| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -2.03% | 189.3% |
| Max Drawdown | -38.72% | -67.18% |
| Sharpe | 0.04 | 0.43 |
| Sortino | 0.06 | 0.63 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.52 | 0.59 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 32.84 | 3.55 |
| Outlier Loss Ratio | 4.19 | 3.41 |
| Volatility (ann.) | 11.15% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.02 | 0.55 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 49.67 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.56% |
| Expected Yearly % | -0.51% | 30.42% |
| Kelly Criterion | -3.4% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11394694:BTCUSD | 11394694:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 10.22 | -0.18 | + |
| 2023 | 155.54 | 0.59 | 0.00 | - |
| 2024 | 121.00 | 3.91 | 0.03 | - |
| 2025 | 16.76 | -14.96 | -0.89 | - |
| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| MTD | 0.49% | 4.16% |
| 3M | 0.38% | 31.46% |
| 6M | -19.82% | 12.77% |
| YTD | -14.96% | 16.76% |
| 1Y | -31.23% | 56.84% |
| 3Y (ann.) | -5.67% | 55.31% |
| 5Y (ann.) | -0.61% | 37.09% |
| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Max Drawdown | -38.72% | -67.18% |
| Longest DD Days | 591.0 | 683.0 |
| Avg. Drawdown | -5.34% | -6.63% |
| Avg. Drawdown Days | 52.0 | 33.0 |
| Recovery Factor | -0.05 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-06-11 | -38.72 | 415 |
| 2022-08-11 | 2024-03-24 | -25.03 | 591 |
| 2022-02-17 | 2022-02-25 | -8.83 | 8 |
| 2022-05-16 | 2022-06-19 | -8.33 | 34 |
| 2022-06-21 | 2022-08-08 | -5.90 | 47 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-07 | 2022-04-13 | -2.54 | 6 |
| Metric | 11394694:btcusd:triple_med_gx:lsma40_115 | 11394694:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.66% | 35.75% |
| Worst Week | -8.55% | -29.64% |
| Best Month | 11.47% | 43.77% |
| Worst Month | -9.82% | -37.12% |
| Best Year | 10.22% | 155.54% |
| Worst Year | -14.96% | -56.13% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 3.2% | 7.53% |
| Avg. Down Week | -2.28% | -4.66% |
| Avg. Up Month | 4.61% | 12.52% |
| Avg. Down Month | -4.71% | -9.03% |
| Win Days % | 45.32% | 51.25% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 41.44% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |