| Metric | 11392999:btcusd:triple_med_gx:lsma65_110 | 11392999:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 5.9% | 198.98% |
| Max Drawdown | -24.68% | -67.18% |
| Sharpe | 0.09 | 0.44 |
| Sortino | 0.14 | 0.64 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.47 | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.45 | 0.99 |
| Outlier Win Ratio | 54.43 | 3.16 |
| Outlier Loss Ratio | 4.37 | 3.08 |
| Volatility (ann.) | 8.35% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 0.57 |
| Skew | 3.09 | 0.2 |
| Kurtosis | 108.61 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.64% |
| Expected Yearly % | 1.44% | 31.5% |
| Kelly Criterion | -2.69% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11392999:BTCUSD | 11392999:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.71 | 0.12 | + |
| 2023 | 155.54 | 16.48 | 0.11 | - |
| 2024 | 121.00 | -5.53 | -0.05 | - |
| 2025 | 16.76 | 3.17 | 0.19 | - |
| Metric | 11392999:btcusd:triple_med_gx:lsma65_110 | 11392999:BTCUSD |
|---|---|---|
| MTD | 2.73% | 4.16% |
| 3M | 9.04% | 31.46% |
| 6M | 0.58% | 12.77% |
| YTD | 3.17% | 16.76% |
| 1Y | -15.1% | 56.84% |
| 3Y (ann.) | -2.54% | 55.31% |
| 5Y (ann.) | 1.72% | 38.4% |
| Metric | 11392999:btcusd:triple_med_gx:lsma65_110 | 11392999:BTCUSD |
|---|---|---|
| Max Drawdown | -24.68% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.58% | -6.29% |
| Avg. Drawdown Days | 56.0 | 31.0 |
| Recovery Factor | 0.24 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2025-06-11 | -24.68 | 356 |
| 2022-06-21 | 2024-03-25 | -22.85 | 642 |
| 2022-05-16 | 2022-06-21 | -5.40 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-06-05 | 2024-06-20 | -1.75 | 14 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-04-20 | -1.66 | 25 |
| 2022-05-06 | 2022-05-15 | -1.22 | 9 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11392999:btcusd:triple_med_gx:lsma65_110 | 11392999:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -17.25% | -37.12% |
| Best Year | 16.48% | 155.54% |
| Worst Year | -6.71% | -54.66% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 2.86% | 8.22% |
| Avg. Down Week | -1.93% | -2.64% |
| Avg. Up Month | 3.67% | 14.55% |
| Avg. Down Month | -3.85% | -9.03% |
| Win Days % | 42.66% | 51.26% |
| Win Month % | 51.28% | 61.9% |
| Win Week % | 46.43% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |