| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.75% | 184.67% |
| Max Drawdown | -30.68% | -67.18% |
| Sharpe | -0.09 | 0.42 |
| Sortino | -0.13 | 0.6 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.47 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.52 | 3.1 |
| Outlier Loss Ratio | 4.36 | 3.07 |
| Volatility (ann.) | 7.06% | 26.32% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.11 | 0.52 |
| Skew | 1.31 | 0.18 |
| Kurtosis | 90.89 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.29% | 2.46% |
| Expected Yearly % | -3.08% | 29.89% |
| Kelly Criterion | -8.15% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11377231:BTCUSD | 11377231:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 20.83 | -0.34 | + |
| 2023 | 155.54 | -8.66 | -0.06 | - |
| 2024 | 121.00 | -8.73 | -0.07 | - |
| 2025 | 30.14 | -12.38 | -0.41 | - |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| MTD | 0.15% | 13.36% |
| 3M | -3.35% | 45.08% |
| 6M | -12.78% | 28.47% |
| YTD | -12.38% | 30.14% |
| 1Y | -6.04% | 105.13% |
| 3Y (ann.) | -5.33% | 81.7% |
| 5Y (ann.) | -3.52% | 34.95% |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Max Drawdown | -30.68% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -6.84% | -7.55% |
| Avg. Drawdown Days | 140.0 | 36.0 |
| Recovery Factor | -0.38 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2025-07-14 | -30.68 | 844 |
| 2022-03-25 | 2022-10-25 | -15.82 | 214 |
| 2022-02-05 | 2022-03-24 | -5.64 | 47 |
| 2022-11-24 | 2023-03-21 | -2.77 | 117 |
| 2022-10-31 | 2022-11-22 | -2.42 | 22 |
| 2022-01-19 | 2022-02-03 | -1.61 | 15 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-01-18 | 2022-01-18 | -1.06 | 0 |
| 2023-03-22 | 2023-03-22 | -0.38 | 0 |
| Metric | 11377231:btcusd:triple_med_gx:lsma65_50 | 11377231:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.65% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -6.86% | -29.64% |
| Best Month | 11.01% | 43.77% |
| Worst Month | -9.96% | -37.12% |
| Best Year | 20.83% | 155.54% |
| Worst Year | -12.38% | -61.27% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.93% | 5.04% |
| Avg. Down Week | -1.78% | -3.53% |
| Avg. Up Month | 3.99% | 13.57% |
| Avg. Down Month | -3.28% | -12.09% |
| Win Days % | 40.45% | 51.26% |
| Win Month % | 37.21% | 60.47% |
| Win Week % | 36.27% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |