| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -3.31% | 160.91% |
| Max Drawdown | -22.41% | -67.18% |
| Sharpe | 0.0 | 0.4 |
| Sortino | 0.01 | 0.58 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.51 | 0.65 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 66.59 | 3.13 |
| Outlier Loss Ratio | 4.01 | 3.11 |
| Volatility (ann.) | 7.55% | 26.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.04 | 0.49 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 96.09 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.31% |
| Expected Yearly % | -0.84% | 27.09% |
| Kelly Criterion | -6.68% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.26% |
| Expected Shortfall (cVaR) | -0.65% | -2.26% |
| Year | 11381717:BTCUSD | 11381717:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 6.82 | -0.11 | + |
| 2023 | 155.54 | -2.43 | -0.02 | - |
| 2024 | 121.00 | 1.56 | 0.01 | - |
| 2025 | 17.02 | -8.65 | -0.51 | - |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| MTD | 1.39% | 4.4% |
| 3M | -5.14% | 31.76% |
| 6M | -14.11% | 12.25% |
| YTD | -8.65% | 17.02% |
| 1Y | -10.47% | 57.19% |
| 3Y (ann.) | -2.17% | 55.42% |
| 5Y (ann.) | -0.99% | 32.62% |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Max Drawdown | -22.41% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -3.53% | -7.67% |
| Avg. Drawdown Days | 91.0 | 37.0 |
| Recovery Factor | -0.15 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-24 | 2025-06-11 | -22.41 | 1021 |
| 2022-03-11 | 2022-05-14 | -5.80 | 64 |
| 2022-07-05 | 2022-08-11 | -5.15 | 36 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-08-11 | 2022-08-24 | -0.87 | 13 |
| 2022-01-26 | 2022-03-10 | -0.54 | 43 |
| Metric | 11381717:btcusd:triple_med_gx:lsma55_70 | 11381717:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -7.89% | -29.64% |
| Best Month | 11.36% | 43.77% |
| Worst Month | -10.98% | -37.12% |
| Best Year | 6.82% | 155.54% |
| Worst Year | -8.65% | -60.52% |
| Avg. Up Day | 1.0% | 1.04% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 2.59% | 5.97% |
| Avg. Down Week | -2.28% | -3.76% |
| Avg. Up Month | 3.08% | 13.24% |
| Avg. Down Month | -2.48% | -8.64% |
| Win Days % | 40.7% | 51.24% |
| Win Month % | 46.34% | 59.52% |
| Win Week % | 45.45% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |