| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 2.96% | 202.8% |
| Max Drawdown | -29.64% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.11 | 0.64 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 41.39 | 3.36 |
| Outlier Loss Ratio | 4.01 | 3.3 |
| Volatility (ann.) | 10.0% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.03 | 0.58 |
| Skew | 1.75 | 0.2 |
| Kurtosis | 65.51 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.67% |
| Expected Yearly % | 0.73% | 31.91% |
| Kelly Criterion | -2.64% | 4.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11391610:BTCUSD | 11391610:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -1.43 | 0.03 | + |
| 2023 | 155.54 | 3.03 | 0.02 | - |
| 2024 | 121.00 | 2.09 | 0.02 | - |
| 2025 | 16.76 | -0.69 | -0.04 | - |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| MTD | 4.07% | 4.16% |
| 3M | 1.02% | 31.46% |
| 6M | -3.27% | 12.77% |
| YTD | -0.69% | 16.76% |
| 1Y | -11.88% | 56.84% |
| 3Y (ann.) | -6.71% | 55.31% |
| 5Y (ann.) | 0.87% | 38.89% |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Max Drawdown | -29.64% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.06% |
| Avg. Drawdown Days | 73.0 | 30.0 |
| Recovery Factor | 0.1 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -29.64 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-05-05 | 2022-05-15 | -3.02 | 10 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-27 | 2022-01-28 | -2.14 | 1 |
| 2022-03-17 | 2022-03-18 | -2.03 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-03-12 | 2022-03-14 | -0.93 | 1 |
| 2022-01-29 | 2022-02-26 | -0.71 | 28 |
| Metric | 11391610:btcusd:triple_med_gx:lsma55_105 | 11391610:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.46% | 35.75% |
| Worst Week | -10.73% | -29.64% |
| Best Month | 10.27% | 43.77% |
| Worst Month | -12.79% | -37.12% |
| Best Year | 3.03% | 155.54% |
| Worst Year | -1.43% | -54.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.13% | 6.89% |
| Avg. Down Week | -2.81% | -2.99% |
| Avg. Up Month | 5.15% | 15.32% |
| Avg. Down Month | -2.96% | -10.78% |
| Win Days % | 46.46% | 51.27% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 46.81% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |