| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.69% | 195.42% |
| Max Drawdown | -32.8% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.03 | 0.63 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 0.99 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 44.73 | 3.34 |
| Outlier Loss Ratio | 4.06 | 3.26 |
| Volatility (ann.) | 9.35% | 26.36% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.07 | 0.56 |
| Skew | 1.71 | 0.2 |
| Kurtosis | 59.76 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.61% |
| Expected Yearly % | -1.98% | 31.1% |
| Kelly Criterion | -5.23% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11389934:BTCUSD | 11389934:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 16.38 | -0.30 | + |
| 2023 | 155.54 | -5.61 | -0.04 | - |
| 2024 | 121.00 | -5.65 | -0.05 | - |
| 2025 | 17.02 | -10.94 | -0.64 | - |
| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| MTD | 1.26% | 4.4% |
| 3M | -5.12% | 31.76% |
| 6M | -15.17% | 12.25% |
| YTD | -10.94% | 17.02% |
| 1Y | -21.3% | 57.19% |
| 3Y (ann.) | -5.26% | 55.42% |
| 5Y (ann.) | -2.34% | 37.84% |
| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Max Drawdown | -32.8% | -67.18% |
| Longest DD Days | 832.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.6% |
| Avg. Drawdown Days | 63.0 | 32.0 |
| Recovery Factor | -0.23 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2025-06-11 | -32.80 | 832 |
| 2022-06-21 | 2023-02-15 | -10.77 | 239 |
| 2022-05-16 | 2022-06-19 | -6.18 | 34 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-12 | 2022-03-16 | -3.89 | 3 |
| 2022-04-19 | 2022-05-04 | -2.90 | 15 |
| 2022-05-04 | 2022-05-14 | -2.71 | 10 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11389934:btcusd:triple_med_gx:lsma55_100 | 11389934:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 10.91% | 43.77% |
| Worst Month | -8.62% | -37.12% |
| Best Year | 16.38% | 155.54% |
| Worst Year | -10.94% | -55.3% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.54% | 6.52% |
| Avg. Down Week | -2.43% | -3.65% |
| Avg. Up Month | 3.25% | 13.94% |
| Avg. Down Month | -2.59% | -9.01% |
| Win Days % | 42.97% | 51.27% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 41.3% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |