| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 26.24% | 198.98% |
| Max Drawdown | -28.18% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.6 | 0.66 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 38.16 | 3.37 |
| Outlier Loss Ratio | 4.34 | 3.29 |
| Volatility (ann.) | 10.19% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.25 | 0.57 |
| Skew | 2.17 | 0.2 |
| Kurtosis | 71.75 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.64% |
| Expected Yearly % | 6.0% | 31.5% |
| Kelly Criterion | -0.12% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11393277:BTCUSD | 11393277:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -3.47 | 0.06 | + |
| 2023 | 155.54 | 19.97 | 0.13 | - |
| 2024 | 121.00 | -3.56 | -0.03 | - |
| 2025 | 16.76 | 13.03 | 0.78 | - |
| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 5.19% | 31.46% |
| 6M | 11.86% | 12.77% |
| YTD | 13.03% | 16.76% |
| 1Y | -2.85% | 56.84% |
| 3Y (ann.) | 0.62% | 55.31% |
| 5Y (ann.) | 7.16% | 38.4% |
| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Max Drawdown | -28.18% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -4.1% | -6.29% |
| Avg. Drawdown Days | 75.0 | 31.0 |
| Recovery Factor | 0.93 | 2.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2024-06-04 | -28.18 | 760 |
| 2024-06-07 | 2025-06-11 | -20.31 | 369 |
| 2022-01-30 | 2022-02-28 | -5.31 | 29 |
| 2022-03-19 | 2022-04-18 | -4.19 | 30 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 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 |
| Metric | 11393277:btcusd:triple_med_gx:lsma55_110 | 11393277:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 11.05% | 43.77% |
| Worst Month | -14.79% | -37.12% |
| Best Year | 19.97% | 155.54% |
| Worst Year | -3.56% | -54.66% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 3.22% | 6.79% |
| Avg. Down Week | -2.38% | -3.64% |
| Avg. Up Month | 4.63% | 14.08% |
| Avg. Down Month | -4.92% | -13.42% |
| Win Days % | 45.09% | 51.26% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 45.65% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |