| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.16% | 183.29% |
| Max Drawdown | -28.68% | -67.18% |
| Sharpe | -0.02 | 0.43 |
| Sortino | -0.03 | 0.62 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.49 | 0.59 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 49.64 | 3.25 |
| Outlier Loss Ratio | 4.18 | 3.17 |
| Volatility (ann.) | 8.61% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.08 | 0.54 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 77.91 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.57% |
| Expected Yearly % | -1.84% | 29.73% |
| Kelly Criterion | -4.35% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11397909:BTCUSD | 11397909:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.62 | -0.06 | + |
| 2023 | 155.54 | -1.06 | -0.01 | - |
| 2024 | 121.00 | -0.03 | -0.00 | - |
| 2025 | 16.76 | -9.42 | -0.56 | - |
| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| MTD | 4.02% | 4.16% |
| 3M | -0.05% | 31.46% |
| 6M | -12.66% | 12.77% |
| YTD | -9.42% | 16.76% |
| 1Y | -21.25% | 56.84% |
| 3Y (ann.) | -6.84% | 55.31% |
| 5Y (ann.) | -2.19% | 36.34% |
| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Max Drawdown | -28.68% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.73% |
| Avg. Drawdown Days | 97.0 | 34.0 |
| Recovery Factor | -0.25 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -28.68 | 1085 |
| 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 |
| 2022-04-20 | 2022-05-15 | -2.91 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-16 | -0.29 | 15 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| Metric | 11397909:btcusd:triple_med_gx:lsma65_125 | 11397909:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -10.05% | -37.12% |
| Best Year | 3.62% | 155.54% |
| Worst Year | -9.42% | -57.04% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.82% | 8.29% |
| Avg. Down Week | -2.18% | -2.58% |
| Avg. Up Month | 4.2% | 10.89% |
| Avg. Down Month | -4.09% | -9.24% |
| Win Days % | 45.57% | 51.3% |
| Win Month % | 45.95% | 60.98% |
| Win Week % | 43.04% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |