| Metric | 11394642:btcusd:triple_med_gx:lsma65_115 | 11394642:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.33% | 189.3% |
| Max Drawdown | -37.83% | -67.18% |
| Sharpe | -0.13 | 0.43 |
| Sortino | -0.18 | 0.63 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 53.42 | 3.12 |
| Outlier Loss Ratio | 4.18 | 3.15 |
| Volatility (ann.) | 8.46% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.15 | 0.55 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 86.81 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.56% |
| Expected Yearly % | -4.65% | 30.42% |
| Kelly Criterion | -7.12% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11394642:BTCUSD | 11394642:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 2.17 | -0.04 | + |
| 2023 | 155.54 | -4.25 | -0.03 | - |
| 2024 | 121.00 | 2.80 | 0.02 | - |
| 2025 | 16.76 | -17.79 | -1.06 | - |
| Metric | 11394642:btcusd:triple_med_gx:lsma65_115 | 11394642:BTCUSD |
|---|---|---|
| MTD | 4.92% | 4.16% |
| 3M | -1.93% | 31.46% |
| 6M | -20.27% | 12.77% |
| YTD | -17.79% | 16.76% |
| 1Y | -28.91% | 56.84% |
| 3Y (ann.) | -10.75% | 55.31% |
| 5Y (ann.) | -5.5% | 37.09% |
| Metric | 11394642:btcusd:triple_med_gx:lsma65_115 | 11394642:BTCUSD |
|---|---|---|
| Max Drawdown | -37.83% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.63% |
| Avg. Drawdown Days | 107.0 | 33.0 |
| Recovery Factor | -0.46 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -37.83 | 1085 |
| 2022-05-16 | 2022-06-20 | -5.10 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-16 | 2022-04-18 | -4.42 | 33 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-04-20 | 2022-05-15 | -1.02 | 25 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| Metric | 11394642:btcusd:triple_med_gx:lsma65_115 | 11394642:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 10.37% | 43.77% |
| Worst Month | -14.0% | -37.12% |
| Best Year | 2.8% | 155.54% |
| Worst Year | -17.79% | -56.13% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.86% | 7.13% |
| Avg. Down Week | -1.88% | -2.45% |
| Avg. Up Month | 4.81% | 10.88% |
| Avg. Down Month | -5.1% | -9.18% |
| Win Days % | 44.2% | 51.25% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 36.9% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |