| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -7.87% | 183.29% |
| Max Drawdown | -34.24% | -67.18% |
| Sharpe | 0.0 | 0.43 |
| Sortino | 0.0 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.98 | 1.06 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 30.89 | 3.63 |
| Outlier Loss Ratio | 4.35 | 3.53 |
| Volatility (ann.) | 11.39% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.07 | 0.54 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 41.09 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.57% |
| Expected Yearly % | -2.03% | 29.73% |
| Kelly Criterion | -4.57% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11398016:BTCUSD | 11398016:btcusd:triple_med_gx:lsma40_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.99 | 0.11 | + |
| 2023 | 155.54 | -14.82 | -0.10 | - |
| 2024 | 121.00 | 23.78 | 0.20 | - |
| 2025 | 16.76 | -7.05 | -0.42 | - |
| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | -0.2% | 31.46% |
| 6M | -8.73% | 12.77% |
| YTD | -7.05% | 16.76% |
| 1Y | -21.44% | 56.84% |
| 3Y (ann.) | -3.21% | 55.31% |
| 5Y (ann.) | -2.41% | 36.34% |
| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Max Drawdown | -34.24% | -67.18% |
| Longest DD Days | 644.0 | 683.0 |
| Avg. Drawdown | -7.29% | -6.73% |
| Avg. Drawdown Days | 74.0 | 34.0 |
| Recovery Factor | -0.23 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-05-30 | -34.24 | 644 |
| 2024-06-07 | 2025-06-11 | -29.26 | 369 |
| 2022-03-11 | 2022-05-15 | -11.04 | 65 |
| 2022-02-17 | 2022-02-28 | -10.33 | 11 |
| 2022-05-16 | 2022-06-19 | -6.68 | 34 |
| 2022-06-21 | 2022-08-11 | -6.13 | 50 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-05-30 | 2024-06-05 | -3.36 | 5 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11398016:btcusd:triple_med_gx:lsma40_125 | 11398016:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -9.22% | -29.64% |
| Best Month | 14.52% | 43.77% |
| Worst Month | -11.49% | -37.12% |
| Best Year | 23.78% | 155.54% |
| Worst Year | -14.82% | -57.04% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.29% | 6.79% |
| Avg. Down Week | -2.48% | -4.26% |
| Avg. Up Month | 4.01% | 16.69% |
| Avg. Down Month | -3.63% | -9.57% |
| Win Days % | 45.3% | 51.3% |
| Win Month % | 43.9% | 60.98% |
| Win Week % | 41.88% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |