| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.04% | 202.8% |
| Max Drawdown | -25.66% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.1 | 0.64 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.55 | 0.62 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 51.0 | 3.18 |
| Outlier Loss Ratio | 4.3 | 3.12 |
| Volatility (ann.) | 8.5% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 0.58 |
| Skew | 2.01 | 0.2 |
| Kurtosis | 85.27 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.67% |
| Expected Yearly % | 0.75% | 31.91% |
| Kelly Criterion | -2.4% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11391723:BTCUSD | 11391723:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 9.39 | -0.17 | + |
| 2023 | 155.54 | -15.33 | -0.10 | - |
| 2024 | 121.00 | 2.75 | 0.02 | - |
| 2025 | 16.76 | 8.28 | 0.49 | - |
| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | 1.81% | 31.46% |
| 6M | 6.37% | 12.77% |
| YTD | 8.28% | 16.76% |
| 1Y | -3.75% | 56.84% |
| 3Y (ann.) | -2.9% | 55.31% |
| 5Y (ann.) | 0.89% | 38.89% |
| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Max Drawdown | -25.66% | -67.18% |
| Longest DD Days | 1148.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.06% |
| Avg. Drawdown Days | 134.0 | 30.0 |
| Recovery Factor | 0.12 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2025-06-11 | -25.66 | 1148 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-03-19 | 2022-04-18 | -4.00 | 30 |
| 2022-03-14 | 2022-03-16 | -2.73 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| Metric | 11391723:btcusd:triple_med_gx:lsma65_105 | 11391723:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.53% | 35.75% |
| Worst Week | -5.57% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 9.39% | 155.54% |
| Worst Year | -15.33% | -54.08% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.46% | 6.79% |
| Avg. Down Week | -1.36% | -2.88% |
| Avg. Up Month | 4.18% | 13.65% |
| Avg. Down Month | -3.6% | -8.17% |
| Win Days % | 44.04% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 36.71% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |