| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -22.28% | 206.05% |
| Max Drawdown | -33.91% | -67.18% |
| Sharpe | -0.26 | 0.44 |
| Sortino | -0.37 | 0.65 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 0.86 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.39 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 85.15 | 2.92 |
| Outlier Loss Ratio | 4.25 | 2.91 |
| Volatility (ann.) | 6.34% | 26.45% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.21 | 0.58 |
| Skew | -0.26 | 0.2 |
| Kurtosis | 89.41 | 6.31 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.6% | 2.7% |
| Expected Yearly % | -6.11% | 32.27% |
| Kelly Criterion | -14.12% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.25% |
| Expected Shortfall (cVaR) | -0.55% | -2.25% |
| Year | 11386975:BTCUSD | 11386975:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 4.58 | -0.09 | + |
| 2023 | 155.54 | -5.40 | -0.03 | - |
| 2024 | 121.00 | -9.20 | -0.08 | - |
| 2025 | 17.02 | -13.48 | -0.79 | - |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| MTD | -1.75% | 4.4% |
| 3M | -9.36% | 31.76% |
| 6M | -19.48% | 12.25% |
| YTD | -13.48% | 17.02% |
| 1Y | -24.3% | 57.19% |
| 3Y (ann.) | -11.24% | 55.42% |
| 5Y (ann.) | -7.18% | 39.18% |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Max Drawdown | -33.91% | -67.18% |
| Longest DD Days | 1045.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.21% |
| Avg. Drawdown Days | 91.0 | 29.0 |
| Recovery Factor | -0.66 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2025-06-11 | -33.91 | 1045 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-05-04 | -1.61 | 18 |
| 2022-02-26 | 2022-03-15 | -1.34 | 17 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-04 | 2022-05-14 | -0.91 | 10 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-14 | 2022-04-15 | -0.27 | 0 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| 2022-06-20 | 2022-06-20 | -0.18 | 0 |
| Metric | 11386975:btcusd:triple_med_gx:lsma65_90 | 11386975:BTCUSD |
|---|---|---|
| Best Day | 5.45% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 7.24% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 7.24% | 43.77% |
| Worst Month | -10.42% | -37.12% |
| Best Year | 4.58% | 155.54% |
| Worst Year | -13.48% | -53.69% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.19% | 8.2% |
| Avg. Down Week | -2.32% | -2.64% |
| Avg. Up Month | 1.97% | 12.91% |
| Avg. Down Month | -3.33% | -8.34% |
| Win Days % | 39.34% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.5% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |