| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 9.46% | 183.29% |
| Max Drawdown | -17.09% | -67.18% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.19 | 0.62 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.45 | 1.06 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 0.42 | 0.99 |
| Outlier Win Ratio | 58.11 | 3.14 |
| Outlier Loss Ratio | 4.23 | 3.05 |
| Volatility (ann.) | 7.57% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.16 | 0.54 |
| Skew | 0.84 | 0.2 |
| Kurtosis | 98.64 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.57% |
| Expected Yearly % | 2.29% | 29.73% |
| Kelly Criterion | -1.6% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11398024:BTCUSD | 11398024:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 8.63 | -0.15 | + |
| 2023 | 155.54 | -1.57 | -0.01 | - |
| 2024 | 121.00 | -3.90 | -0.03 | - |
| 2025 | 16.76 | 6.53 | 0.39 | - |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| MTD | 3.36% | 4.16% |
| 3M | 3.04% | 31.46% |
| 6M | 9.47% | 12.77% |
| YTD | 6.53% | 16.76% |
| 1Y | -0.42% | 56.84% |
| 3Y (ann.) | -1.11% | 55.31% |
| 5Y (ann.) | 2.73% | 36.34% |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Max Drawdown | -17.09% | -67.18% |
| Longest DD Days | 1121.0 | 683.0 |
| Avg. Drawdown | -3.68% | -6.73% |
| Avg. Drawdown Days | 144.0 | 34.0 |
| Recovery Factor | 0.55 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2025-06-11 | -17.09 | 1121 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-04-20 | 2022-05-17 | -1.84 | 26 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-16 | 2022-04-17 | -0.21 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11398024:btcusd:triple_med_gx:lsma80_125 | 11398024:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -10.93% | -37.12% |
| Best Year | 8.63% | 155.54% |
| Worst Year | -3.9% | -57.04% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 2.14% | 8.08% |
| Avg. Down Week | -1.58% | -2.22% |
| Avg. Up Month | 3.01% | 14.83% |
| Avg. Down Month | -2.31% | -11.05% |
| Win Days % | 46.32% | 51.3% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 41.18% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |