| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -1.86% | 202.8% |
| Max Drawdown | -38.03% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.05 | 0.64 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 0.94 | 1.07 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 46.95 | 3.26 |
| Outlier Loss Ratio | 4.28 | 3.24 |
| Volatility (ann.) | 9.18% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.01 | 0.58 |
| Skew | 2.74 | 0.2 |
| Kurtosis | 78.88 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.67% |
| Expected Yearly % | -0.47% | 31.91% |
| Kelly Criterion | -3.83% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11391500:BTCUSD | 11391500:btcusd:triple_med_gx:lsma60_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 16.82 | -0.31 | + |
| 2023 | 155.54 | 13.16 | 0.08 | - |
| 2024 | 121.00 | -19.41 | -0.16 | - |
| 2025 | 16.76 | -7.88 | -0.47 | - |
| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 1.77% | 31.46% |
| 6M | -13.59% | 12.77% |
| YTD | -7.88% | 16.76% |
| 1Y | -30.65% | 56.84% |
| 3Y (ann.) | -4.28% | 55.31% |
| 5Y (ann.) | -0.56% | 38.89% |
| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Max Drawdown | -38.03% | -67.18% |
| Longest DD Days | 356.0 | 683.0 |
| Avg. Drawdown | -4.66% | -6.06% |
| Avg. Drawdown Days | 43.0 | 30.0 |
| Recovery Factor | -0.05 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -38.03 | 356 |
| 2022-06-21 | 2023-02-15 | -11.31 | 239 |
| 2023-05-18 | 2023-12-22 | -10.64 | 218 |
| 2023-12-22 | 2024-03-25 | -9.19 | 94 |
| 2023-03-02 | 2023-03-13 | -6.89 | 11 |
| 2022-05-16 | 2022-06-19 | -5.44 | 34 |
| 2022-03-17 | 2022-05-05 | -4.93 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-04-26 | 2023-05-02 | -4.29 | 5 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| Metric | 11391500:btcusd:triple_med_gx:lsma60_105 | 11391500:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.46% | 35.75% |
| Worst Week | -9.21% | -29.64% |
| Best Month | 7.18% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 16.82% | 155.54% |
| Worst Year | -19.41% | -54.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.16% | 7.25% |
| Avg. Down Week | -2.12% | -3.5% |
| Avg. Up Month | 2.91% | 12.43% |
| Avg. Down Month | -3.8% | -9.42% |
| Win Days % | 42.88% | 51.27% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 41.67% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |