| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -18.28% | 189.3% |
| Max Drawdown | -41.94% | -67.18% |
| Sharpe | -0.12 | 0.43 |
| Sortino | -0.18 | 0.63 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.46 | 0.62 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 47.34 | 3.24 |
| Outlier Loss Ratio | 4.23 | 3.22 |
| Volatility (ann.) | 9.21% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.14 | 0.55 |
| Skew | 2.54 | 0.2 |
| Kurtosis | 84.82 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.56% |
| Expected Yearly % | -4.92% | 30.42% |
| Kelly Criterion | -7.32% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11394585:BTCUSD | 11394585:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.96 | 0.07 | + |
| 2023 | 155.54 | 4.41 | 0.03 | - |
| 2024 | 121.00 | -17.23 | -0.14 | - |
| 2025 | 16.76 | -1.54 | -0.09 | - |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| MTD | 2.43% | 4.16% |
| 3M | 4.02% | 31.46% |
| 6M | -8.29% | 12.77% |
| YTD | -1.54% | 16.76% |
| 1Y | -26.75% | 56.84% |
| 3Y (ann.) | -11.08% | 55.31% |
| 5Y (ann.) | -5.82% | 37.09% |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Max Drawdown | -41.94% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.69% | -6.63% |
| Avg. Drawdown Days | 76.0 | 33.0 |
| Recovery Factor | -0.44 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -41.94 | 1085 |
| 2022-05-16 | 2022-06-19 | -5.44 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-14 | 2022-03-16 | -2.73 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 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 |
| Metric | 11394585:btcusd:triple_med_gx:lsma60_115 | 11394585:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.04% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 4.41% | 155.54% |
| Worst Year | -17.23% | -56.13% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.08% | 9.08% |
| Avg. Down Week | -2.27% | -3.21% |
| Avg. Up Month | 3.21% | 13.61% |
| Avg. Down Month | -4.78% | -7.9% |
| Win Days % | 42.78% | 51.25% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 38.82% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |