| Metric | 11393221:btcusd:triple_med_gx:lsma55_110 | 11393221:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 18.93% | 198.98% |
| Max Drawdown | -21.96% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.64 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 39.74 | 3.39 |
| Outlier Loss Ratio | 4.32 | 3.3 |
| Volatility (ann.) | 9.83% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.24 | 0.57 |
| Skew | 1.99 | 0.2 |
| Kurtosis | 67.84 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.64% |
| Expected Yearly % | 4.43% | 31.5% |
| Kelly Criterion | -0.78% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11393221:BTCUSD | 11393221:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.30 | 0.01 | + |
| 2023 | 155.54 | 6.82 | 0.04 | - |
| 2024 | 121.00 | 4.97 | 0.04 | - |
| 2025 | 16.76 | 6.39 | 0.38 | - |
| Metric | 11393221:btcusd:triple_med_gx:lsma55_110 | 11393221:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -1.31% | 31.46% |
| 6M | 3.59% | 12.77% |
| YTD | 6.39% | 16.76% |
| 1Y | -6.71% | 56.84% |
| 3Y (ann.) | 0.97% | 55.31% |
| 5Y (ann.) | 5.28% | 38.4% |
| Metric | 11393221:btcusd:triple_med_gx:lsma55_110 | 11393221:BTCUSD |
|---|---|---|
| Max Drawdown | -21.96% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.29% |
| Avg. Drawdown Days | 74.0 | 31.0 |
| Recovery Factor | 0.86 | 2.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-06-03 | -21.96 | 775 |
| 2024-06-07 | 2025-06-11 | -20.46 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.36 | 32 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11393221:btcusd:triple_med_gx:lsma55_110 | 11393221:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.7% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -11.01% | -37.12% |
| Best Year | 6.82% | 155.54% |
| Worst Year | -0.3% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.9% | 7.01% |
| Avg. Down Week | -2.45% | -3.86% |
| Avg. Up Month | 4.01% | 12.54% |
| Avg. Down Month | -3.98% | -12.21% |
| Win Days % | 46.05% | 51.26% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 49.46% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |