| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -15.44% | 202.8% |
| Max Drawdown | -41.38% | -67.18% |
| Sharpe | -0.11 | 0.44 |
| Sortino | -0.17 | 0.64 |
| Payoff Ratio | 1.21 | 1.14 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.05 | 1.07 |
| CPC Index | 0.46 | 0.63 |
| Tail Ratio | 0.06 | 0.99 |
| Outlier Win Ratio | 58.76 | 3.12 |
| Outlier Loss Ratio | 4.29 | 3.07 |
| Volatility (ann.) | 8.1% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.12 | 0.58 |
| Skew | 1.87 | 0.2 |
| Kurtosis | 85.08 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.4% | 2.67% |
| Expected Yearly % | -4.11% | 31.91% |
| Kelly Criterion | -8.45% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11391387:BTCUSD | 11391387:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 20.76 | -0.38 | + |
| 2023 | 155.54 | -5.59 | -0.04 | - |
| 2024 | 121.00 | -14.65 | -0.12 | - |
| 2025 | 16.76 | -13.10 | -0.78 | - |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| MTD | -1.7% | 4.16% |
| 3M | -8.49% | 31.46% |
| 6M | -19.13% | 12.77% |
| YTD | -13.1% | 16.76% |
| 1Y | -25.84% | 56.84% |
| 3Y (ann.) | -12.96% | 55.31% |
| 5Y (ann.) | -4.85% | 38.89% |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Max Drawdown | -41.38% | -67.18% |
| Longest DD Days | 1037.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.06% |
| Avg. Drawdown Days | 66.0 | 30.0 |
| Recovery Factor | -0.37 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2025-06-11 | -41.38 | 1037 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-04-19 | 2022-05-14 | -1.14 | 25 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11391387:btcusd:triple_med_gx:lsma65_105 | 11391387:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -6.11% | -29.64% |
| Best Month | 14.0% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 20.76% | 155.54% |
| Worst Year | -14.65% | -54.08% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.63% | 8.02% |
| Avg. Down Week | -2.46% | -2.68% |
| Avg. Up Month | 3.72% | 12.67% |
| Avg. Down Month | -4.85% | -9.01% |
| Win Days % | 40.65% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 41.38% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |