| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 19.33% | 189.95% |
| Max Drawdown | -21.71% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 46.23 | 3.26 |
| Outlier Loss Ratio | 3.97 | 3.26 |
| Volatility (ann.) | 8.88% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.25 | 0.55 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 61.4 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.57% |
| Expected Yearly % | 4.52% | 30.49% |
| Kelly Criterion | -0.38% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11382061:BTCUSD | 11382061:btcusd:triple_med_gx:lsma115_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 19.61 | -0.35 | + |
| 2023 | 155.54 | -9.13 | -0.06 | - |
| 2024 | 121.00 | 27.94 | 0.23 | - |
| 2025 | 17.02 | -14.18 | -0.83 | - |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.03% | 31.76% |
| 6M | -14.0% | 12.25% |
| YTD | -14.18% | 17.02% |
| 1Y | 3.41% | 57.19% |
| 3Y (ann.) | 5.01% | 55.42% |
| 5Y (ann.) | 5.39% | 37.22% |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Max Drawdown | -21.71% | -67.18% |
| Longest DD Days | 853.0 | 683.0 |
| Avg. Drawdown | -4.92% | -6.63% |
| Avg. Drawdown Days | 80.0 | 33.0 |
| Recovery Factor | 0.89 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-11-19 | -21.71 | 853 |
| 2025-01-17 | 2025-06-11 | -17.99 | 144 |
| 2022-03-09 | 2022-07-07 | -14.70 | 119 |
| 2024-11-23 | 2025-01-14 | -5.33 | 52 |
| 2022-02-16 | 2022-03-09 | -3.32 | 21 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.46 | 8 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11382061:btcusd:triple_med_gx:lsma115_70 | 11382061:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -6.97% | -29.64% |
| Best Month | 24.16% | 43.77% |
| Worst Month | -7.26% | -37.12% |
| Best Year | 27.94% | 155.54% |
| Worst Year | -14.18% | -56.13% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 4.01% | 7.14% |
| Avg. Down Week | -2.45% | -5.34% |
| Avg. Up Month | 5.8% | 18.18% |
| Avg. Down Month | -4.82% | -13.7% |
| Win Days % | 46.57% | 51.26% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 45.68% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |