| Metric | 11375184:btcusd:triple_med_gx:lsma155_40 | 11375184:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -5.85% | 182.61% |
| Max Drawdown | -29.13% | -67.18% |
| Sharpe | 0.01 | 0.42 |
| Sortino | 0.01 | 0.61 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.25 | 3.43 |
| Outlier Loss Ratio | 4.41 | 3.48 |
| Volatility (ann.) | 10.17% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.06 | 0.53 |
| Skew | 0.01 | 0.18 |
| Kurtosis | 31.05 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.5% |
| Expected Yearly % | -1.5% | 29.66% |
| Kelly Criterion | -3.35% | 1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11375184:BTCUSD | 11375184:btcusd:triple_med_gx:lsma155_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 1.12 | -0.02 | + |
| 2023 | 155.54 | 0.45 | 0.00 | - |
| 2024 | 121.00 | 1.19 | 0.01 | - |
| 2025 | 30.14 | -8.40 | -0.28 | - |
| Metric | 11375184:btcusd:triple_med_gx:lsma155_40 | 11375184:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 8.85% | 45.08% |
| 6M | -4.31% | 28.47% |
| YTD | -8.4% | 30.14% |
| 1Y | -13.49% | 105.13% |
| 3Y (ann.) | -2.36% | 81.7% |
| 5Y (ann.) | -1.74% | 35.41% |
| Metric | 11375184:btcusd:triple_med_gx:lsma155_40 | 11375184:BTCUSD |
|---|---|---|
| Max Drawdown | -29.13% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -7.58% | -7.16% |
| Avg. Drawdown Days | 123.0 | 38.0 |
| Recovery Factor | -0.2 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -29.13 | 489 |
| 2022-06-06 | 2024-03-11 | -26.25 | 644 |
| 2022-02-10 | 2022-03-22 | -8.03 | 39 |
| 2022-03-31 | 2022-05-22 | -5.77 | 52 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| 2022-06-03 | 2022-06-04 | -0.27 | 1 |
| 2022-03-24 | 2022-03-24 | -0.09 | 0 |
| Metric | 11375184:btcusd:triple_med_gx:lsma155_40 | 11375184:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -8.12% | -37.12% |
| Best Year | 1.19% | 155.54% |
| Worst Year | -8.4% | -61.55% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.98% | 4.97% |
| Avg. Down Week | -2.81% | -5.27% |
| Avg. Up Month | 5.28% | 17.04% |
| Avg. Down Month | -3.22% | -11.1% |
| Win Days % | 46.81% | 51.32% |
| Win Month % | 36.59% | 61.9% |
| Win Week % | 50.48% | 50.82% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |