| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -6.22% | 202.8% |
| Max Drawdown | -27.99% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.04 | 0.64 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.32 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 0.32 | 0.99 |
| Outlier Win Ratio | 59.71 | 3.08 |
| Outlier Loss Ratio | 4.26 | 3.04 |
| Volatility (ann.) | 7.63% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.07 | 0.58 |
| Skew | 2.79 | 0.2 |
| Kurtosis | 91.67 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.15% | 2.67% |
| Expected Yearly % | -1.59% | 31.91% |
| Kelly Criterion | -4.53% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11391501:BTCUSD | 11391501:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 2.51 | -0.05 | + |
| 2023 | 155.54 | -0.71 | -0.00 | - |
| 2024 | 121.00 | -2.29 | -0.02 | - |
| 2025 | 16.76 | -5.70 | -0.34 | - |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| MTD | 4.92% | 4.16% |
| 3M | 0.55% | 31.46% |
| 6M | -8.07% | 12.77% |
| YTD | -5.7% | 16.76% |
| 1Y | -20.78% | 56.84% |
| 3Y (ann.) | -4.42% | 55.31% |
| 5Y (ann.) | -1.89% | 38.89% |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Max Drawdown | -27.99% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.06% |
| Avg. Drawdown Days | 84.0 | 30.0 |
| Recovery Factor | -0.22 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -27.99 | 356 |
| 2022-05-16 | 2024-03-25 | -14.03 | 679 |
| 2022-03-17 | 2022-05-15 | -4.93 | 59 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-20 | -1.08 | 14 |
| 2024-03-25 | 2024-04-13 | -1.00 | 18 |
| 2024-04-13 | 2024-06-04 | -0.76 | 52 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11391501:btcusd:triple_med_gx:lsma65_105 | 11391501:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.95% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 7.95% | 43.77% |
| Worst Month | -8.31% | -37.12% |
| Best Year | 2.51% | 155.54% |
| Worst Year | -5.7% | -54.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 2.8% | 6.69% |
| Avg. Down Week | -1.82% | -2.58% |
| Avg. Up Month | 3.11% | 10.2% |
| Avg. Down Month | -3.35% | -9.89% |
| Win Days % | 43.56% | 51.27% |
| Win Month % | 48.72% | 61.9% |
| Win Week % | 39.51% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |