| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -25.6% | 198.98% |
| Max Drawdown | -41.18% | -67.18% |
| Sharpe | -0.14 | 0.44 |
| Sortino | -0.2 | 0.64 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.9 | 1.07 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.94 | 0.99 |
| Outlier Win Ratio | 32.06 | 3.58 |
| Outlier Loss Ratio | 4.35 | 3.57 |
| Volatility (ann.) | 11.38% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.2 | 0.57 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 41.85 | 6.43 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.7% | 2.64% |
| Expected Yearly % | -7.13% | 31.5% |
| Kelly Criterion | -7.14% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11393162:BTCUSD | 11393162:btcusd:triple_med_gx:lsma40_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.51 | 0.21 | + |
| 2023 | 155.54 | -15.99 | -0.10 | - |
| 2024 | 121.00 | 8.98 | 0.07 | - |
| 2025 | 16.76 | -8.17 | -0.49 | - |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| MTD | 2.41% | 4.16% |
| 3M | -2.31% | 31.46% |
| 6M | -11.84% | 12.77% |
| YTD | -8.17% | 16.76% |
| 1Y | -28.01% | 56.84% |
| 3Y (ann.) | -9.96% | 55.31% |
| 5Y (ann.) | -8.4% | 38.4% |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Max Drawdown | -41.18% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -11.17% | -6.29% |
| Avg. Drawdown Days | 172.0 | 31.0 |
| Recovery Factor | -0.62 | 2.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -41.18 | 1085 |
| 2022-01-29 | 2022-03-18 | -14.48 | 48 |
| 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 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11393162:btcusd:triple_med_gx:lsma40_110 | 11393162:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 13.47% | 35.75% |
| Worst Week | -13.65% | -29.64% |
| Best Month | 11.14% | 43.77% |
| Worst Month | -14.03% | -37.12% |
| Best Year | 8.98% | 155.54% |
| Worst Year | -15.99% | -54.66% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.25% | 7.3% |
| Avg. Down Week | -2.68% | -4.46% |
| Avg. Up Month | 3.74% | 14.46% |
| Avg. Down Month | -4.22% | -9.57% |
| Win Days % | 44.11% | 51.26% |
| Win Month % | 45.24% | 61.9% |
| Win Week % | 39.84% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |