| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -1.69% | 222.44% |
| Max Drawdown | -20.24% | -67.18% |
| Sharpe | 0.01 | 0.45 |
| Sortino | 0.01 | 0.66 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 99.4 | 2.91 |
| Outlier Loss Ratio | 3.89 | 2.75 |
| Volatility (ann.) | 5.95% | 26.13% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.02 | 0.6 |
| Skew | 2.32 | 0.2 |
| Kurtosis | 234.98 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.76% |
| Expected Yearly % | -0.42% | 34.0% |
| Kelly Criterion | -10.2% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.22% |
| Expected Shortfall (cVaR) | -0.51% | -2.22% |
| Year | 11370443:BTCUSD | 11370443:btcusd:triple_med_gx:lsma25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.82 | -0.01 | + |
| 2023 | 155.54 | -3.19 | -0.02 | - |
| 2024 | 121.00 | 13.72 | 0.11 | - |
| 2025 | 30.14 | -11.43 | -0.38 | - |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 2.92% | 45.08% |
| 6M | -11.07% | 28.47% |
| YTD | -11.43% | 30.14% |
| 1Y | -6.4% | 105.13% |
| 3Y (ann.) | -2.75% | 81.7% |
| 5Y (ann.) | -0.49% | 40.34% |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Max Drawdown | -20.24% | -67.18% |
| Longest DD Days | 1081.0 | 683.0 |
| Avg. Drawdown | -3.25% | -6.36% |
| Avg. Drawdown Days | 136.0 | 32.0 |
| Recovery Factor | -0.08 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2025-07-14 | -20.24 | 1081 |
| 2022-02-16 | 2022-03-16 | -3.47 | 28 |
| 2022-03-16 | 2022-06-06 | -2.69 | 81 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-06-06 | 2022-07-15 | -0.50 | 38 |
| 2022-07-28 | 2022-07-28 | -0.18 | 0 |
| 2022-02-14 | 2022-02-14 | -0.18 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| Metric | 11370443:btcusd:triple_med_gx:lsma25_10 | 11370443:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 7.3% | 35.75% |
| Worst Week | -8.93% | -29.64% |
| Best Month | 9.26% | 43.77% |
| Worst Month | -8.48% | -37.12% |
| Best Year | 13.72% | 155.54% |
| Worst Year | -11.43% | -56.13% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.76% | -0.85% |
| Avg. Up Week | 1.72% | 8.04% |
| Avg. Down Week | -1.29% | -2.71% |
| Avg. Up Month | 2.7% | 15.5% |
| Avg. Down Month | -2.09% | -7.93% |
| Win Days % | 41.38% | 51.29% |
| Win Month % | 47.37% | 62.79% |
| Win Week % | 44.0% | 51.63% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |