-16 | 2022-04-28 | -10.26 | 71 |
| 2022-07-24 | 2022-09-09 | -4.75 | 46 |
| 2022-02-11 | 2022-02-15 | -3.99 | 3 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-06-06 | 2022-07-04 | -3.47 | 27 |
| 2022-07-11 | 2022-07-24 | -3.38 | 12 |
| 2022-05-02 | 2022-05-30 | -3.32 | 27 |
| 2022-04-30 | 2022-05-02 | -2.78 | 1 |
| Metric | 11384249:btcusd:triple_med_gx:lsma125_80 | 11384249:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.71% | 35.75% |
| Worst Week | -6.67% | -29.64% |
| Best Month | 8.96% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 10.27% | 155.54% |
| Worst Year | -20.51% | -57.04% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 3.21% | 5.45% |
| Avg. Down Week | -2.48% | -4.94% |
| Avg. Up Month | 2.3% | 21.31% |
| Avg. Down Month | -2.35% | -10.13% |
| Win Days % | 43.75% | 51.31% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 37.84% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |