| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 19.21% | 152.93% |
| Max Drawdown | -21.59% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.26 | 0.58 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 39.17 | 3.41 |
| Outlier Loss Ratio | 3.82 | 3.26 |
| Volatility (ann.) | 9.96% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.25 | 0.48 |
| Skew | -0.52 | 0.18 |
| Kurtosis | 49.99 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.29% |
| Expected Yearly % | 4.49% | 26.11% |
| Kelly Criterion | 1.44% | 4.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11381617:BTCUSD | 11381617:btcusd:triple_med_gx:lsma185_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.27 | -0.18 | + |
| 2023 | 155.54 | 18.96 | 0.12 | - |
| 2024 | 121.00 | 1.43 | 0.01 | - |
| 2025 | 17.02 | -11.21 | -0.66 | - |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.51% | 31.76% |
| 6M | -11.21% | 12.25% |
| YTD | -11.21% | 17.02% |
| 1Y | -9.92% | 57.19% |
| 3Y (ann.) | 2.01% | 55.42% |
| 5Y (ann.) | 5.44% | 32.3% |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -67.18% |
| Longest DD Days | 735.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.61% |
| Avg. Drawdown Days | 57.0 | 38.0 |
| Recovery Factor | 0.89 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2025-06-11 | -21.59 | 735 |
| 2022-07-09 | 2023-01-13 | -19.59 | 187 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-04-01 | 2023-05-28 | -2.08 | 56 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2023-01-15 | 2023-02-26 | -1.10 | 42 |
| 2023-02-27 | 2023-03-16 | -1.06 | 17 |
| Metric | 11381617:btcusd:triple_med_gx:lsma185_65 | 11381617:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.65% | 35.75% |
| Worst Week | -11.75% | -29.64% |
| Best Month | 19.86% | 43.77% |
| Worst Month | -13.0% | -37.12% |
| Best Year | 18.96% | 155.54% |
| Worst Year | -11.21% | -61.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.12% | 7.72% |
| Avg. Down Week | -3.27% | -4.63% |
| Avg. Up Month | 6.17% | 14.63% |
| Avg. Down Month | -5.35% | -11.43% |
| Win Days % | 49.34% | 51.27% |
| Win Month % | 51.72% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |