| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -14.26% | 190.14% |
| Max Drawdown | -36.29% | -67.18% |
| Sharpe | -0.07 | 0.42 |
| Sortino | -0.1 | 0.61 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 40.36 | 3.32 |
| Outlier Loss Ratio | 4.32 | 3.33 |
| Volatility (ann.) | 9.49% | 26.33% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.12 | 0.53 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 57.59 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.36% | 2.51% |
| Expected Yearly % | -3.77% | 30.51% |
| Kelly Criterion | -6.07% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11373521:BTCUSD | 11373521:btcusd:triple_med_gx:lsma65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 0.13 | -0.00 | + |
| 2023 | 155.54 | 3.79 | 0.02 | - |
| 2024 | 121.00 | -5.70 | -0.05 | - |
| 2025 | 30.14 | -12.51 | -0.41 | - |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 2.97% | 45.08% |
| 6M | -11.89% | 28.47% |
| YTD | -12.51% | 30.14% |
| 1Y | -20.64% | 105.13% |
| 3Y (ann.) | -10.4% | 81.7% |
| 5Y (ann.) | -4.31% | 35.72% |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Max Drawdown | -36.29% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -6.45% | -7.32% |
| Avg. Drawdown Days | 124.0 | 35.0 |
| Recovery Factor | -0.39 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -36.29 | 1089 |
| 2022-03-31 | 2022-07-07 | -15.79 | 98 |
| 2022-07-08 | 2022-07-19 | -4.41 | 11 |
| 2022-01-30 | 2022-02-28 | -4.09 | 29 |
| 2022-01-27 | 2022-01-28 | -2.14 | 1 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.16 | 0 |
| Metric | 11373521:btcusd:triple_med_gx:lsma65_30 | 11373521:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -8.42% | -29.64% |
| Best Month | 12.3% | 43.77% |
| Worst Month | -10.02% | -37.12% |
| Best Year | 3.79% | 155.54% |
| Worst Year | -12.51% | -60.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.07% | 7.38% |
| Avg. Down Week | -2.24% | -2.42% |
| Avg. Up Month | 3.26% | 14.4% |
| Avg. Down Month | -4.65% | -10.05% |
| Win Days % | 43.78% | 51.27% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 43.75% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |