| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -7.2% | 188.02% |
| Max Drawdown | -22.64% | -67.18% |
| Sharpe | -0.04 | 0.42 |
| Sortino | -0.06 | 0.61 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.49 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.95 | 3.13 |
| Outlier Loss Ratio | 4.19 | 3.1 |
| Volatility (ann.) | 7.29% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.09 | 0.53 |
| Skew | 3.21 | 0.18 |
| Kurtosis | 92.05 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.49% |
| Expected Yearly % | -1.85% | 30.27% |
| Kelly Criterion | -6.56% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11374456:BTCUSD | 11374456:btcusd:triple_med_gx:lsma55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 3.42 | -0.06 | + |
| 2023 | 155.54 | -2.76 | -0.02 | - |
| 2024 | 121.00 | 2.06 | 0.02 | - |
| 2025 | 30.14 | -9.59 | -0.32 | - |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| MTD | -0.53% | 13.36% |
| 3M | -5.03% | 45.08% |
| 6M | -9.59% | 28.47% |
| YTD | -9.59% | 30.14% |
| 1Y | -16.91% | 105.13% |
| 3Y (ann.) | -6.51% | 81.7% |
| 5Y (ann.) | -2.12% | 35.5% |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Max Drawdown | -22.64% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -4.52% | -7.5% |
| Avg. Drawdown Days | 123.0 | 36.0 |
| Recovery Factor | -0.32 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -22.64 | 1089 |
| 2022-05-17 | 2022-07-20 | -10.50 | 64 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.14 | 32 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-30 | 2022-02-26 | -0.48 | 27 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-28 | 2022-01-29 | -0.35 | 1 |
| 2022-03-01 | 2022-03-16 | -0.29 | 15 |
| 2022-05-16 | 2022-05-16 | -0.18 | 0 |
| Metric | 11374456:btcusd:triple_med_gx:lsma55_35 | 11374456:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -7.47% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 3.42% | 155.54% |
| Worst Year | -9.59% | -60.81% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.44% | 9.1% |
| Avg. Down Week | -2.08% | -2.4% |
| Avg. Up Month | 3.64% | 14.59% |
| Avg. Down Month | -3.35% | -12.6% |
| Win Days % | 41.8% | 51.26% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 38.37% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |