| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.91% | 202.8% |
| Max Drawdown | -24.29% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.22 | 1.15 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.28 | 1.07 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 59.93 | 3.11 |
| Outlier Loss Ratio | 4.28 | 2.98 |
| Volatility (ann.) | 7.48% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.17 | 0.58 |
| Skew | 2.2 | 0.2 |
| Kurtosis | 98.04 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.67% |
| Expected Yearly % | 3.54% | 31.91% |
| Kelly Criterion | -0.12% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11391614:BTCUSD | 11391614:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 7.66 | -0.14 | + |
| 2023 | 155.54 | -6.85 | -0.04 | - |
| 2024 | 121.00 | 7.57 | 0.06 | - |
| 2025 | 16.76 | 6.51 | 0.39 | - |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| MTD | 4.37% | 4.16% |
| 3M | -4.29% | 31.46% |
| 6M | 6.56% | 12.77% |
| YTD | 6.51% | 16.76% |
| 1Y | -2.09% | 56.84% |
| 3Y (ann.) | -1.21% | 55.31% |
| 5Y (ann.) | 4.21% | 38.89% |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Max Drawdown | -24.29% | -67.18% |
| Longest DD Days | 1133.0 | 683.0 |
| Avg. Drawdown | -3.67% | -6.06% |
| Avg. Drawdown Days | 106.0 | 30.0 |
| Recovery Factor | 0.61 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2025-06-11 | -24.29 | 1133 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-01-29 | 2022-02-26 | -0.52 | 28 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-28 | 2022-01-28 | -0.18 | 0 |
| Metric | 11391614:btcusd:triple_med_gx:lsma70_105 | 11391614:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.48% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.48% | 43.77% |
| Worst Month | -8.06% | -37.12% |
| Best Year | 7.66% | 155.54% |
| Worst Year | -6.85% | -54.08% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.44% | 6.49% |
| Avg. Down Week | -2.12% | -2.93% |
| Avg. Up Month | 3.91% | 13.31% |
| Avg. Down Month | -2.86% | -11.45% |
| Win Days % | 44.96% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 45.95% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |