| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -6.64% | 157.76% |
| Max Drawdown | -35.21% | -67.18% |
| Sharpe | 0.02 | 0.4 |
| Sortino | 0.02 | 0.58 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.5 | 0.53 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 36.42 | 3.59 |
| Outlier Loss Ratio | 3.72 | 3.54 |
| Volatility (ann.) | 11.95% | 26.26% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.06 | 0.49 |
| Skew | 0.1 | 0.18 |
| Kurtosis | 56.64 | 6.46 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.34% |
| Expected Yearly % | -1.7% | 26.71% |
| Kelly Criterion | -2.59% | 1.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.23% |
| Expected Shortfall (cVaR) | -1.03% | -2.23% |
| Year | 11392358:BTCUSD | 11392358:btcusd:triple_med_gx:lsma175_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -3.30 | 0.05 | + |
| 2023 | 155.54 | 33.46 | 0.22 | - |
| 2024 | 121.00 | -16.05 | -0.13 | - |
| 2025 | 16.76 | -13.84 | -0.83 | - |
| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -11.97% | 31.46% |
| 6M | -13.84% | 12.77% |
| YTD | -13.84% | 16.76% |
| 1Y | -25.06% | 56.84% |
| 3Y (ann.) | 3.62% | 55.31% |
| 5Y (ann.) | -2.04% | 32.93% |
| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Max Drawdown | -35.21% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -7.74% | -6.83% |
| Avg. Drawdown Days | 79.0 | 36.0 |
| Recovery Factor | -0.19 | 2.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-06 | -35.21 | 425 |
| 2024-03-05 | 2025-06-11 | -31.08 | 463 |
| 2022-02-17 | 2022-03-25 | -17.13 | 35 |
| 2023-12-22 | 2024-03-04 | -11.87 | 73 |
| 2023-06-07 | 2023-10-02 | -6.42 | 117 |
| 2023-11-11 | 2023-12-20 | -5.24 | 39 |
| 2023-10-02 | 2023-10-20 | -3.12 | 17 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-11-07 | 2023-11-07 | -0.98 | 0 |
| Metric | 11392358:btcusd:triple_med_gx:lsma175_105 | 11392358:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.92% | 35.75% |
| Worst Week | -21.07% | -29.64% |
| Best Month | 21.01% | 43.77% |
| Worst Month | -25.46% | -37.12% |
| Best Year | 33.46% | 155.54% |
| Worst Year | -16.05% | -60.91% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.88% | -0.95% |
| Avg. Up Week | 4.26% | 7.05% |
| Avg. Down Week | -3.68% | -5.04% |
| Avg. Up Month | 5.72% | 15.97% |
| Avg. Down Month | -6.85% | -12.71% |
| Win Days % | 47.84% | 51.25% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 43.59% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 25.0% | 75.0% |