| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -2.46% | 187.39% |
| Max Drawdown | -28.74% | -67.18% |
| Sharpe | 0.02 | 0.43 |
| Sortino | 0.03 | 0.62 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.88 | 1.06 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 50.48 | 3.21 |
| Outlier Loss Ratio | 4.31 | 3.15 |
| Volatility (ann.) | 8.69% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.03 | 0.55 |
| Skew | 2.92 | 0.2 |
| Kurtosis | 98.9 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.55% |
| Expected Yearly % | -0.62% | 30.2% |
| Kelly Criterion | -3.96% | 7.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11396204:BTCUSD | 11396204:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -11.49 | 0.20 | + |
| 2023 | 155.54 | 13.38 | 0.09 | - |
| 2024 | 121.00 | -4.69 | -0.04 | - |
| 2025 | 16.76 | 1.98 | 0.12 | - |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.16% |
| 3M | 9.23% | 31.46% |
| 6M | -1.28% | 12.77% |
| YTD | 1.98% | 16.76% |
| 1Y | -15.39% | 56.84% |
| 3Y (ann.) | -5.43% | 55.31% |
| 5Y (ann.) | -0.74% | 36.89% |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204:BTCUSD |
|---|---|---|
| Max Drawdown | -28.74% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.58% | -6.61% |
| Avg. Drawdown Days | 96.0 | 33.0 |
| Recovery Factor | -0.09 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -28.74 | 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 |
| 2022-05-14 | 2022-05-15 | -1.16 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 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 |
| 2022-03-15 | 2022-04-15 | -0.29 | 30 |
| Metric | 11396204:btcusd:triple_med_gx:lsma65_120 | 11396204: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 | -19.36% | -37.12% |
| Best Year | 13.38% | 155.54% |
| Worst Year | -11.49% | -56.42% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.65% | 8.41% |
| Avg. Down Week | -2.06% | -2.49% |
| Avg. Up Month | 3.38% | 15.31% |
| Avg. Down Month | -4.05% | -11.37% |
| Win Days % | 43.67% | 51.28% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |