| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.75% | 159.0% |
| Max Drawdown | -25.98% | -67.18% |
| Sharpe | 0.03 | 0.4 |
| Sortino | 0.04 | 0.57 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.09 | 1.05 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 37.31 | 3.53 |
| Outlier Loss Ratio | 3.98 | 3.41 |
| Volatility (ann.) | 10.73% | 26.55% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.04 | 0.48 |
| Skew | 1.05 | 0.18 |
| Kurtosis | 47.81 | 6.26 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.29% |
| Expected Yearly % | -0.95% | 26.86% |
| Kelly Criterion | -4.72% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.26% |
| Expected Shortfall (cVaR) | -0.92% | -2.26% |
| Year | 11383089:BTCUSD | 11383089:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -3.03 | 0.05 | + |
| 2023 | 155.54 | -3.82 | -0.02 | - |
| 2024 | 121.00 | 8.66 | 0.07 | - |
| 2025 | 17.02 | -5.03 | -0.30 | - |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| MTD | -0.78% | 4.4% |
| 3M | 4.53% | 31.76% |
| 6M | -8.01% | 12.25% |
| YTD | -5.03% | 17.02% |
| 1Y | -19.09% | 57.19% |
| 3Y (ann.) | 0.98% | 55.42% |
| 5Y (ann.) | -1.12% | 32.39% |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089:BTCUSD |
|---|---|---|
| Max Drawdown | -25.98% | -67.18% |
| Longest DD Days | 601.0 | 683.0 |
| Avg. Drawdown | -6.13% | -7.87% |
| Avg. Drawdown Days | 70.0 | 38.0 |
| Recovery Factor | -0.14 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-21 | 2024-05-15 | -25.98 | 601 |
| 2024-05-30 | 2025-06-11 | -25.37 | 376 |
| 2022-05-16 | 2022-06-19 | -11.78 | 34 |
| 2022-01-26 | 2022-05-15 | -11.18 | 109 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-08-25 | 2022-09-21 | -4.11 | 27 |
| 2022-06-20 | 2022-07-04 | -4.03 | 14 |
| 2022-07-30 | 2022-08-08 | -3.85 | 8 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11383089:btcusd:triple_med_gx:lsma40_75 | 11383089: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 | 10.58% | 43.77% |
| Worst Month | -12.72% | -37.12% |
| Best Year | 8.66% | 155.54% |
| Worst Year | -5.03% | -60.81% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 3.69% | 6.54% |
| Avg. Down Week | -2.7% | -5.38% |
| Avg. Up Month | 3.03% | 14.43% |
| Avg. Down Month | -4.44% | -8.66% |
| Win Days % | 44.99% | 51.23% |
| Win Month % | 57.14% | 59.52% |
| Win Week % | 41.59% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |