| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 4.34% | 198.43% |
| Max Drawdown | -22.42% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 41.13 | 3.26 |
| Outlier Loss Ratio | 4.43 | 3.31 |
| Volatility (ann.) | 9.27% | 26.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.05 | 0.55 |
| Skew | 0.92 | 0.19 |
| Kurtosis | 61.03 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.58% |
| Expected Yearly % | 1.07% | 31.43% |
| Kelly Criterion | -2.95% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11376259:BTCUSD | 11376259:btcusd:triple_med_gx:lsma80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -2.70 | 0.05 | + |
| 2023 | 155.54 | 18.66 | 0.12 | - |
| 2024 | 121.00 | -9.64 | -0.08 | - |
| 2025 | 30.14 | 0.02 | 0.00 | - |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 5.69% | 45.08% |
| 6M | -3.71% | 28.47% |
| YTD | 0.02% | 30.14% |
| 1Y | 5.89% | 105.13% |
| 3Y (ann.) | 3.08% | 81.7% |
| 5Y (ann.) | 1.23% | 36.92% |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Max Drawdown | -22.42% | -67.18% |
| Longest DD Days | 589.0 | 683.0 |
| Avg. Drawdown | -6.17% | -6.95% |
| Avg. Drawdown Days | 87.0 | 34.0 |
| Recovery Factor | 0.19 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-03 | 2025-07-14 | -22.42 | 589 |
| 2022-06-28 | 2023-01-20 | -20.73 | 206 |
| 2022-01-21 | 2022-04-25 | -14.53 | 94 |
| 2022-04-26 | 2022-06-06 | -6.75 | 40 |
| 2023-01-21 | 2023-05-03 | -5.27 | 102 |
| 2023-09-04 | 2023-11-28 | -4.76 | 85 |
| 2023-05-06 | 2023-06-17 | -4.29 | 42 |
| 2023-06-27 | 2023-08-29 | -3.67 | 63 |
| 2023-11-28 | 2023-12-01 | -1.66 | 2 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| Metric | 11376259:btcusd:triple_med_gx:lsma80_45 | 11376259:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.59% | 35.75% |
| Worst Week | -10.59% | -29.64% |
| Best Month | 10.46% | 43.77% |
| Worst Month | -10.75% | -37.12% |
| Best Year | 18.66% | 155.54% |
| Worst Year | -9.64% | -59.39% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.09% | 5.69% |
| Avg. Down Week | -2.17% | -3.96% |
| Avg. Up Month | 4.01% | 11.89% |
| Avg. Down Month | -5.51% | -7.99% |
| Win Days % | 45.78% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 41.23% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |