| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -13.38% | 190.14% |
| Max Drawdown | -34.71% | -67.18% |
| Sharpe | -0.09 | 0.42 |
| Sortino | -0.13 | 0.61 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.5 | 1.06 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | 0.53 | 0.99 |
| Outlier Win Ratio | 53.9 | 3.16 |
| Outlier Loss Ratio | 4.41 | 3.11 |
| Volatility (ann.) | 8.15% | 26.33% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.12 | 0.53 |
| Skew | 1.13 | 0.18 |
| Kurtosis | 84.07 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.33% | 2.51% |
| Expected Yearly % | -3.53% | 30.51% |
| Kelly Criterion | -7.36% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11376459:BTCUSD | 11376459:btcusd:triple_med_gx:lsma65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 10.83 | -0.18 | + |
| 2023 | 155.54 | -10.16 | -0.07 | - |
| 2024 | 121.00 | -3.82 | -0.03 | - |
| 2025 | 30.14 | -9.55 | -0.32 | - |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -11.15% | 28.47% |
| YTD | -9.55% | 30.14% |
| 1Y | -15.58% | 105.13% |
| 3Y (ann.) | -9.01% | 81.7% |
| 5Y (ann.) | -4.03% | 35.72% |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Max Drawdown | -34.71% | -67.18% |
| Longest DD Days | 1182.0 | 683.0 |
| Avg. Drawdown | -4.19% | -7.32% |
| Avg. Drawdown Days | 111.0 | 35.0 |
| Recovery Factor | -0.39 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-19 | 2025-07-14 | -34.71 | 1182 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-01-30 | 2022-02-28 | -3.03 | 29 |
| 2022-03-31 | 2022-04-01 | -2.11 | 0 |
| 2022-03-17 | 2022-03-24 | -0.88 | 7 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-04-16 | 2022-04-17 | -0.21 | 0 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| Metric | 11376459:btcusd:triple_med_gx:lsma65_45 | 11376459:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 17.0% | 35.75% |
| Worst Week | -9.96% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 10.83% | 155.54% |
| Worst Year | -10.16% | -60.52% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.09% | 7.44% |
| Avg. Down Week | -2.37% | -2.62% |
| Avg. Up Month | 4.04% | 10.27% |
| Avg. Down Month | -4.96% | -8.63% |
| Win Days % | 41.2% | 51.27% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 42.59% | 51.61% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |