| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.84% | 198.98% |
| Max Drawdown | -21.8% | -67.18% |
| Sharpe | 0.12 | 0.44 |
| Sortino | 0.18 | 0.64 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.49 | 1.07 |
| CPC Index | 0.56 | 0.63 |
| Tail Ratio | 0.46 | 0.99 |
| Outlier Win Ratio | 56.75 | 3.14 |
| Outlier Loss Ratio | 4.3 | 3.04 |
| Volatility (ann.) | 7.66% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.12 | 0.57 |
| Skew | 1.94 | 0.2 |
| Kurtosis | 88.27 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.64% |
| Expected Yearly % | 2.14% | 31.5% |
| Kelly Criterion | -1.62% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11393168:BTCUSD | 11393168:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 13.87 | -0.25 | + |
| 2023 | 155.54 | -13.30 | -0.09 | - |
| 2024 | 121.00 | 4.73 | 0.04 | - |
| 2025 | 16.76 | 5.27 | 0.31 | - |
| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -5.36% | 31.46% |
| 6M | 5.32% | 12.77% |
| YTD | 5.27% | 16.76% |
| 1Y | -4.02% | 56.84% |
| 3Y (ann.) | -3.39% | 55.31% |
| 5Y (ann.) | 2.55% | 38.4% |
| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Max Drawdown | -21.8% | -67.18% |
| Longest DD Days | 1132.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.29% |
| Avg. Drawdown Days | 107.0 | 31.0 |
| Recovery Factor | 0.41 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2025-06-11 | -21.80 | 1132 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-29 | 2022-02-26 | -0.52 | 28 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-14 | -0.29 | 13 |
| Metric | 11393168:btcusd:triple_med_gx:lsma70_110 | 11393168:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -11.86% | -37.12% |
| Best Year | 13.87% | 155.54% |
| Worst Year | -13.3% | -54.66% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 2.54% | 8.23% |
| Avg. Down Week | -2.21% | -2.51% |
| Avg. Up Month | 3.77% | 14.49% |
| Avg. Down Month | -3.09% | -12.04% |
| Win Days % | 45.06% | 51.26% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 42.67% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |