| Metric | 11391721:btcusd:triple_med_gx:lsma55_105 | 11391721:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 17.43% | 202.8% |
| Max Drawdown | -28.1% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 39.38 | 3.38 |
| Outlier Loss Ratio | 4.26 | 3.3 |
| Volatility (ann.) | 10.17% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.17 | 0.58 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 72.26 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.67% |
| Expected Yearly % | 4.1% | 31.91% |
| Kelly Criterion | -0.8% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11391721:BTCUSD | 11391721:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -3.24 | 0.06 | + |
| 2023 | 155.54 | 20.32 | 0.13 | - |
| 2024 | 121.00 | -10.82 | -0.09 | - |
| 2025 | 16.76 | 13.10 | 0.78 | - |
| Metric | 11391721:btcusd:triple_med_gx:lsma55_105 | 11391721:BTCUSD |
|---|---|---|
| MTD | 2.8% | 4.16% |
| 3M | 3.39% | 31.46% |
| 6M | 10.59% | 12.77% |
| YTD | 13.1% | 16.76% |
| 1Y | -5.89% | 56.84% |
| 3Y (ann.) | -0.95% | 55.31% |
| 5Y (ann.) | 4.88% | 38.89% |
| Metric | 11391721:btcusd:triple_med_gx:lsma55_105 | 11391721:BTCUSD |
|---|---|---|
| Max Drawdown | -28.1% | -67.18% |
| Longest DD Days | 1134.0 | 683.0 |
| Avg. Drawdown | -3.57% | -6.06% |
| Avg. Drawdown Days | 93.0 | 30.0 |
| Recovery Factor | 0.62 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-04 | 2025-06-11 | -28.10 | 1134 |
| 2022-01-30 | 2022-02-28 | -5.31 | 29 |
| 2022-03-19 | 2022-04-18 | -4.19 | 30 |
| 2022-04-20 | 2022-05-04 | -2.67 | 14 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11391721:btcusd:triple_med_gx:lsma55_105 | 11391721:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 11.03% | 43.77% |
| Worst Month | -13.89% | -37.12% |
| Best Year | 20.32% | 155.54% |
| Worst Year | -10.82% | -54.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.64% | 6.45% |
| Avg. Down Week | -2.21% | -3.63% |
| Avg. Up Month | 4.68% | 14.77% |
| Avg. Down Month | -4.49% | -12.99% |
| Win Days % | 44.96% | 51.27% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 48.94% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |