| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -11.96% | 191.46% |
| Max Drawdown | -24.88% | -67.18% |
| Sharpe | -0.1 | 0.42 |
| Sortino | -0.15 | 0.61 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.46 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 77.15 | 2.98 |
| Outlier Loss Ratio | 4.48 | 2.94 |
| Volatility (ann.) | 6.74% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.14 | 0.53 |
| Skew | 2.56 | 0.19 |
| Kurtosis | 147.75 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.3% | 2.52% |
| Expected Yearly % | -3.14% | 30.66% |
| Kelly Criterion | -10.67% | 12.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11384233:BTCUSD | 11384233:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 6.83 | -0.11 | + |
| 2023 | 155.54 | -6.51 | -0.04 | - |
| 2024 | 121.00 | -0.63 | -0.01 | - |
| 2025 | 27.10 | -11.30 | -0.42 | - |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| MTD | 1.91% | 10.71% |
| 3M | 0.17% | 41.88% |
| 6M | -11.14% | 22.91% |
| YTD | -11.3% | 27.1% |
| 1Y | -12.74% | 82.29% |
| 3Y (ann.) | -6.67% | 77.48% |
| 5Y (ann.) | -3.59% | 35.9% |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Max Drawdown | -24.88% | -67.18% |
| Longest DD Days | 1056.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.05% |
| Avg. Drawdown Days | 120.0 | 34.0 |
| Recovery Factor | -0.48 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-07-17 | -24.88 | 1056 |
| 2022-04-14 | 2022-05-30 | -4.39 | 45 |
| 2022-06-20 | 2022-08-11 | -4.03 | 51 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-19 | 2022-06-20 | -2.45 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2022-01-26 | 2022-02-25 | -0.44 | 30 |
| 2022-08-11 | 2022-08-24 | -0.37 | 13 |
| 2022-01-25 | 2022-01-26 | -0.18 | 0 |
| Metric | 11384233:btcusd:triple_med_gx:lsma60_80 | 11384233:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.11% | 35.75% |
| Worst Week | -8.21% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -12.28% | -37.12% |
| Best Year | 6.83% | 155.54% |
| Worst Year | -11.3% | -59.39% |
| Avg. Up Day | 0.92% | 0.96% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.11% | 7.14% |
| Avg. Down Week | -1.96% | -3.83% |
| Avg. Up Month | 2.53% | 13.97% |
| Avg. Down Month | -2.66% | -11.15% |
| Win Days % | 37.06% | 51.24% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 44.83% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |