| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -17.63% | 187.39% |
| Max Drawdown | -38.29% | -67.18% |
| Sharpe | -0.13 | 0.43 |
| Sortino | -0.18 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.81 | 1.06 |
| CPC Index | 0.45 | 0.58 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 51.77 | 3.13 |
| Outlier Loss Ratio | 4.23 | 3.16 |
| Volatility (ann.) | 8.49% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.15 | 0.55 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 84.08 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.46% | 2.55% |
| Expected Yearly % | -4.73% | 30.2% |
| Kelly Criterion | -7.32% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11396260:BTCUSD | 11396260:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -1.04 | 0.02 | + |
| 2023 | 155.54 | -1.13 | -0.01 | - |
| 2024 | 121.00 | 2.01 | 0.02 | - |
| 2025 | 16.76 | -17.48 | -1.04 | - |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| MTD | 4.02% | 4.16% |
| 3M | -2.55% | 31.46% |
| 6M | -19.96% | 12.77% |
| YTD | -17.48% | 16.76% |
| 1Y | -29.08% | 56.84% |
| 3Y (ann.) | -11.22% | 55.31% |
| 5Y (ann.) | -5.61% | 36.89% |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Max Drawdown | -38.29% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.61% |
| Avg. Drawdown Days | 96.0 | 33.0 |
| Recovery Factor | -0.46 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -38.29 | 1085 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-06 | 2022-05-15 | -1.03 | 9 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-16 | -0.29 | 15 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| Metric | 11396260:btcusd:triple_med_gx:lsma65_120 | 11396260:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -14.0% | -37.12% |
| Best Year | 2.01% | 155.54% |
| Worst Year | -17.48% | -56.42% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.58% | 7.81% |
| Avg. Down Week | -1.99% | -2.59% |
| Avg. Up Month | 4.38% | 10.88% |
| Avg. Down Month | -5.5% | -9.24% |
| Win Days % | 44.44% | 51.28% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 39.02% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |