| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.05% | 181.88% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.05 | 0.6 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 48.48 | 3.32 |
| Outlier Loss Ratio | 4.22 | 3.22 |
| Volatility (ann.) | 8.89% | 26.31% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.01 | 0.51 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 71.83 | 6.35 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.44% |
| Expected Yearly % | -0.26% | 29.57% |
| Kelly Criterion | -4.72% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11379430:BTCUSD | 11379430:btcusd:triple_med_gx:lsma40_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -9.19 | 0.15 | + |
| 2023 | 155.54 | -4.05 | -0.03 | - |
| 2024 | 121.00 | 13.03 | 0.11 | - |
| 2025 | 30.14 | 0.48 | 0.02 | - |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| MTD | -1.22% | 13.36% |
| 3M | 4.83% | 45.08% |
| 6M | 0.48% | 28.47% |
| YTD | 0.48% | 30.14% |
| 1Y | -8.57% | 105.13% |
| 3Y (ann.) | 0.16% | 81.7% |
| 5Y (ann.) | -0.3% | 34.54% |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -8.42% | -7.48% |
| Avg. Drawdown Days | 154.0 | 36.0 |
| Recovery Factor | -0.04 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-21 | 2024-05-15 | -26.05 | 601 |
| 2024-05-30 | 2025-07-14 | -21.23 | 409 |
| 2022-01-26 | 2022-07-18 | -12.43 | 172 |
| 2022-08-08 | 2022-09-21 | -5.23 | 44 |
| 2022-07-29 | 2022-08-08 | -1.16 | 9 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-30 | 2024-05-30 | -0.46 | 0 |
| 2022-07-28 | 2022-07-29 | -0.18 | 0 |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -9.27% | -29.64% |
| Best Month | 12.36% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 13.03% | 155.54% |
| Worst Year | -9.19% | -61.64% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 2.81% | 6.08% |
| Avg. Down Week | -2.29% | -5.47% |
| Avg. Up Month | 4.48% | 15.64% |
| Avg. Down Month | -3.95% | -8.85% |
| Win Days % | 42.56% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 42.98% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |