| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.71% | 190.14% |
| Max Drawdown | -33.02% | -67.18% |
| Sharpe | -0.02 | 0.42 |
| Sortino | -0.04 | 0.61 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.8 | 1.06 |
| CPC Index | 0.51 | 0.64 |
| Tail Ratio | 0.8 | 0.99 |
| Outlier Win Ratio | 47.37 | 3.25 |
| Outlier Loss Ratio | 4.41 | 3.19 |
| Volatility (ann.) | 8.64% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.07 | 0.53 |
| Skew | 1.2 | 0.18 |
| Kurtosis | 68.35 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.51% |
| Expected Yearly % | -1.99% | 30.51% |
| Kelly Criterion | -5.36% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11375429:BTCUSD | 11375429:btcusd:triple_med_gx:lsma65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 13.27 | -0.22 | + |
| 2023 | 155.54 | -6.63 | -0.04 | - |
| 2024 | 121.00 | -9.72 | -0.08 | - |
| 2025 | 30.14 | -3.35 | -0.11 | - |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -5.06% | 28.47% |
| YTD | -3.35% | 30.14% |
| 1Y | -15.05% | 105.13% |
| 3Y (ann.) | -8.7% | 81.7% |
| 5Y (ann.) | -2.28% | 35.72% |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Max Drawdown | -33.02% | -67.18% |
| Longest DD Days | 1009.0 | 683.0 |
| Avg. Drawdown | -5.04% | -7.32% |
| Avg. Drawdown Days | 101.0 | 35.0 |
| Recovery Factor | -0.23 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-08 | 2025-07-14 | -33.02 | 1009 |
| 2022-04-19 | 2022-09-27 | -12.41 | 161 |
| 2022-01-30 | 2022-02-28 | -4.31 | 29 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11375429:btcusd:triple_med_gx:lsma65_40 | 11375429:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.07% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 12.05% | 43.77% |
| Worst Month | -10.43% | -37.12% |
| Best Year | 13.27% | 155.54% |
| Worst Year | -9.72% | -60.52% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.36% | 8.04% |
| Avg. Down Week | -2.04% | -2.67% |
| Avg. Up Month | 3.62% | 13.47% |
| Avg. Down Month | -3.81% | -11.2% |
| Win Days % | 42.15% | 51.27% |
| Win Month % | 41.86% | 60.47% |
| Win Week % | 39.81% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |