| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -12.9% | 229.72% |
| Max Drawdown | -38.8% | -67.18% |
| Sharpe | -0.04 | 0.46 |
| Sortino | -0.05 | 0.67 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 1.17 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 30.15 | 3.43 |
| Outlier Loss Ratio | 4.39 | 3.52 |
| Volatility (ann.) | 11.02% | 26.14% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.1 | 0.62 |
| Skew | 0.26 | 0.2 |
| Kurtosis | 35.18 | 6.53 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.88% |
| Expected Yearly % | -3.4% | 34.75% |
| Kelly Criterion | -3.9% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11374249:BTCUSD | 11374249:btcusd:triple_med_gx:lsma135_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.31 | -0.21 | + |
| 2023 | 155.54 | -9.11 | -0.06 | - |
| 2024 | 121.00 | -5.40 | -0.04 | - |
| 2025 | 30.14 | -9.01 | -0.30 | - |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| MTD | 4.37% | 13.36% |
| 3M | 8.23% | 45.08% |
| 6M | -4.34% | 28.47% |
| YTD | -9.01% | 30.14% |
| 1Y | -12.24% | 105.13% |
| 3Y (ann.) | -5.26% | 81.7% |
| 5Y (ann.) | -3.94% | 41.44% |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Max Drawdown | -38.8% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.66% |
| Avg. Drawdown Days | 113.0 | 35.0 |
| Recovery Factor | -0.33 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -38.80 | 1133 |
| 2022-02-10 | 2022-05-05 | -13.34 | 83 |
| 2022-05-20 | 2022-05-29 | -4.88 | 9 |
| 2022-05-07 | 2022-05-19 | -0.70 | 12 |
| 2022-02-05 | 2022-02-10 | -0.68 | 5 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-05-20 | 2022-05-20 | -0.44 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| 2022-06-03 | 2022-06-03 | -0.18 | 0 |
| 2022-05-06 | 2022-05-06 | -0.18 | 0 |
| Metric | 11374249:btcusd:triple_med_gx:lsma135_35 | 11374249:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -8.58% | -29.64% |
| Best Month | 13.1% | 43.77% |
| Worst Month | -10.18% | -37.12% |
| Best Year | 11.31% | 155.54% |
| Worst Year | -9.11% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 3.03% | 6.01% |
| Avg. Down Week | -2.65% | -4.64% |
| Avg. Up Month | 4.42% | 15.76% |
| Avg. Down Month | -4.45% | -11.76% |
| Win Days % | 45.96% | 51.35% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 43.97% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |