| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.57% | 183.93% |
| Max Drawdown | -28.86% | -67.18% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.19 | 0.62 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.23 | 1.06 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.24 | 0.99 |
| Outlier Win Ratio | 61.95 | 3.09 |
| Outlier Loss Ratio | 4.29 | 3.05 |
| Volatility (ann.) | 7.3% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.17 | 0.54 |
| Skew | 0.26 | 0.2 |
| Kurtosis | 75.76 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.41% | 2.58% |
| Expected Yearly % | -4.14% | 29.81% |
| Kelly Criterion | -7.28% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11385597:BTCUSD | 11385597:btcusd:triple_med_gx:lsma125_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 6.16 | -0.11 | + |
| 2023 | 155.54 | -8.44 | -0.05 | - |
| 2024 | 121.00 | 8.44 | 0.07 | - |
| 2025 | 17.02 | -19.91 | -1.17 | - |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.21% | 31.76% |
| 6M | -19.29% | 12.25% |
| YTD | -19.91% | 17.02% |
| 1Y | -21.72% | 57.19% |
| 3Y (ann.) | -6.78% | 55.42% |
| 5Y (ann.) | -4.91% | 36.44% |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| Max Drawdown | -28.86% | -67.18% |
| Longest DD Days | 867.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.73% |
| Avg. Drawdown Days | 79.0 | 34.0 |
| Recovery Factor | -0.54 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2025-06-11 | -28.86 | 867 |
| 2022-09-14 | 2023-01-20 | -10.67 | 128 |
| 2022-02-16 | 2022-06-06 | -9.44 | 110 |
| 2022-07-24 | 2022-09-09 | -4.75 | 46 |
| 2022-07-12 | 2022-07-24 | -3.33 | 12 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2023-01-24 | 2023-01-25 | -1.68 | 1 |
| 2022-06-09 | 2022-07-03 | -1.11 | 24 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11385597:btcusd:triple_med_gx:lsma125_85 | 11385597:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 8.75% | 35.75% |
| Worst Week | -7.24% | -29.64% |
| Best Month | 9.41% | 43.77% |
| Worst Month | -11.87% | -37.12% |
| Best Year | 8.44% | 155.54% |
| Worst Year | -19.91% | -57.04% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 2.78% | 4.95% |
| Avg. Down Week | -2.51% | -4.97% |
| Avg. Up Month | 3.32% | 21.65% |
| Avg. Down Month | -2.19% | -10.13% |
| Win Days % | 42.74% | 51.31% |
| Win Month % | 41.03% | 60.98% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |