| Metric | 11385746:btcusd:triple_med_gx:lsma40_85 | 11385746:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -25.62% | 205.34% |
| Max Drawdown | -39.5% | -67.18% |
| Sharpe | -0.15 | 0.44 |
| Sortino | -0.22 | 0.65 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 0.91 | 1.06 |
| CPC Index | 0.45 | 0.56 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 37.66 | 3.45 |
| Outlier Loss Ratio | 4.01 | 3.41 |
| Volatility (ann.) | 10.64% | 26.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.21 | 0.58 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 49.89 | 6.31 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.7% | 2.69% |
| Expected Yearly % | -7.13% | 32.19% |
| Kelly Criterion | -7.04% | 3.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.25% |
| Expected Shortfall (cVaR) | -0.92% | -2.25% |
| Year | 11385746:BTCUSD | 11385746:btcusd:triple_med_gx:lsma40_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -10.29 | 0.19 | + |
| 2023 | 155.54 | 5.59 | 0.04 | - |
| 2024 | 121.00 | -7.46 | -0.06 | - |
| 2025 | 17.02 | -15.15 | -0.89 | - |
| Metric | 11385746:btcusd:triple_med_gx:lsma40_85 | 11385746:BTCUSD |
|---|---|---|
| MTD | 0.32% | 4.4% |
| 3M | -0.95% | 31.76% |
| 6M | -19.45% | 12.25% |
| YTD | -15.15% | 17.02% |
| 1Y | -34.48% | 57.19% |
| 3Y (ann.) | -6.08% | 55.42% |
| 5Y (ann.) | -8.37% | 39.05% |
| Metric | 11385746:btcusd:triple_med_gx:lsma40_85 | 11385746:BTCUSD |
|---|---|---|
| Max Drawdown | -39.5% | -67.18% |
| Longest DD Days | 567.0 | 683.0 |
| Avg. Drawdown | -9.68% | -6.27% |
| Avg. Drawdown Days | 121.0 | 29.0 |
| Recovery Factor | -0.65 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2025-06-11 | -39.50 | 376 |
| 2022-08-08 | 2024-02-27 | -24.07 | 567 |
| 2022-01-26 | 2022-07-04 | -14.01 | 159 |
| 2024-03-13 | 2024-04-08 | -10.72 | 25 |
| 2022-07-05 | 2022-07-17 | -3.83 | 11 |
| 2024-04-08 | 2024-05-30 | -2.83 | 52 |
| 2022-07-29 | 2022-08-07 | -1.09 | 9 |
| 2024-02-28 | 2024-03-13 | -0.31 | 14 |
| 2022-08-07 | 2022-08-08 | -0.28 | 0 |
| 2022-07-28 | 2022-07-29 | -0.18 | 0 |
| Metric | 11385746:btcusd:triple_med_gx:lsma40_85 | 11385746:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 12.23% | 35.75% |
| Worst Week | -13.32% | -29.64% |
| Best Month | 8.36% | 43.77% |
| Worst Month | -14.5% | -37.12% |
| Best Year | 5.59% | 155.54% |
| Worst Year | -15.15% | -53.8% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 2.9% | 6.18% |
| Avg. Down Week | -2.53% | -5.07% |
| Avg. Up Month | 3.48% | 11.99% |
| Avg. Down Month | -5.18% | -10.33% |
| Win Days % | 44.65% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.48% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |