| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -7.42% | 168.36% |
| Max Drawdown | -25.29% | -67.18% |
| Sharpe | -0.03 | 0.41 |
| Sortino | -0.04 | 0.59 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.19 | 1.05 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.2 | 0.98 |
| Outlier Win Ratio | 55.39 | 3.25 |
| Outlier Loss Ratio | 4.01 | 3.19 |
| Volatility (ann.) | 8.46% | 26.51% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.09 | 0.5 |
| Skew | 1.19 | 0.19 |
| Kurtosis | 72.37 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.38% |
| Expected Yearly % | -1.91% | 27.99% |
| Kelly Criterion | -6.31% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.25% |
| Expected Shortfall (cVaR) | -0.73% | -2.25% |
| Year | 11384291:BTCUSD | 11384291:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 8.39 | -0.14 | + |
| 2023 | 155.54 | -9.90 | -0.06 | - |
| 2024 | 121.00 | 9.97 | 0.08 | - |
| 2025 | 17.02 | -13.79 | -0.81 | - |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| MTD | -0.85% | 4.4% |
| 3M | -8.42% | 31.76% |
| 6M | -18.04% | 12.25% |
| YTD | -13.79% | 17.02% |
| 1Y | -16.97% | 57.19% |
| 3Y (ann.) | -3.2% | 55.42% |
| 5Y (ann.) | -2.25% | 33.81% |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Max Drawdown | -25.29% | -67.18% |
| Longest DD Days | 1020.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.27% |
| Avg. Drawdown Days | 85.0 | 35.0 |
| Recovery Factor | -0.29 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -25.29 | 1020 |
| 2022-01-26 | 2022-05-05 | -7.24 | 98 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-07-05 | 2022-08-10 | -3.83 | 36 |
| 2022-05-06 | 2022-05-14 | -2.48 | 8 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-05-15 | 2022-06-18 | -1.17 | 34 |
| Metric | 11384291:btcusd:triple_med_gx:lsma55_80 | 11384291:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 11.85% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 9.97% | 155.54% |
| Worst Year | -13.79% | -59.39% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 3.2% | 6.44% |
| Avg. Down Week | -2.22% | -3.66% |
| Avg. Up Month | 3.47% | 13.25% |
| Avg. Down Month | -2.51% | -6.95% |
| Win Days % | 42.5% | 51.22% |
| Win Month % | 46.34% | 59.52% |
| Win Week % | 42.05% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |