| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -4.89% | 243.19% |
| Max Drawdown | -27.2% | -67.18% |
| Sharpe | -0.0 | 0.47 |
| Sortino | -0.0 | 0.68 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 46.22 | 3.21 |
| Outlier Loss Ratio | 4.5 | 3.2 |
| Volatility (ann.) | 8.39% | 26.17% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.05 | 0.64 |
| Skew | 0.56 | 0.2 |
| Kurtosis | 61.04 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.91% |
| Expected Yearly % | -1.25% | 36.11% |
| Kelly Criterion | -4.13% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11377126:BTCUSD | 11377126:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 22.22 | -0.42 | + |
| 2023 | 155.54 | -10.07 | -0.06 | - |
| 2024 | 121.00 | -11.81 | -0.10 | - |
| 2025 | 30.14 | -1.88 | -0.06 | - |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| MTD | 0.59% | 13.36% |
| 3M | 0.24% | 45.08% |
| 6M | 1.02% | 28.47% |
| YTD | -1.88% | 30.14% |
| 1Y | -6.51% | 105.13% |
| 3Y (ann.) | -3.25% | 81.7% |
| 5Y (ann.) | -1.44% | 42.69% |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Max Drawdown | -27.2% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.09% |
| Avg. Drawdown Days | 95.0 | 30.0 |
| Recovery Factor | -0.18 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -27.20 | 904 |
| 2022-06-06 | 2022-10-04 | -14.49 | 119 |
| 2022-02-11 | 2022-05-30 | -6.67 | 107 |
| 2022-10-08 | 2022-11-23 | -5.13 | 46 |
| 2022-12-07 | 2023-01-21 | -4.52 | 45 |
| 2022-11-24 | 2022-11-29 | -0.87 | 4 |
| 2022-12-05 | 2022-12-06 | -0.73 | 1 |
| 2022-11-29 | 2022-11-30 | -0.72 | 0 |
| 2022-02-05 | 2022-02-11 | -0.68 | 6 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11377126:btcusd:triple_med_gx:lsma95_50 | 11377126:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -14.63% | -37.12% |
| Best Year | 22.22% | 155.54% |
| Worst Year | -11.81% | -53.3% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.86% | 5.0% |
| Avg. Down Week | -2.26% | -4.48% |
| Avg. Up Month | 2.91% | 17.04% |
| Avg. Down Month | -3.83% | -11.96% |
| Win Days % | 44.72% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 42.27% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |