| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -23.94% | 168.36% |
| Max Drawdown | -40.93% | -67.18% |
| Sharpe | -0.14 | 0.41 |
| Sortino | -0.2 | 0.59 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.92 | 1.05 |
| CPC Index | 0.45 | 0.55 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 38.03 | 3.52 |
| Outlier Loss Ratio | 3.99 | 3.43 |
| Volatility (ann.) | 10.64% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.19 | 0.5 |
| Skew | 0.77 | 0.19 |
| Kurtosis | 48.48 | 6.28 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.65% | 2.38% |
| Expected Yearly % | -6.61% | 27.99% |
| Kelly Criterion | -7.66% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.25% |
| Expected Shortfall (cVaR) | -0.92% | -2.25% |
| Year | 11384394:BTCUSD | 11384394:btcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.45 | 0.13 | + |
| 2023 | 155.54 | 4.98 | 0.03 | - |
| 2024 | 121.00 | -7.94 | -0.07 | - |
| 2025 | 17.02 | -14.96 | -0.88 | - |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.4% |
| 3M | -1.31% | 31.76% |
| 6M | -19.25% | 12.25% |
| YTD | -14.96% | 17.02% |
| 1Y | -35.35% | 57.19% |
| 3Y (ann.) | -5.24% | 55.42% |
| 5Y (ann.) | -7.76% | 33.81% |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Max Drawdown | -40.93% | -67.18% |
| Longest DD Days | 562.0 | 683.0 |
| Avg. Drawdown | -8.71% | -7.27% |
| Avg. Drawdown Days | 100.0 | 35.0 |
| Recovery Factor | -0.58 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-06-11 | -40.93 | 428 |
| 2022-08-25 | 2024-03-10 | -26.40 | 562 |
| 2022-01-26 | 2022-07-05 | -14.39 | 159 |
| 2024-03-13 | 2024-04-08 | -10.72 | 25 |
| 2022-07-17 | 2022-08-07 | -3.89 | 21 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-08-08 | 2022-08-10 | -2.26 | 2 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-08-07 | 2022-08-08 | -0.28 | 0 |
| 2022-07-16 | 2022-07-17 | -0.18 | 0 |
| Metric | 11384394:btcusd:triple_med_gx:lsma40_80 | 11384394:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.85% | 35.75% |
| Worst Week | -13.32% | -29.64% |
| Best Month | 8.5% | 43.77% |
| Worst Month | -13.82% | -37.12% |
| Best Year | 4.98% | 155.54% |
| Worst Year | -14.96% | -59.39% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 3.69% | 6.14% |
| Avg. Down Week | -2.56% | -5.23% |
| Avg. Up Month | 3.5% | 14.66% |
| Avg. Down Month | -5.99% | -8.48% |
| Win Days % | 44.53% | 51.22% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 38.18% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |