| Metric | 11396367:btcusd:triple_med_gx:lsma40_120 | 11396367:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -10.57% | 187.39% |
| Max Drawdown | -35.7% | -67.18% |
| Sharpe | -0.01 | 0.43 |
| Sortino | -0.02 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 30.97 | 3.62 |
| Outlier Loss Ratio | 4.35 | 3.56 |
| Volatility (ann.) | 11.52% | 26.35% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.09 | 0.55 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 40.71 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.55% |
| Expected Yearly % | -2.75% | 30.2% |
| Kelly Criterion | -4.81% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.24% |
| Expected Shortfall (cVaR) | -0.99% | -2.24% |
| Year | 11396367:BTCUSD | 11396367:btcusd:triple_med_gx:lsma40_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -5.57 | 0.10 | + |
| 2023 | 155.54 | -17.75 | -0.11 | - |
| 2024 | 121.00 | 21.51 | 0.18 | - |
| 2025 | 16.76 | -5.25 | -0.31 | - |
| Metric | 11396367:btcusd:triple_med_gx:lsma40_120 | 11396367:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | -1.27% | 31.46% |
| 6M | -8.13% | 12.77% |
| YTD | -5.25% | 16.76% |
| 1Y | -23.66% | 56.84% |
| 3Y (ann.) | -3.12% | 55.31% |
| 5Y (ann.) | -3.27% | 36.89% |
| Metric | 11396367:btcusd:triple_med_gx:lsma40_120 | 11396367:BTCUSD |
|---|---|---|
| Max Drawdown | -35.7% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -8.97% | -6.61% |
| Avg. Drawdown Days | 86.0 | 33.0 |
| Recovery Factor | -0.3 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-05-30 | -35.70 | 644 |
| 2024-06-07 | 2025-06-11 | -31.09 | 369 |
| 2022-02-17 | 2022-03-11 | -14.19 | 22 |
| 2022-03-11 | 2022-05-15 | -10.03 | 65 |
| 2022-05-16 | 2022-06-19 | -6.39 | 34 |
| 2022-06-21 | 2022-07-30 | -5.90 | 38 |
| 2022-07-30 | 2022-08-11 | -5.24 | 11 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-24 | -3.60 | 13 |
| 2024-05-30 | 2024-06-05 | -3.36 | 5 |
| Metric | 11396367:btcusd:triple_med_gx:lsma40_120 | 11396367:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 14.96% | 35.75% |
| Worst Week | -9.22% | -29.64% |
| Best Month | 12.65% | 43.77% |
| Worst Month | -10.07% | -37.12% |
| Best Year | 21.51% | 155.54% |
| Worst Year | -17.75% | -56.42% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.24% | 7.36% |
| Avg. Down Week | -2.72% | -4.28% |
| Avg. Up Month | 3.87% | 14.04% |
| Avg. Down Month | -4.29% | -9.83% |
| Win Days % | 44.99% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 43.1% | 50.84% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |