| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -12.91% | 208.61% |
| Max Drawdown | -30.56% | -67.18% |
| Sharpe | -0.11 | 0.45 |
| Sortino | -0.16 | 0.65 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 71.02 | 3.01 |
| Outlier Loss Ratio | 4.19 | 2.98 |
| Volatility (ann.) | 6.91% | 26.38% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.13 | 0.59 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 75.36 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.72% |
| Expected Yearly % | -3.4% | 32.54% |
| Kelly Criterion | -8.02% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11388465:BTCUSD | 11388465:btcusd:triple_med_gx:lsma65_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.05 | -0.17 | + |
| 2023 | 155.54 | -3.69 | -0.02 | - |
| 2024 | 121.00 | -16.52 | -0.14 | - |
| 2025 | 17.02 | -0.67 | -0.04 | - |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | 4.27% | 31.76% |
| 6M | -3.17% | 12.25% |
| YTD | -0.67% | 17.02% |
| 1Y | -22.14% | 57.19% |
| 3Y (ann.) | -8.02% | 55.42% |
| 5Y (ann.) | -4.01% | 39.6% |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Max Drawdown | -30.56% | -67.18% |
| Longest DD Days | 1044.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.33% |
| Avg. Drawdown Days | 94.0 | 31.0 |
| Recovery Factor | -0.42 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2025-06-11 | -30.56 | 1044 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-05-05 | 2022-05-15 | -3.28 | 10 |
| 2022-02-26 | 2022-03-15 | -1.02 | 16 |
| 2022-04-16 | 2022-04-18 | -0.95 | 2 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-01-26 | 2022-02-25 | -0.62 | 30 |
| 2022-03-17 | 2022-04-15 | -0.47 | 29 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-06-20 | 2022-06-20 | -0.18 | 0 |
| Metric | 11388465:btcusd:triple_med_gx:lsma65_95 | 11388465:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.5% | 35.75% |
| Worst Week | -6.65% | -29.64% |
| Best Month | 7.5% | 43.77% |
| Worst Month | -12.71% | -37.12% |
| Best Year | 9.05% | 155.54% |
| Worst Year | -16.52% | -53.3% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.57% | 7.22% |
| Avg. Down Week | -2.2% | -3.59% |
| Avg. Up Month | 2.39% | 12.96% |
| Avg. Down Month | -3.73% | -9.47% |
| Win Days % | 41.94% | 51.28% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 44.16% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |