| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -7.58% | 198.98% |
| Max Drawdown | -32.58% | -67.18% |
| Sharpe | -0.04 | 0.44 |
| Sortino | -0.06 | 0.64 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.49 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.82 | 3.07 |
| Outlier Loss Ratio | 4.49 | 2.99 |
| Volatility (ann.) | 7.46% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.07 | 0.57 |
| Skew | 3.35 | 0.2 |
| Kurtosis | 103.02 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.64% |
| Expected Yearly % | -1.95% | 31.5% |
| Kelly Criterion | -7.04% | 10.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11392945:BTCUSD | 11392945:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.12 | -0.09 | + |
| 2023 | 155.54 | -1.69 | -0.01 | - |
| 2024 | 121.00 | -8.26 | -0.07 | - |
| 2025 | 16.76 | -2.53 | -0.15 | - |
| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| MTD | -0.14% | 4.16% |
| 3M | -1.82% | 31.46% |
| 6M | -8.31% | 12.77% |
| YTD | -2.53% | 16.76% |
| 1Y | -18.73% | 56.84% |
| 3Y (ann.) | -8.94% | 55.31% |
| 5Y (ann.) | -2.31% | 38.4% |
| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Max Drawdown | -32.58% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.29% |
| Avg. Drawdown Days | 105.0 | 31.0 |
| Recovery Factor | -0.23 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -32.58 | 1122 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-14 | 2022-05-15 | -1.16 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-03-16 | 2022-04-15 | -0.80 | 30 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11392945:btcusd:triple_med_gx:lsma70_110 | 11392945:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 15.5% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 5.12% | 155.54% |
| Worst Year | -8.26% | -54.66% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.73% | 7.33% |
| Avg. Down Week | -2.27% | -2.47% |
| Avg. Up Month | 3.87% | 14.76% |
| Avg. Down Month | -4.41% | -10.5% |
| Win Days % | 40.73% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.68% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |