| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.65% | 202.8% |
| Max Drawdown | -41.94% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.04 | 0.64 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.51 | 0.65 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 42.97 | 3.32 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 9.56% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.06 | 0.58 |
| Skew | 2.66 | 0.2 |
| Kurtosis | 66.21 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.67% |
| Expected Yearly % | -2.24% | 31.91% |
| Kelly Criterion | -4.7% | 10.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.24% |
| Expected Shortfall (cVaR) | -0.82% | -2.24% |
| Year | 11391499:BTCUSD | 11391499:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 8.77 | -0.16 | + |
| 2023 | 155.54 | 12.69 | 0.08 | - |
| 2024 | 121.00 | -14.20 | -0.12 | - |
| 2025 | 16.76 | -13.13 | -0.78 | - |
| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 0.13% | 31.46% |
| 6M | -18.73% | 12.77% |
| YTD | -13.13% | 16.76% |
| 1Y | -35.21% | 56.84% |
| 3Y (ann.) | -7.36% | 55.31% |
| 5Y (ann.) | -2.65% | 38.89% |
| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499:BTCUSD |
|---|---|---|
| Max Drawdown | -41.94% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.06% |
| Avg. Drawdown Days | 47.0 | 30.0 |
| Recovery Factor | -0.21 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -41.94 | 370 |
| 2022-06-21 | 2023-04-26 | -15.53 | 308 |
| 2023-04-26 | 2023-11-10 | -10.18 | 197 |
| 2023-11-11 | 2023-12-20 | -7.56 | 39 |
| 2023-12-22 | 2024-03-24 | -7.22 | 93 |
| 2022-05-16 | 2022-06-21 | -6.60 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-05-05 | 2022-05-15 | -3.28 | 10 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| Metric | 11391499:btcusd:triple_med_gx:lsma55_105 | 11391499: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 | 7.43% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 12.69% | 155.54% |
| Worst Year | -14.2% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.22% | 7.3% |
| Avg. Down Week | -2.79% | -3.47% |
| Avg. Up Month | 3.6% | 12.6% |
| Avg. Down Month | -4.4% | -8.38% |
| Win Days % | 42.64% | 51.27% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 45.26% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |