| Metric | 11385652:btcusd:triple_med_gx:lsma115_85 | 11385652:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -15.13% | 189.95% |
| Max Drawdown | -32.53% | -67.18% |
| Sharpe | -0.15 | 0.43 |
| Sortino | -0.21 | 0.63 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.44 | 0.57 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.93 | 3.01 |
| Outlier Loss Ratio | 4.18 | 2.98 |
| Volatility (ann.) | 6.7% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.15 | 0.55 |
| Skew | 0.27 | 0.2 |
| Kurtosis | 95.68 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.57% |
| Expected Yearly % | -4.02% | 30.49% |
| Kelly Criterion | -9.03% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11385652:BTCUSD | 11385652:btcusd:triple_med_gx:lsma115_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 10.51 | -0.19 | + |
| 2023 | 155.54 | -8.17 | -0.05 | - |
| 2024 | 121.00 | -1.98 | -0.02 | - |
| 2025 | 17.02 | -14.68 | -0.86 | - |
| Metric | 11385652:btcusd:triple_med_gx:lsma115_85 | 11385652:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.01% | 31.76% |
| 6M | -16.12% | 12.25% |
| YTD | -14.68% | 17.02% |
| 1Y | -17.95% | 57.19% |
| 3Y (ann.) | -5.03% | 55.42% |
| 5Y (ann.) | -4.76% | 37.22% |
| Metric | 11385652:btcusd:triple_med_gx:lsma115_85 | 11385652:BTCUSD |
|---|---|---|
| Max Drawdown | -32.53% | -67.18% |
| Longest DD Days | 868.0 | 683.0 |
| Avg. Drawdown | -4.49% | -6.63% |
| Avg. Drawdown Days | 89.0 | 33.0 |
| Recovery Factor | -0.47 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-25 | 2025-06-11 | -32.53 | 868 |
| 2022-02-12 | 2022-05-05 | -10.87 | 81 |
| 2022-09-15 | 2023-01-20 | -6.80 | 127 |
| 2022-05-06 | 2022-07-04 | -3.93 | 59 |
| 2022-07-24 | 2022-08-16 | -1.21 | 22 |
| 2022-08-16 | 2022-08-17 | -0.77 | 0 |
| 2022-09-08 | 2022-09-09 | -0.73 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-24 | 2022-07-24 | -0.38 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11385652:btcusd:triple_med_gx:lsma115_85 | 11385652:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.08% | 35.75% |
| Worst Week | -8.11% | -29.64% |
| Best Month | 9.15% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 10.51% | 155.54% |
| Worst Year | -14.68% | -56.13% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.78% | 5.79% |
| Avg. Down Week | -2.34% | -5.38% |
| Avg. Up Month | 3.37% | 21.49% |
| Avg. Down Month | -1.95% | -13.15% |
| Win Days % | 42.48% | 51.26% |
| Win Month % | 38.46% | 61.9% |
| Win Week % | 43.66% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |