| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -21.25% | 202.8% |
| Max Drawdown | -40.36% | -67.18% |
| Sharpe | -0.1 | 0.44 |
| Sortino | -0.14 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 32.73 | 3.63 |
| Outlier Loss Ratio | 4.31 | 3.56 |
| Volatility (ann.) | 11.37% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.17 | 0.58 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 42.28 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.57% | 2.67% |
| Expected Yearly % | -5.8% | 31.91% |
| Kelly Criterion | -6.31% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11391609:BTCUSD | 11391609:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -8.31 | 0.15 | + |
| 2023 | 155.54 | -9.59 | -0.06 | - |
| 2024 | 121.00 | 3.37 | 0.03 | - |
| 2025 | 16.76 | -8.11 | -0.48 | - |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| MTD | 2.41% | 4.16% |
| 3M | -0.94% | 31.46% |
| 6M | -11.93% | 12.77% |
| YTD | -8.11% | 16.76% |
| 1Y | -31.64% | 56.84% |
| 3Y (ann.) | -9.39% | 55.31% |
| 5Y (ann.) | -6.84% | 38.89% |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| Max Drawdown | -40.36% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -8.17% | -6.06% |
| Avg. Drawdown Days | 120.0 | 30.0 |
| Recovery Factor | -0.53 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -40.36 | 1085 |
| 2022-01-29 | 2022-03-14 | -14.48 | 44 |
| 2022-04-08 | 2022-05-15 | -8.16 | 37 |
| 2022-05-16 | 2022-06-19 | -6.86 | 34 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2022-03-18 | 2022-03-18 | -1.08 | 0 |
| Metric | 11391609:btcusd:triple_med_gx:lsma40_105 | 11391609:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.9% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 9.46% | 43.77% |
| Worst Month | -14.03% | -37.12% |
| Best Year | 3.37% | 155.54% |
| Worst Year | -9.59% | -54.08% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 3.63% | 7.41% |
| Avg. Down Week | -2.83% | -4.61% |
| Avg. Up Month | 4.02% | 14.0% |
| Avg. Down Month | -4.87% | -10.93% |
| Win Days % | 44.45% | 51.27% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 39.67% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |