| Metric | 11391498:btcusd:triple_med_gx:lsma50_105 | 11391498:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -1.17% | 202.8% |
| Max Drawdown | -36.42% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.07 | 0.64 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.53 | 0.64 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 37.72 | 3.42 |
| Outlier Loss Ratio | 4.21 | 3.4 |
| Volatility (ann.) | 10.54% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.01 | 0.58 |
| Skew | 2.42 | 0.2 |
| Kurtosis | 62.64 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.67% |
| Expected Yearly % | -0.29% | 31.91% |
| Kelly Criterion | -3.37% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11391498:BTCUSD | 11391498:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 4.64 | -0.09 | + |
| 2023 | 155.54 | 7.55 | 0.05 | - |
| 2024 | 121.00 | 0.65 | 0.01 | - |
| 2025 | 16.76 | -12.75 | -0.76 | - |
| Metric | 11391498:btcusd:triple_med_gx:lsma50_105 | 11391498:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | -0.32% | 31.46% |
| 6M | -16.77% | 12.77% |
| YTD | -12.75% | 16.76% |
| 1Y | -29.04% | 56.84% |
| 3Y (ann.) | -1.21% | 55.31% |
| 5Y (ann.) | -0.35% | 38.89% |
| Metric | 11391498:btcusd:triple_med_gx:lsma50_105 | 11391498:BTCUSD |
|---|---|---|
| Max Drawdown | -36.42% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -5.71% | -6.06% |
| Avg. Drawdown Days | 63.0 | 30.0 |
| Recovery Factor | -0.03 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -36.42 | 370 |
| 2022-06-21 | 2023-04-25 | -14.28 | 308 |
| 2023-04-26 | 2024-03-23 | -13.60 | 331 |
| 2022-02-17 | 2022-03-16 | -10.84 | 27 |
| 2022-05-16 | 2022-06-19 | -9.43 | 34 |
| 2022-03-17 | 2022-05-04 | -6.03 | 48 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-05-05 | 2022-05-15 | -2.61 | 10 |
| 2024-03-23 | 2024-03-24 | -2.53 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11391498:btcusd:triple_med_gx:lsma50_105 | 11391498:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 9.86% | 43.77% |
| Worst Month | -10.42% | -37.12% |
| Best Year | 7.55% | 155.54% |
| Worst Year | -12.75% | -54.08% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.04% | 7.22% |
| Avg. Down Week | -2.59% | -3.83% |
| Avg. Up Month | 4.18% | 12.14% |
| Avg. Down Month | -3.87% | -9.86% |
| Win Days % | 43.49% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 41.9% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |