| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -10.2% | 206.05% |
| Max Drawdown | -30.42% | -67.18% |
| Sharpe | -0.05 | 0.44 |
| Sortino | -0.07 | 0.65 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 0.89 | 1.07 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 50.49 | 3.27 |
| Outlier Loss Ratio | 4.07 | 3.2 |
| Volatility (ann.) | 8.67% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.1 | 0.58 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 67.73 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.26% | 2.7% |
| Expected Yearly % | -2.65% | 32.27% |
| Kelly Criterion | -5.76% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.25% |
| Expected Shortfall (cVaR) | -0.75% | -2.25% |
| Year | 11387029:BTCUSD | 11387029:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 16.79 | -0.31 | + |
| 2023 | 155.54 | -11.46 | -0.07 | - |
| 2024 | 121.00 | 1.40 | 0.01 | - |
| 2025 | 17.02 | -14.35 | -0.84 | - |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| MTD | -0.58% | 4.4% |
| 3M | -7.01% | 31.76% |
| 6M | -18.42% | 12.25% |
| YTD | -14.35% | 17.02% |
| 1Y | -22.66% | 57.19% |
| 3Y (ann.) | -6.31% | 55.42% |
| 5Y (ann.) | -3.13% | 39.18% |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Max Drawdown | -30.42% | -67.18% |
| Longest DD Days | 1048.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.21% |
| Avg. Drawdown Days | 89.0 | 29.0 |
| Recovery Factor | -0.34 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-29 | 2025-06-11 | -30.42 | 1048 |
| 2022-01-26 | 2022-03-16 | -5.47 | 49 |
| 2022-06-19 | 2022-06-19 | -4.46 | 0 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-05-05 | -3.49 | 19 |
| 2022-05-05 | 2022-05-14 | -2.61 | 9 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11387029:btcusd:triple_med_gx:lsma55_90 | 11387029:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.23% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 12.23% | 43.77% |
| Worst Month | -10.41% | -37.12% |
| Best Year | 16.79% | 155.54% |
| Worst Year | -14.35% | -53.69% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.0% | 6.74% |
| Avg. Down Week | -2.12% | -3.57% |
| Avg. Up Month | 3.11% | 12.47% |
| Avg. Down Month | -2.83% | -9.01% |
| Win Days % | 43.4% | 51.27% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 38.89% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |