| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -19.28% | 199.65% |
| Max Drawdown | -29.53% | -67.18% |
| Sharpe | -0.24 | 0.44 |
| Sortino | -0.35 | 0.64 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 0.87 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.39 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 94.55 | 2.89 |
| Outlier Loss Ratio | 4.48 | 2.85 |
| Volatility (ann.) | 5.84% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.21 | 0.57 |
| Skew | 1.66 | 0.2 |
| Kurtosis | 129.79 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.51% | 2.65% |
| Expected Yearly % | -5.21% | 31.57% |
| Kelly Criterion | -13.73% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11385594:BTCUSD | 11385594:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 4.61 | -0.08 | + |
| 2023 | 155.54 | -9.54 | -0.06 | - |
| 2024 | 121.00 | 12.47 | 0.10 | - |
| 2025 | 17.02 | -24.16 | -1.42 | - |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -11.68% | 31.76% |
| 6M | -26.34% | 12.25% |
| YTD | -24.16% | 17.02% |
| 1Y | -27.45% | 57.19% |
| 3Y (ann.) | -5.9% | 55.42% |
| 5Y (ann.) | -6.16% | 38.5% |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Max Drawdown | -29.53% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -6.46% | -6.29% |
| Avg. Drawdown Days | 168.0 | 31.0 |
| Recovery Factor | -0.65 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -29.53 | 869 |
| 2022-09-14 | 2023-01-20 | -6.98 | 128 |
| 2022-02-12 | 2022-07-04 | -5.56 | 141 |
| 2022-08-01 | 2022-09-09 | -2.12 | 39 |
| 2022-02-11 | 2022-02-12 | -0.44 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-23 | 2022-07-23 | -0.18 | 0 |
| Metric | 11385594:btcusd:triple_med_gx:lsma110_85 | 11385594:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.75% | 35.75% |
| Worst Week | -8.41% | -29.64% |
| Best Month | 9.28% | 43.77% |
| Worst Month | -9.91% | -37.12% |
| Best Year | 12.47% | 155.54% |
| Worst Year | -24.16% | -54.66% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.65% | -0.76% |
| Avg. Up Week | 3.43% | 5.92% |
| Avg. Down Week | -1.98% | -5.6% |
| Avg. Up Month | 4.03% | 20.76% |
| Avg. Down Month | -2.3% | -12.58% |
| Win Days % | 38.93% | 51.27% |
| Win Month % | 34.21% | 61.9% |
| Win Week % | 33.33% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |