| Metric | 11399596:btcusd:triple_med_gx:lsma65_130 | 11399596:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.33% | 182.99% |
| Max Drawdown | -27.57% | -67.18% |
| Sharpe | -0.01 | 0.43 |
| Sortino | -0.02 | 0.62 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 48.62 | 3.24 |
| Outlier Loss Ratio | 4.24 | 3.17 |
| Volatility (ann.) | 8.66% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.07 | 0.54 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 76.69 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.16% | 2.57% |
| Expected Yearly % | -1.62% | 29.7% |
| Kelly Criterion | -4.62% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11399596:BTCUSD | 11399596:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.54 | -0.04 | + |
| 2023 | 155.54 | -0.72 | -0.00 | - |
| 2024 | 121.00 | 2.80 | 0.02 | - |
| 2025 | 16.76 | -10.49 | -0.63 | - |
| Metric | 11399596:btcusd:triple_med_gx:lsma65_130 | 11399596:BTCUSD |
|---|---|---|
| MTD | 4.02% | 4.16% |
| 3M | -2.45% | 31.46% |
| 6M | -13.34% | 12.77% |
| YTD | -10.49% | 16.76% |
| 1Y | -21.0% | 56.84% |
| 3Y (ann.) | -5.68% | 55.31% |
| 5Y (ann.) | -1.93% | 36.34% |
| Metric | 11399596:btcusd:triple_med_gx:lsma65_130 | 11399596:BTCUSD |
|---|---|---|
| Max Drawdown | -27.57% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.9% |
| Avg. Drawdown Days | 85.0 | 35.0 |
| Recovery Factor | -0.23 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -27.57 | 356 |
| 2022-06-21 | 2024-06-04 | -15.60 | 713 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.28 | 48 |
| 2022-04-20 | 2022-05-15 | -2.64 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-20 | -1.39 | 14 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11399596:btcusd:triple_med_gx:lsma65_130 | 11399596:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 2.8% | 155.54% |
| Worst Year | -10.49% | -57.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.85% | 7.97% |
| Avg. Down Week | -2.0% | -2.89% |
| Avg. Up Month | 3.99% | 10.23% |
| Avg. Down Month | -3.46% | -8.9% |
| Win Days % | 45.32% | 51.31% |
| Win Month % | 42.11% | 60.98% |
| Win Week % | 39.51% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |