| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.65% | 189.3% |
| Max Drawdown | -26.03% | -67.18% |
| Sharpe | 0.05 | 0.43 |
| Sortino | 0.07 | 0.63 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.71 | 1.06 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 0.69 | 0.99 |
| Outlier Win Ratio | 52.49 | 3.17 |
| Outlier Loss Ratio | 4.37 | 3.1 |
| Volatility (ann.) | 8.53% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.01 | 0.55 |
| Skew | 3.19 | 0.2 |
| Kurtosis | 105.83 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.56% |
| Expected Yearly % | 0.16% | 30.42% |
| Kelly Criterion | -3.78% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11394586:BTCUSD | 11394586:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -8.00 | 0.14 | + |
| 2023 | 155.54 | 15.37 | 0.10 | - |
| 2024 | 121.00 | -7.41 | -0.06 | - |
| 2025 | 16.76 | 2.42 | 0.14 | - |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.16% |
| 3M | 9.24% | 31.46% |
| 6M | -0.85% | 12.77% |
| YTD | 2.42% | 16.76% |
| 1Y | -17.34% | 56.84% |
| 3Y (ann.) | -4.9% | 55.31% |
| 5Y (ann.) | 0.19% | 37.09% |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Max Drawdown | -26.03% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.6% | -6.63% |
| Avg. Drawdown Days | 105.0 | 33.0 |
| Recovery Factor | 0.02 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -26.03 | 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 |
| 2022-04-20 | 2022-05-15 | -1.50 | 25 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11394586:btcusd:triple_med_gx:lsma65_115 | 11394586:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -17.98% | -37.12% |
| Best Year | 15.37% | 155.54% |
| Worst Year | -8.0% | -56.13% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.83% | 8.25% |
| Avg. Down Week | -1.86% | -2.59% |
| Avg. Up Month | 4.0% | 16.21% |
| Avg. Down Month | -4.46% | -9.03% |
| Win Days % | 42.77% | 51.25% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 42.17% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |