| Metric | 11394640:btcusd:triple_med_gx:lsma55_115 | 11394640:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -13.33% | 189.3% |
| Max Drawdown | -40.79% | -67.18% |
| Sharpe | -0.06 | 0.43 |
| Sortino | -0.09 | 0.63 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.49 | 0.63 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 40.71 | 3.33 |
| Outlier Loss Ratio | 4.21 | 3.31 |
| Volatility (ann.) | 9.94% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.1 | 0.55 |
| Skew | 2.11 | 0.2 |
| Kurtosis | 66.48 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.34% | 2.56% |
| Expected Yearly % | -3.51% | 30.42% |
| Kelly Criterion | -5.35% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11394640:BTCUSD | 11394640:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.85 | -0.12 | + |
| 2023 | 155.54 | 8.67 | 0.06 | - |
| 2024 | 121.00 | -8.36 | -0.07 | - |
| 2025 | 16.76 | -18.55 | -1.11 | - |
| Metric | 11394640:btcusd:triple_med_gx:lsma55_115 | 11394640:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | -1.99% | 31.46% |
| 6M | -24.18% | 12.77% |
| YTD | -18.55% | 16.76% |
| 1Y | -35.1% | 56.84% |
| 3Y (ann.) | -10.93% | 55.31% |
| 5Y (ann.) | -4.16% | 37.09% |
| Metric | 11394640:btcusd:triple_med_gx:lsma55_115 | 11394640:BTCUSD |
|---|---|---|
| Max Drawdown | -40.79% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -5.08% | -6.63% |
| Avg. Drawdown Days | 65.0 | 33.0 |
| Recovery Factor | -0.33 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.79 | 370 |
| 2022-06-21 | 2024-06-04 | -22.26 | 713 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-04-20 | 2022-05-15 | -1.50 | 25 |
| Metric | 11394640:btcusd:triple_med_gx:lsma55_115 | 11394640:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 10.37% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 8.67% | 155.54% |
| Worst Year | -18.55% | -56.13% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.21% | 7.78% |
| Avg. Down Week | -2.39% | -3.58% |
| Avg. Up Month | 4.78% | 13.99% |
| Avg. Down Month | -5.52% | -8.38% |
| Win Days % | 43.36% | 51.25% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 41.49% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |