| Metric | 11397803:btcusd:triple_med_gx:lsma70_125 | 11397803:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.99% | 183.29% |
| Max Drawdown | -25.51% | -67.18% |
| Sharpe | 0.07 | 0.43 |
| Sortino | 0.11 | 0.62 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.68 | 1.06 |
| CPC Index | 0.55 | 0.67 |
| Tail Ratio | 0.65 | 0.99 |
| Outlier Win Ratio | 52.8 | 3.24 |
| Outlier Loss Ratio | 4.4 | 3.13 |
| Volatility (ann.) | 8.51% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 0.54 |
| Skew | 4.12 | 0.2 |
| Kurtosis | 96.69 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.57% |
| Expected Yearly % | 0.74% | 29.73% |
| Kelly Criterion | -3.51% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11397803:BTCUSD | 11397803:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -0.73 | 0.01 | + |
| 2023 | 155.54 | 6.80 | 0.04 | - |
| 2024 | 121.00 | -5.96 | -0.05 | - |
| 2025 | 16.76 | 3.31 | 0.20 | - |
| Metric | 11397803:btcusd:triple_med_gx:lsma70_125 | 11397803:BTCUSD |
|---|---|---|
| MTD | 2.04% | 4.16% |
| 3M | 1.34% | 31.46% |
| 6M | -3.29% | 12.77% |
| YTD | 3.31% | 16.76% |
| 1Y | -8.24% | 56.84% |
| 3Y (ann.) | -4.13% | 55.31% |
| 5Y (ann.) | 0.88% | 36.34% |
| Metric | 11397803:btcusd:triple_med_gx:lsma70_125 | 11397803:BTCUSD |
|---|---|---|
| Max Drawdown | -25.51% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -4.29% | -6.73% |
| Avg. Drawdown Days | 82.0 | 34.0 |
| Recovery Factor | 0.12 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-06-11 | -25.51 | 776 |
| 2022-05-16 | 2023-04-11 | -19.91 | 330 |
| 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 |
| 2022-03-01 | 2022-04-15 | -0.75 | 45 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11397803:btcusd:triple_med_gx:lsma70_125 | 11397803:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -13.88% | -37.12% |
| Best Year | 6.8% | 155.54% |
| Worst Year | -5.96% | -57.04% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.66% | 8.04% |
| Avg. Down Week | -2.24% | -3.02% |
| Avg. Up Month | 3.84% | 15.31% |
| Avg. Down Month | -4.52% | -7.63% |
| Win Days % | 42.43% | 51.3% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 48.1% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |