| Metric | 11388462:btcusd:triple_med_gx:lsma55_95 | 11388462:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -3.04% | 208.61% |
| Max Drawdown | -30.78% | -67.18% |
| Sharpe | 0.02 | 0.45 |
| Sortino | 0.03 | 0.65 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 47.54 | 3.28 |
| Outlier Loss Ratio | 4.1 | 3.21 |
| Volatility (ann.) | 8.9% | 26.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.03 | 0.59 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 63.92 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.72% |
| Expected Yearly % | -0.77% | 32.54% |
| Kelly Criterion | -4.7% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11388462:BTCUSD | 11388462:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 27.47 | -0.52 | + |
| 2023 | 155.54 | -9.17 | -0.06 | - |
| 2024 | 121.00 | -3.48 | -0.03 | - |
| 2025 | 17.02 | -13.24 | -0.78 | - |
| Metric | 11388462:btcusd:triple_med_gx:lsma55_95 | 11388462:BTCUSD |
|---|---|---|
| MTD | -0.91% | 4.4% |
| 3M | -6.57% | 31.76% |
| 6M | -17.36% | 12.25% |
| YTD | -13.24% | 17.02% |
| 1Y | -23.83% | 57.19% |
| 3Y (ann.) | -5.55% | 55.42% |
| 5Y (ann.) | -0.91% | 39.6% |
| Metric | 11388462:btcusd:triple_med_gx:lsma55_95 | 11388462:BTCUSD |
|---|---|---|
| Max Drawdown | -30.78% | -67.18% |
| Longest DD Days | 1020.0 | 683.0 |
| Avg. Drawdown | -3.0% | -6.33% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | -0.1 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -30.78 | 1020 |
| 2022-02-26 | 2022-03-16 | -4.61 | 17 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-29 | 2022-08-10 | -3.60 | 12 |
| 2022-05-05 | 2022-05-14 | -2.61 | 9 |
| 2022-05-03 | 2022-05-04 | -2.38 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11388462:btcusd:triple_med_gx:lsma55_95 | 11388462:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.73% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 13.73% | 43.77% |
| Worst Month | -10.41% | -37.12% |
| Best Year | 27.47% | 155.54% |
| Worst Year | -13.24% | -53.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 2.93% | 6.71% |
| Avg. Down Week | -2.34% | -3.57% |
| Avg. Up Month | 3.52% | 13.23% |
| Avg. Down Month | -2.86% | -9.01% |
| Win Days % | 43.42% | 51.28% |
| Win Month % | 41.46% | 61.9% |
| Win Week % | 42.7% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |