| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 7.8% | 184.67% |
| Max Drawdown | -26.27% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.15 | 0.6 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 51.75 | 3.25 |
| Outlier Loss Ratio | 4.42 | 3.11 |
| Volatility (ann.) | 8.34% | 26.32% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.08 | 0.52 |
| Skew | 0.54 | 0.18 |
| Kurtosis | 83.15 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.46% |
| Expected Yearly % | 1.89% | 29.89% |
| Kelly Criterion | -2.76% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11376256:BTCUSD | 11376256:btcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 21.38 | -0.35 | + |
| 2023 | 155.54 | 4.56 | 0.03 | - |
| 2024 | 121.00 | -6.94 | -0.06 | - |
| 2025 | 30.14 | -8.73 | -0.29 | - |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| MTD | 3.35% | 13.36% |
| 3M | 2.09% | 45.08% |
| 6M | -12.13% | 28.47% |
| YTD | -8.73% | 30.14% |
| 1Y | -0.92% | 105.13% |
| 3Y (ann.) | 0.55% | 81.7% |
| 5Y (ann.) | 2.17% | 34.95% |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Max Drawdown | -26.27% | -67.18% |
| Longest DD Days | 494.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.55% |
| Avg. Drawdown Days | 43.0 | 36.0 |
| Recovery Factor | 0.3 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-06 | 2025-07-14 | -26.27 | 494 |
| 2022-05-05 | 2022-11-22 | -17.65 | 201 |
| 2023-05-23 | 2023-09-12 | -9.96 | 111 |
| 2023-11-28 | 2024-01-23 | -6.02 | 56 |
| 2022-11-24 | 2023-05-04 | -5.99 | 160 |
| 2024-02-03 | 2024-03-06 | -5.24 | 31 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-12 | 2022-03-16 | -3.56 | 31 |
| 2023-09-12 | 2023-11-15 | -3.31 | 63 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| Metric | 11376256:btcusd:triple_med_gx:lsma65_45 | 11376256:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -9.38% | -29.64% |
| Best Month | 11.65% | 43.77% |
| Worst Month | -11.26% | -37.12% |
| Best Year | 21.38% | 155.54% |
| Worst Year | -8.73% | -61.27% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 2.55% | 5.12% |
| Avg. Down Week | -1.85% | -3.41% |
| Avg. Up Month | 4.01% | 10.83% |
| Avg. Down Month | -4.34% | -11.66% |
| Win Days % | 42.63% | 51.26% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 42.61% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |