| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -8.64% | 184.67% |
| Max Drawdown | -31.19% | -67.18% |
| Sharpe | -0.08 | 0.42 |
| Sortino | -0.12 | 0.6 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 103.98 | 2.88 |
| Outlier Loss Ratio | 4.2 | 2.79 |
| Volatility (ann.) | 5.71% | 26.32% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.08 | 0.52 |
| Skew | -0.17 | 0.18 |
| Kurtosis | 170.08 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.21% | 2.46% |
| Expected Yearly % | -2.23% | 29.89% |
| Kelly Criterion | -11.61% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11378253:BTCUSD | 11378253:btcusd:triple_med_gx:lsma65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 28.72 | -0.47 | + |
| 2023 | 155.54 | -14.29 | -0.09 | - |
| 2024 | 121.00 | -15.20 | -0.13 | - |
| 2025 | 30.14 | -2.34 | -0.08 | - |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| MTD | -1.53% | 13.36% |
| 3M | -3.84% | 45.08% |
| 6M | -4.52% | 28.47% |
| YTD | -2.34% | 30.14% |
| 1Y | -5.45% | 105.13% |
| 3Y (ann.) | -6.31% | 81.7% |
| 5Y (ann.) | -2.55% | 34.95% |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Max Drawdown | -31.19% | -67.18% |
| Longest DD Days | 927.0 | 683.0 |
| Avg. Drawdown | -4.6% | -7.55% |
| Avg. Drawdown Days | 119.0 | 36.0 |
| Recovery Factor | -0.28 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-30 | 2025-07-14 | -31.19 | 927 |
| 2022-04-24 | 2022-10-03 | -6.30 | 162 |
| 2022-02-05 | 2022-03-24 | -3.07 | 47 |
| 2022-01-19 | 2022-02-03 | -1.61 | 15 |
| 2022-10-21 | 2022-11-22 | -1.36 | 32 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.76 | 5 |
| 2022-01-18 | 2022-01-18 | -0.18 | 0 |
| 2022-12-29 | 2022-12-29 | -0.18 | 0 |
| 2022-10-04 | 2022-10-04 | -0.11 | 0 |
| Metric | 11378253:btcusd:triple_med_gx:lsma65_55 | 11378253:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -4.29% | -29.64% |
| Best Month | 9.45% | 43.77% |
| Worst Month | -6.54% | -37.12% |
| Best Year | 28.72% | 155.54% |
| Worst Year | -15.2% | -61.27% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.47% | 4.36% |
| Avg. Down Week | -1.22% | -4.16% |
| Avg. Up Month | 3.99% | 10.55% |
| Avg. Down Month | -1.24% | -13.28% |
| Win Days % | 37.96% | 51.26% |
| Win Month % | 30.23% | 60.47% |
| Win Week % | 35.96% | 51.61% |
| Win Quarter % | 26.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |