| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -3.5% | 198.98% |
| Max Drawdown | -31.86% | -67.18% |
| Sharpe | 0.01 | 0.44 |
| Sortino | 0.01 | 0.64 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.52 | 0.64 |
| Tail Ratio | 0.36 | 0.99 |
| Outlier Win Ratio | 56.49 | 3.16 |
| Outlier Loss Ratio | 4.35 | 3.07 |
| Volatility (ann.) | 8.03% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.03 | 0.57 |
| Skew | 2.57 | 0.2 |
| Kurtosis | 83.48 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.64% |
| Expected Yearly % | -0.89% | 31.5% |
| Kelly Criterion | -4.99% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11392942:BTCUSD | 11392942:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 14.82 | -0.27 | + |
| 2023 | 155.54 | -1.83 | -0.01 | - |
| 2024 | 121.00 | -8.49 | -0.07 | - |
| 2025 | 16.76 | -6.44 | -0.38 | - |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| MTD | -2.02% | 4.16% |
| 3M | -2.1% | 31.46% |
| 6M | -12.93% | 12.77% |
| YTD | -6.44% | 16.76% |
| 1Y | -18.99% | 56.84% |
| 3Y (ann.) | -8.55% | 55.31% |
| 5Y (ann.) | -1.05% | 38.4% |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Max Drawdown | -31.86% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.29% |
| Avg. Drawdown Days | 82.0 | 31.0 |
| Recovery Factor | -0.11 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -31.86 | 1085 |
| 2022-05-16 | 2022-06-21 | -4.32 | 36 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-03-16 | 2022-04-15 | -0.80 | 30 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11392942:btcusd:triple_med_gx:lsma65_110 | 11392942:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 15.5% | 43.77% |
| Worst Month | -12.0% | -37.12% |
| Best Year | 14.82% | 155.54% |
| Worst Year | -8.49% | -54.66% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.55% | 6.77% |
| Avg. Down Week | -2.55% | -2.59% |
| Avg. Up Month | 4.02% | 12.54% |
| Avg. Down Month | -4.94% | -8.34% |
| Win Days % | 42.2% | 51.26% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 48.24% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |