| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 6.36% | 183.29% |
| Max Drawdown | -25.88% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.15 | 0.62 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 46.87 | 3.3 |
| Outlier Loss Ratio | 4.25 | 3.17 |
| Volatility (ann.) | 9.03% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.07 | 0.54 |
| Skew | 3.38 | 0.2 |
| Kurtosis | 80.51 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.57% |
| Expected Yearly % | 1.55% | 29.73% |
| Kelly Criterion | -2.45% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11397800:BTCUSD | 11397800:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 6.28 | -0.11 | + |
| 2023 | 155.54 | 6.43 | 0.04 | - |
| 2024 | 121.00 | -4.27 | -0.04 | - |
| 2025 | 16.76 | -1.78 | -0.11 | - |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| MTD | 0.12% | 4.16% |
| 3M | 0.09% | 31.46% |
| 6M | -9.03% | 12.77% |
| YTD | -1.78% | 16.76% |
| 1Y | -9.39% | 56.84% |
| 3Y (ann.) | -4.02% | 55.31% |
| 5Y (ann.) | 1.85% | 36.34% |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -67.18% |
| Longest DD Days | 811.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.73% |
| Avg. Drawdown Days | 63.0 | 34.0 |
| Recovery Factor | 0.25 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -25.88 | 246 |
| 2022-06-21 | 2024-09-10 | -19.71 | 811 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 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 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-01 | 2022-03-15 | -0.56 | 14 |
| Metric | 11397800:btcusd:triple_med_gx:lsma65_125 | 11397800:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -14.66% | -37.12% |
| Best Year | 6.43% | 155.54% |
| Worst Year | -4.27% | -57.04% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.05% | 8.05% |
| Avg. Down Week | -2.61% | -2.64% |
| Avg. Up Month | 3.26% | 12.29% |
| Avg. Down Month | -5.34% | -8.34% |
| Win Days % | 43.42% | 51.3% |
| Win Month % | 58.97% | 60.98% |
| Win Week % | 46.91% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |