| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 16.93% | 195.42% |
| Max Drawdown | -24.0% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.63 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.59 | 1.06 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 0.54 | 0.99 |
| Outlier Win Ratio | 53.97 | 3.2 |
| Outlier Loss Ratio | 4.18 | 3.08 |
| Volatility (ann.) | 8.27% | 26.36% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.2 | 0.56 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 83.82 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.61% |
| Expected Yearly % | 3.99% | 31.1% |
| Kelly Criterion | -0.33% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11390160:BTCUSD | 11390160:btcusd:triple_med_gx:lsma65_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 2.14 | -0.04 | + |
| 2023 | 155.54 | 1.73 | 0.01 | - |
| 2024 | 121.00 | 2.10 | 0.02 | - |
| 2025 | 17.02 | 10.23 | 0.60 | - |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| MTD | 5.27% | 4.4% |
| 3M | 0.97% | 31.76% |
| 6M | 11.9% | 12.25% |
| YTD | 10.23% | 17.02% |
| 1Y | 0.8% | 57.19% |
| 3Y (ann.) | 2.18% | 55.42% |
| 5Y (ann.) | 4.74% | 37.84% |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Max Drawdown | -24.0% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -4.97% | -6.6% |
| Avg. Drawdown Days | 101.0 | 32.0 |
| Recovery Factor | 0.71 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2024-03-25 | -24.00 | 690 |
| 2024-03-26 | 2025-06-11 | -17.91 | 441 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-19 | 2022-04-18 | -4.19 | 30 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-30 | 2022-02-27 | -1.74 | 28 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-04-19 | 2022-05-05 | -0.65 | 16 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| Metric | 11390160:btcusd:triple_med_gx:lsma65_100 | 11390160:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 10.23% | 155.54% |
| Worst Year | 1.73% | -55.3% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.7% | 5.7% |
| Avg. Down Week | -2.19% | -3.5% |
| Avg. Up Month | 4.22% | 11.23% |
| Avg. Down Month | -3.23% | -11.36% |
| Win Days % | 45.15% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 45.45% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |