| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -2.22% | 198.98% |
| Max Drawdown | -21.07% | -67.18% |
| Sharpe | 0.02 | 0.44 |
| Sortino | 0.03 | 0.64 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.7 | 3.0 |
| Outlier Loss Ratio | 4.34 | 2.96 |
| Volatility (ann.) | 7.64% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.03 | 0.57 |
| Skew | 4.11 | 0.2 |
| Kurtosis | 146.89 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.64% |
| Expected Yearly % | -0.56% | 31.5% |
| Kelly Criterion | -4.2% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11393000:BTCUSD | 11393000:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.32 | 0.12 | + |
| 2023 | 155.54 | 4.06 | 0.03 | - |
| 2024 | 121.00 | -3.08 | -0.03 | - |
| 2025 | 16.76 | 3.49 | 0.21 | - |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| MTD | -0.6% | 4.16% |
| 3M | 4.03% | 31.46% |
| 6M | 2.98% | 12.77% |
| YTD | 3.49% | 16.76% |
| 1Y | -12.05% | 56.84% |
| 3Y (ann.) | -4.32% | 55.31% |
| 5Y (ann.) | -0.67% | 38.4% |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Max Drawdown | -21.07% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.11% | -6.29% |
| Avg. Drawdown Days | 102.0 | 31.0 |
| Recovery Factor | -0.11 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -21.07 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.99 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2022-03-15 | 2022-03-16 | -0.18 | 0 |
| Metric | 11393000:btcusd:triple_med_gx:lsma70_110 | 11393000:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -5.42% | -29.64% |
| Best Month | 10.81% | 43.77% |
| Worst Month | -11.25% | -37.12% |
| Best Year | 4.06% | 155.54% |
| Worst Year | -6.32% | -54.66% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.66% | -0.74% |
| Avg. Up Week | 2.88% | 8.86% |
| Avg. Down Week | -1.62% | -2.31% |
| Avg. Up Month | 3.49% | 15.68% |
| Avg. Down Month | -2.27% | -11.06% |
| Win Days % | 43.17% | 51.26% |
| Win Month % | 39.47% | 61.9% |
| Win Week % | 41.98% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |