| Metric | 11389990:btcusd:triple_med_gx:lsma55_100 | 11389990:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -22.65% | 195.42% |
| Max Drawdown | -41.42% | -67.18% |
| Sharpe | -0.16 | 0.44 |
| Sortino | -0.24 | 0.63 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.74 | 1.06 |
| CPC Index | 0.46 | 0.61 |
| Tail Ratio | 0.79 | 0.99 |
| Outlier Win Ratio | 45.87 | 3.31 |
| Outlier Loss Ratio | 4.14 | 3.34 |
| Volatility (ann.) | 9.29% | 26.36% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.18 | 0.56 |
| Skew | 1.94 | 0.2 |
| Kurtosis | 60.63 | 6.39 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.61% | 2.61% |
| Expected Yearly % | -6.22% | 31.1% |
| Kelly Criterion | -7.68% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11389990:BTCUSD | 11389990:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -5.94 | 0.11 | + |
| 2023 | 155.54 | 14.06 | 0.09 | - |
| 2024 | 121.00 | -17.62 | -0.15 | - |
| 2025 | 17.02 | -12.48 | -0.73 | - |
| Metric | 11389990:btcusd:triple_med_gx:lsma55_100 | 11389990:BTCUSD |
|---|---|---|
| MTD | 2.43% | 4.4% |
| 3M | -1.59% | 31.76% |
| 6M | -18.12% | 12.25% |
| YTD | -12.48% | 17.02% |
| 1Y | -35.71% | 57.19% |
| 3Y (ann.) | -8.08% | 55.42% |
| 5Y (ann.) | -7.33% | 37.84% |
| Metric | 11389990:btcusd:triple_med_gx:lsma55_100 | 11389990:BTCUSD |
|---|---|---|
| Max Drawdown | -41.42% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.6% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | -0.55 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -41.42 | 370 |
| 2022-06-21 | 2023-12-20 | -15.78 | 546 |
| 2022-01-26 | 2022-03-16 | -7.74 | 49 |
| 2024-01-21 | 2024-03-13 | -6.93 | 51 |
| 2022-05-16 | 2022-06-21 | -6.60 | 36 |
| 2024-03-13 | 2024-03-25 | -5.20 | 12 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-05-05 | 2022-05-15 | -3.71 | 10 |
| 2022-05-03 | 2022-05-04 | -2.25 | 1 |
| 2023-12-22 | 2024-01-02 | -1.97 | 10 |
| Metric | 11389990:btcusd:triple_med_gx:lsma55_100 | 11389990:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.2% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 5.67% | 43.77% |
| Worst Month | -10.28% | -37.12% |
| Best Year | 14.06% | 155.54% |
| Worst Year | -17.62% | -55.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.4% | 7.59% |
| Avg. Down Week | -2.67% | -3.46% |
| Avg. Up Month | 3.26% | 12.54% |
| Avg. Down Month | -4.5% | -9.57% |
| Win Days % | 42.5% | 51.27% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 39.78% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |