| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -13.55% | 189.95% |
| Max Drawdown | -28.93% | -67.18% |
| Sharpe | -0.13 | 0.43 |
| Sortino | -0.19 | 0.63 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.35 | 3.0 |
| Outlier Loss Ratio | 4.44 | 2.95 |
| Volatility (ann.) | 6.53% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.15 | 0.55 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 93.73 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.35% | 2.57% |
| Expected Yearly % | -3.57% | 30.49% |
| Kelly Criterion | -9.14% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11385595:BTCUSD | 11385595:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.40 | -0.11 | + |
| 2023 | 155.54 | -5.25 | -0.03 | - |
| 2024 | 121.00 | 8.35 | 0.07 | - |
| 2025 | 17.02 | -20.86 | -1.23 | - |
| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.26% | 31.76% |
| 6M | -23.14% | 12.25% |
| YTD | -20.86% | 17.02% |
| 1Y | -27.44% | 57.19% |
| 3Y (ann.) | -5.42% | 55.42% |
| 5Y (ann.) | -4.24% | 37.22% |
| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Max Drawdown | -28.93% | -67.18% |
| Longest DD Days | 471.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.63% |
| Avg. Drawdown Days | 90.0 | 33.0 |
| Recovery Factor | -0.47 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-24 | 2025-06-11 | -28.93 | 382 |
| 2023-01-24 | 2024-05-09 | -15.17 | 471 |
| 2022-09-14 | 2023-01-20 | -9.09 | 128 |
| 2022-02-12 | 2022-06-06 | -8.38 | 113 |
| 2022-07-24 | 2022-09-09 | -4.87 | 46 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-02-11 | 2022-02-12 | -0.44 | 0 |
| 2022-06-09 | 2022-07-03 | -0.41 | 24 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-24 | 2022-07-24 | -0.38 | 0 |
| Metric | 11385595:btcusd:triple_med_gx:lsma115_85 | 11385595:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.75% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 7.59% | 43.77% |
| Worst Month | -11.42% | -37.12% |
| Best Year | 8.35% | 155.54% |
| Worst Year | -20.86% | -56.13% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.66% | -0.74% |
| Avg. Up Week | 3.07% | 5.34% |
| Avg. Down Week | -2.53% | -5.69% |
| Avg. Up Month | 3.81% | 20.92% |
| Avg. Down Month | -2.36% | -10.28% |
| Win Days % | 40.58% | 51.26% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 42.86% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |