| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 3.95% | 189.3% |
| Max Drawdown | -21.06% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 48.17 | 3.2 |
| Outlier Loss Ratio | 4.34 | 3.15 |
| Volatility (ann.) | 8.6% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.05 | 0.55 |
| Skew | 1.91 | 0.2 |
| Kurtosis | 80.64 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.56% |
| Expected Yearly % | 0.97% | 30.42% |
| Kelly Criterion | -2.28% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11394865:BTCUSD | 11394865:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.71 | -0.12 | + |
| 2023 | 155.54 | -9.52 | -0.06 | - |
| 2024 | 121.00 | 1.07 | 0.01 | - |
| 2025 | 16.76 | 6.52 | 0.39 | - |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| MTD | 3.22% | 4.16% |
| 3M | 1.48% | 31.46% |
| 6M | 4.54% | 12.77% |
| YTD | 6.52% | 16.76% |
| 1Y | -5.8% | 56.84% |
| 3Y (ann.) | -2.24% | 55.31% |
| 5Y (ann.) | 1.16% | 37.09% |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Max Drawdown | -21.06% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -7.81% | -6.63% |
| Avg. Drawdown Days | 242.0 | 33.0 |
| Recovery Factor | 0.19 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -21.06 | 988 |
| 2022-04-20 | 2022-09-27 | -8.53 | 159 |
| 2022-03-14 | 2022-04-19 | -5.61 | 35 |
| 2022-01-30 | 2022-02-28 | -3.72 | 29 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11394865:btcusd:triple_med_gx:lsma65_115 | 11394865:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -10.95% | -37.12% |
| Best Year | 6.71% | 155.54% |
| Worst Year | -9.52% | -56.13% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.53% | 7.27% |
| Avg. Down Week | -1.57% | -2.83% |
| Avg. Up Month | 3.98% | 14.5% |
| Avg. Down Month | -3.1% | -8.01% |
| Win Days % | 44.7% | 51.25% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 38.16% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |