| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -5.91% | 188.02% |
| Max Drawdown | -28.72% | -67.18% |
| Sharpe | -0.01 | 0.42 |
| Sortino | -0.02 | 0.61 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.75 | 1.06 |
| CPC Index | 0.5 | 0.64 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 51.07 | 3.21 |
| Outlier Loss Ratio | 4.17 | 3.19 |
| Volatility (ann.) | 8.21% | 26.33% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.06 | 0.53 |
| Skew | 2.18 | 0.18 |
| Kurtosis | 70.34 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.49% |
| Expected Yearly % | -1.51% | 30.27% |
| Kelly Criterion | -5.04% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11374457:BTCUSD | 11374457:btcusd:triple_med_gx:lsma60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 14.90 | -0.24 | + |
| 2023 | 155.54 | -7.74 | -0.05 | - |
| 2024 | 121.00 | -7.04 | -0.06 | - |
| 2025 | 30.14 | -4.52 | -0.15 | - |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | -3.08% | 45.08% |
| 6M | -4.24% | 28.47% |
| YTD | -4.52% | 30.14% |
| 1Y | -18.62% | 105.13% |
| 3Y (ann.) | -8.67% | 81.7% |
| 5Y (ann.) | -1.73% | 35.5% |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Max Drawdown | -28.72% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -4.31% | -7.5% |
| Avg. Drawdown Days | 102.0 | 36.0 |
| Recovery Factor | -0.21 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -28.72 | 1089 |
| 2022-05-17 | 2022-07-07 | -7.96 | 51 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.45 | 32 |
| 2022-07-08 | 2022-07-19 | -2.23 | 11 |
| 2022-01-30 | 2022-02-27 | -1.90 | 28 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-28 | 2022-01-29 | -0.35 | 1 |
| 2022-03-01 | 2022-03-16 | -0.34 | 14 |
| Metric | 11374457:btcusd:triple_med_gx:lsma60_35 | 11374457:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 11.64% | 35.75% |
| Worst Week | -7.47% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -10.38% | -37.12% |
| Best Year | 14.9% | 155.54% |
| Worst Year | -7.74% | -60.81% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 1.84% | 7.06% |
| Avg. Down Week | -2.49% | -3.19% |
| Avg. Up Month | 4.5% | 16.17% |
| Avg. Down Month | -3.71% | -12.24% |
| Win Days % | 43.55% | 51.26% |
| Win Month % | 40.48% | 60.47% |
| Win Week % | 46.32% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |