| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -5.03% | 188.02% |
| Max Drawdown | -33.58% | -67.18% |
| Sharpe | 0.0 | 0.42 |
| Sortino | 0.01 | 0.61 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.52 | 0.64 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 44.89 | 3.3 |
| Outlier Loss Ratio | 4.27 | 3.28 |
| Volatility (ann.) | 9.03% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.04 | 0.53 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 63.57 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.49% |
| Expected Yearly % | -1.28% | 30.27% |
| Kelly Criterion | -4.16% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11374459:BTCUSD | 11374459:btcusd:triple_med_gx:lsma65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 12.85 | -0.21 | + |
| 2023 | 155.54 | -13.63 | -0.09 | - |
| 2024 | 121.00 | 0.40 | 0.00 | - |
| 2025 | 30.14 | -2.96 | -0.10 | - |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| MTD | -0.49% | 13.36% |
| 3M | -3.74% | 45.08% |
| 6M | -5.98% | 28.47% |
| YTD | -2.96% | 30.14% |
| 1Y | -12.54% | 105.13% |
| 3Y (ann.) | -9.38% | 81.7% |
| 5Y (ann.) | -1.47% | 35.5% |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Max Drawdown | -33.58% | -67.18% |
| Longest DD Days | 1020.0 | 683.0 |
| Avg. Drawdown | -4.79% | -7.5% |
| Avg. Drawdown Days | 74.0 | 36.0 |
| Recovery Factor | -0.15 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-07-14 | -33.58 | 1020 |
| 2022-07-20 | 2022-09-27 | -12.07 | 68 |
| 2022-06-21 | 2022-07-07 | -5.90 | 15 |
| 2022-05-17 | 2022-05-31 | -5.81 | 14 |
| 2022-01-30 | 2022-02-28 | -5.80 | 29 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2022-07-09 | 2022-07-19 | -3.66 | 9 |
| 2022-03-17 | 2022-04-01 | -2.08 | 15 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11374459:btcusd:triple_med_gx:lsma65_35 | 11374459:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -7.47% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -9.91% | -37.12% |
| Best Year | 12.85% | 155.54% |
| Worst Year | -13.63% | -60.81% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.18% | 6.95% |
| Avg. Down Week | -1.84% | -2.51% |
| Avg. Up Month | 3.39% | 14.86% |
| Avg. Down Month | -3.79% | -9.19% |
| Win Days % | 43.47% | 51.26% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 40.78% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |