| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -17.6% | 181.88% |
| Max Drawdown | -39.32% | -67.18% |
| Sharpe | -0.15 | 0.41 |
| Sortino | -0.22 | 0.6 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.43 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.86 | 3.08 |
| Outlier Loss Ratio | 4.04 | 3.08 |
| Volatility (ann.) | 7.26% | 26.31% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.14 | 0.51 |
| Skew | -0.18 | 0.18 |
| Kurtosis | 75.83 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.44% |
| Expected Yearly % | -4.72% | 29.57% |
| Kelly Criterion | -10.7% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11372619:BTCUSD | 11372619:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 8.28 | -0.13 | + |
| 2023 | 155.54 | -2.98 | -0.02 | - |
| 2024 | 121.00 | -14.07 | -0.12 | - |
| 2025 | 30.14 | -8.72 | -0.29 | - |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.56% | 45.08% |
| 6M | -9.5% | 28.47% |
| YTD | -8.72% | 30.14% |
| 1Y | -17.38% | 105.13% |
| 3Y (ann.) | -10.65% | 81.7% |
| 5Y (ann.) | -5.39% | 34.54% |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Max Drawdown | -39.32% | -67.18% |
| Longest DD Days | 1079.0 | 683.0 |
| Avg. Drawdown | -5.35% | -7.48% |
| Avg. Drawdown Days | 102.0 | 36.0 |
| Recovery Factor | -0.45 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-07-14 | -39.32 | 1079 |
| 2022-05-16 | 2022-06-20 | -6.23 | 35 |
| 2022-07-07 | 2022-07-18 | -4.62 | 11 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-07-19 | 2022-07-30 | -2.27 | 11 |
| 2022-01-28 | 2022-03-27 | -2.08 | 58 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| Metric | 11372619:btcusd:triple_med_gx:lsma40_25 | 11372619:BTCUSD |
|---|---|---|
| Best Day | 5.81% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 7.06% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 7.06% | 43.77% |
| Worst Month | -10.04% | -37.12% |
| Best Year | 8.28% | 155.54% |
| Worst Year | -14.07% | -61.64% |
| Avg. Up Day | 0.88% | 0.92% |
| Avg. Down Day | -0.77% | -0.85% |
| Avg. Up Week | 2.01% | 7.51% |
| Avg. Down Week | -1.83% | -4.17% |
| Avg. Up Month | 3.13% | 16.44% |
| Avg. Down Month | -3.43% | -9.86% |
| Win Days % | 41.02% | 51.25% |
| Win Month % | 42.86% | 60.47% |
| Win Week % | 45.45% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |