| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -10.78% | 202.8% |
| Max Drawdown | -35.02% | -67.18% |
| Sharpe | -0.08 | 0.44 |
| Sortino | -0.12 | 0.64 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.48 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.86 | 3.01 |
| Outlier Loss Ratio | 4.51 | 2.97 |
| Volatility (ann.) | 7.36% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.09 | 0.58 |
| Skew | 3.23 | 0.2 |
| Kurtosis | 108.81 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.67% |
| Expected Yearly % | -2.81% | 31.91% |
| Kelly Criterion | -8.32% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11391388:BTCUSD | 11391388:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 10.55 | -0.20 | + |
| 2023 | 155.54 | -5.15 | -0.03 | - |
| 2024 | 121.00 | -10.53 | -0.09 | - |
| 2025 | 16.76 | -4.90 | -0.29 | - |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| MTD | 0.19% | 4.16% |
| 3M | -3.65% | 31.46% |
| 6M | -10.54% | 12.77% |
| YTD | -4.9% | 16.76% |
| 1Y | -18.59% | 56.84% |
| 3Y (ann.) | -10.48% | 55.31% |
| 5Y (ann.) | -3.33% | 38.89% |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Max Drawdown | -35.02% | -67.18% |
| Longest DD Days | 1038.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.06% |
| Avg. Drawdown Days | 97.0 | 30.0 |
| Recovery Factor | -0.31 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2025-06-11 | -35.02 | 1038 |
| 2022-06-20 | 2022-06-21 | -4.20 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-19 | 2022-05-15 | -2.11 | 26 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-14 | 2022-04-15 | -0.27 | 0 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| Metric | 11391388:btcusd:triple_med_gx:lsma70_105 | 11391388:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -6.11% | -29.64% |
| Best Month | 14.0% | 43.77% |
| Worst Month | -12.03% | -37.12% |
| Best Year | 10.55% | 155.54% |
| Worst Year | -10.53% | -54.08% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.43% | 7.13% |
| Avg. Down Week | -2.12% | -2.44% |
| Avg. Up Month | 3.4% | 13.33% |
| Avg. Down Month | -4.87% | -8.04% |
| Win Days % | 39.34% | 51.27% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 41.67% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |