| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 7.9% | 198.98% |
| Max Drawdown | -23.1% | -67.18% |
| Sharpe | 0.11 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 48.56 | 3.18 |
| Outlier Loss Ratio | 4.36 | 3.15 |
| Volatility (ann.) | 8.62% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.1 | 0.57 |
| Skew | 1.9 | 0.2 |
| Kurtosis | 81.26 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.64% |
| Expected Yearly % | 1.92% | 31.5% |
| Kelly Criterion | -1.46% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11393275:BTCUSD | 11393275:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 11.90 | -0.22 | + |
| 2023 | 155.54 | -13.26 | -0.09 | - |
| 2024 | 121.00 | 1.63 | 0.01 | - |
| 2025 | 16.76 | 9.39 | 0.56 | - |
| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| MTD | 3.99% | 4.16% |
| 3M | 4.34% | 31.46% |
| 6M | 7.57% | 12.77% |
| YTD | 9.39% | 16.76% |
| 1Y | -2.78% | 56.84% |
| 3Y (ann.) | -2.38% | 55.31% |
| 5Y (ann.) | 2.28% | 38.4% |
| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Max Drawdown | -23.1% | -67.18% |
| Longest DD Days | 1132.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.29% |
| Avg. Drawdown Days | 121.0 | 31.0 |
| Recovery Factor | 0.34 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2025-06-11 | -23.10 | 1132 |
| 2022-01-30 | 2022-02-28 | -4.04 | 29 |
| 2022-03-19 | 2022-04-18 | -4.00 | 30 |
| 2022-03-01 | 2022-03-16 | -2.89 | 14 |
| 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 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11393275:btcusd:triple_med_gx:lsma65_110 | 11393275:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.55% | 35.75% |
| Worst Week | -5.06% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.89% | -37.12% |
| Best Year | 11.9% | 155.54% |
| Worst Year | -13.26% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 2.67% | 7.2% |
| Avg. Down Week | -1.55% | -2.97% |
| Avg. Up Month | 4.54% | 14.99% |
| Avg. Down Month | -3.41% | -8.45% |
| Win Days % | 44.72% | 51.26% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 36.49% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |