| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.83% | 198.98% |
| Max Drawdown | -32.77% | -67.18% |
| Sharpe | -0.06 | 0.44 |
| Sortino | -0.1 | 0.64 |
| Payoff Ratio | 1.23 | 1.23 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.48 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.42 | 2.99 |
| Outlier Loss Ratio | 4.43 | 2.96 |
| Volatility (ann.) | 7.09% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.08 | 0.57 |
| Skew | 4.2 | 0.2 |
| Kurtosis | 120.38 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.64% |
| Expected Yearly % | -2.29% | 31.5% |
| Kelly Criterion | -7.56% | 11.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11392944:BTCUSD | 11392944:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.04 | -0.13 | + |
| 2023 | 155.54 | -3.07 | -0.02 | - |
| 2024 | 121.00 | -13.42 | -0.11 | - |
| 2025 | 16.76 | 1.49 | 0.09 | - |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| MTD | -0.38% | 4.16% |
| 3M | 0.9% | 31.46% |
| 6M | -5.95% | 12.77% |
| YTD | 1.49% | 16.76% |
| 1Y | -20.47% | 56.84% |
| 3Y (ann.) | -9.33% | 55.31% |
| 5Y (ann.) | -2.71% | 38.4% |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Max Drawdown | -32.77% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.29% |
| Avg. Drawdown Days | 96.0 | 31.0 |
| Recovery Factor | -0.27 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -32.77 | 1085 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-05-16 | 2022-06-21 | -3.64 | 36 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-04-15 | -0.71 | 30 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11392944:btcusd:triple_med_gx:lsma75_110 | 11392944:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 14.8% | 43.77% |
| Worst Month | -15.0% | -37.12% |
| Best Year | 7.04% | 155.54% |
| Worst Year | -13.42% | -54.66% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.71% | 6.93% |
| Avg. Down Week | -2.4% | -2.75% |
| Avg. Up Month | 3.53% | 13.76% |
| Avg. Down Month | -4.68% | -9.01% |
| Win Days % | 40.58% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.87% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |