| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -1.47% | 173.52% |
| Max Drawdown | -28.42% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.06 | 0.6 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 31.41 | 3.47 |
| Outlier Loss Ratio | 4.41 | 3.48 |
| Volatility (ann.) | 10.37% | 26.06% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.02 | 0.51 |
| Skew | 0.2 | 0.18 |
| Kurtosis | 29.84 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.42% |
| Expected Yearly % | -0.37% | 28.6% |
| Kelly Criterion | -2.12% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.21% |
| Expected Shortfall (cVaR) | -0.89% | -2.21% |
| Year | 11375129:BTCUSD | 11375129:btcusd:triple_med_gx:lsma160_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | -8.02 | 0.13 | + |
| 2023 | 155.54 | -4.62 | -0.03 | - |
| 2024 | 121.00 | 24.81 | 0.21 | - |
| 2025 | 30.14 | -10.02 | -0.33 | - |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 9.53% | 45.08% |
| 6M | -6.28% | 28.47% |
| YTD | -10.02% | 30.14% |
| 1Y | -3.75% | 105.13% |
| 3Y (ann.) | 1.14% | 81.7% |
| 5Y (ann.) | -0.43% | 34.15% |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Max Drawdown | -28.42% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -6.55% | -7.36% |
| Avg. Drawdown Days | 154.0 | 39.0 |
| Recovery Factor | -0.05 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-07-14 | -28.42 | 1133 |
| 2022-02-10 | 2022-03-22 | -7.86 | 39 |
| 2022-03-31 | 2022-05-22 | -5.50 | 52 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-02-10 | 2022-02-10 | -0.18 | 0 |
| 2022-03-24 | 2022-03-24 | -0.09 | 0 |
| Metric | 11375129:btcusd:triple_med_gx:lsma160_40 | 11375129:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -7.56% | -29.64% |
| Best Month | 16.09% | 43.77% |
| Worst Month | -10.9% | -37.12% |
| Best Year | 24.81% | 155.54% |
| Worst Year | -10.02% | -62.78% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.72% | -0.81% |
| Avg. Up Week | 2.9% | 5.62% |
| Avg. Down Week | -2.77% | -4.98% |
| Avg. Up Month | 5.16% | 17.8% |
| Avg. Down Month | -5.04% | -10.98% |
| Win Days % | 46.52% | 51.29% |
| Win Month % | 51.22% | 59.52% |
| Win Week % | 49.53% | 50.82% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |