| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -14.82% | 184.67% |
| Max Drawdown | -32.57% | -67.18% |
| Sharpe | -0.15 | 0.42 |
| Sortino | -0.21 | 0.6 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.44 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 79.24 | 3.02 |
| Outlier Loss Ratio | 4.43 | 2.92 |
| Volatility (ann.) | 6.43% | 26.32% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.14 | 0.52 |
| Skew | -0.22 | 0.18 |
| Kurtosis | 114.37 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.37% | 2.46% |
| Expected Yearly % | -3.93% | 29.89% |
| Kelly Criterion | -10.33% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11377175:BTCUSD | 11377175:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 23.40 | -0.38 | + |
| 2023 | 155.54 | -14.02 | -0.09 | - |
| 2024 | 121.00 | -9.89 | -0.08 | - |
| 2025 | 30.14 | -10.91 | -0.36 | - |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| MTD | -1.54% | 13.36% |
| 3M | -3.47% | 45.08% |
| 6M | -13.85% | 28.47% |
| YTD | -10.91% | 30.14% |
| 1Y | -9.94% | 105.13% |
| 3Y (ann.) | -7.07% | 81.7% |
| 5Y (ann.) | -4.49% | 34.95% |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Max Drawdown | -32.57% | -67.18% |
| Longest DD Days | 957.0 | 683.0 |
| Avg. Drawdown | -4.74% | -7.55% |
| Avg. Drawdown Days | 104.0 | 36.0 |
| Recovery Factor | -0.46 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-30 | 2025-07-14 | -32.57 | 957 |
| 2022-03-25 | 2022-09-09 | -6.51 | 167 |
| 2022-10-22 | 2022-11-23 | -5.02 | 31 |
| 2022-02-05 | 2022-03-25 | -4.65 | 48 |
| 2022-01-17 | 2022-01-18 | -1.86 | 1 |
| 2022-01-19 | 2022-02-03 | -1.61 | 15 |
| 2022-09-14 | 2022-10-03 | -1.61 | 18 |
| 2022-11-24 | 2022-11-30 | -1.41 | 5 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-10-21 | 2022-10-21 | -0.18 | 0 |
| Metric | 11377175:btcusd:triple_med_gx:lsma65_50 | 11377175:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.48% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -6.99% | -37.12% |
| Best Year | 23.4% | 155.54% |
| Worst Year | -14.02% | -61.27% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 2.63% | 5.4% |
| Avg. Down Week | -1.5% | -4.07% |
| Avg. Up Month | 3.49% | 10.9% |
| Avg. Down Month | -2.43% | -11.28% |
| Win Days % | 40.16% | 51.26% |
| Win Month % | 37.21% | 60.47% |
| Win Week % | 37.37% | 51.61% |
| Win Quarter % | 33.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |