| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -4.57% | 160.91% |
| Max Drawdown | -29.08% | -67.18% |
| Sharpe | 0.02 | 0.4 |
| Sortino | 0.03 | 0.58 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.1 | 1.05 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 38.73 | 3.52 |
| Outlier Loss Ratio | 3.95 | 3.39 |
| Volatility (ann.) | 10.51% | 26.54% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.05 | 0.49 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 49.69 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.31% |
| Expected Yearly % | -1.16% | 27.09% |
| Kelly Criterion | -4.72% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.26% |
| Expected Shortfall (cVaR) | -0.9% | -2.26% |
| Year | 11381823:BTCUSD | 11381823:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -0.23 | 0.00 | + |
| 2023 | 155.54 | -4.77 | -0.03 | - |
| 2024 | 121.00 | -0.59 | -0.00 | - |
| 2025 | 17.02 | 1.04 | 0.06 | - |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| MTD | -2.64% | 4.4% |
| 3M | 11.2% | 31.76% |
| 6M | -4.15% | 12.25% |
| YTD | 1.04% | 17.02% |
| 1Y | -18.43% | 57.19% |
| 3Y (ann.) | -0.05% | 55.42% |
| 5Y (ann.) | -1.37% | 32.62% |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Max Drawdown | -29.08% | -67.18% |
| Longest DD Days | 993.0 | 683.0 |
| Avg. Drawdown | -5.34% | -7.67% |
| Avg. Drawdown Days | 91.0 | 37.0 |
| Recovery Factor | -0.16 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-21 | 2025-06-11 | -29.08 | 993 |
| 2022-01-26 | 2022-05-15 | -11.29 | 109 |
| 2022-06-08 | 2022-06-19 | -8.61 | 11 |
| 2022-06-20 | 2022-07-18 | -6.22 | 27 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-08-25 | 2022-09-21 | -3.37 | 27 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-07-29 | 2022-07-30 | -1.09 | 1 |
| 2022-08-11 | 2022-08-24 | -0.37 | 13 |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.66% | 35.75% |
| Worst Week | -13.32% | -29.64% |
| Best Month | 11.18% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 1.04% | 155.54% |
| Worst Year | -4.77% | -60.52% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 3.39% | 6.77% |
| Avg. Down Week | -2.9% | -5.87% |
| Avg. Up Month | 3.96% | 14.3% |
| Avg. Down Month | -4.24% | -8.84% |
| Win Days % | 44.8% | 51.24% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 42.86% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |