| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -15.86% | 199.65% |
| Max Drawdown | -31.79% | -67.18% |
| Sharpe | -0.19 | 0.44 |
| Sortino | -0.28 | 0.64 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 0.89 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.42 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 94.64 | 2.89 |
| Outlier Loss Ratio | 4.43 | 2.9 |
| Volatility (ann.) | 5.78% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.16 | 0.57 |
| Skew | 2.33 | 0.2 |
| Kurtosis | 124.06 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.41% | 2.65% |
| Expected Yearly % | -4.23% | 31.57% |
| Kelly Criterion | -10.96% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11385650:BTCUSD | 11385650:btcusd:triple_med_gx:lsma110_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.59 | -0.19 | + |
| 2023 | 155.54 | -11.78 | -0.08 | - |
| 2024 | 121.00 | 0.51 | 0.00 | - |
| 2025 | 17.02 | -14.19 | -0.83 | - |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.96% | 31.76% |
| 6M | -15.63% | 12.25% |
| YTD | -14.19% | 17.02% |
| 1Y | -22.15% | 57.19% |
| 3Y (ann.) | -5.69% | 55.42% |
| 5Y (ann.) | -5.0% | 38.5% |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Max Drawdown | -31.79% | -67.18% |
| Longest DD Days | 868.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.29% |
| Avg. Drawdown Days | 107.0 | 31.0 |
| Recovery Factor | -0.5 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-25 | 2025-06-11 | -31.79 | 868 |
| 2022-05-02 | 2022-07-24 | -6.92 | 82 |
| 2022-09-15 | 2023-01-20 | -4.62 | 127 |
| 2022-02-12 | 2022-04-25 | -4.12 | 71 |
| 2022-04-30 | 2022-05-01 | -1.85 | 1 |
| 2022-08-16 | 2022-09-09 | -1.67 | 23 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-24 | 2022-08-01 | -0.38 | 8 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| 2022-08-16 | 2022-08-16 | -0.18 | 0 |
| Metric | 11385650:btcusd:triple_med_gx:lsma110_85 | 11385650:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 7.33% | 35.75% |
| Worst Week | -5.58% | -29.64% |
| Best Month | 9.15% | 43.77% |
| Worst Month | -8.56% | -37.12% |
| Best Year | 10.59% | 155.54% |
| Worst Year | -14.19% | -54.66% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 2.81% | 5.37% |
| Avg. Down Week | -1.99% | -5.68% |
| Avg. Up Month | 2.66% | 19.75% |
| Avg. Down Month | -1.9% | -12.69% |
| Win Days % | 40.67% | 51.27% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 38.81% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |