| Metric | 11397907:btcusd:triple_med_gx:lsma55_125 | 11397907:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -6.37% | 183.29% |
| Max Drawdown | -33.66% | -67.18% |
| Sharpe | 0.0 | 0.43 |
| Sortino | 0.0 | 0.62 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 38.6 | 3.37 |
| Outlier Loss Ratio | 4.25 | 3.3 |
| Volatility (ann.) | 9.99% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.06 | 0.54 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 63.33 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.16% | 2.57% |
| Expected Yearly % | -1.63% | 29.73% |
| Kelly Criterion | -3.89% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11397907:BTCUSD | 11397907:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 1.51 | -0.03 | + |
| 2023 | 155.54 | 11.57 | 0.07 | - |
| 2024 | 121.00 | -7.90 | -0.07 | - |
| 2025 | 16.76 | -10.24 | -0.61 | - |
| Metric | 11397907:btcusd:triple_med_gx:lsma55_125 | 11397907:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 1.45% | 31.46% |
| 6M | -16.94% | 12.77% |
| YTD | -10.24% | 16.76% |
| 1Y | -27.49% | 56.84% |
| 3Y (ann.) | -7.77% | 55.31% |
| 5Y (ann.) | -1.94% | 36.34% |
| Metric | 11397907:btcusd:triple_med_gx:lsma55_125 | 11397907:BTCUSD |
|---|---|---|
| Max Drawdown | -33.66% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.73% |
| Avg. Drawdown Days | 61.0 | 34.0 |
| Recovery Factor | -0.19 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -33.66 | 370 |
| 2022-06-21 | 2024-06-04 | -24.30 | 713 |
| 2022-05-16 | 2022-06-19 | -5.45 | 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 |
| 2022-04-20 | 2022-05-15 | -3.07 | 25 |
| 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 |
| Metric | 11397907:btcusd:triple_med_gx:lsma55_125 | 11397907:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -8.56% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -11.39% | -37.12% |
| Best Year | 11.57% | 155.54% |
| Worst Year | -10.24% | -57.04% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.02% | 7.73% |
| Avg. Down Week | -2.73% | -3.58% |
| Avg. Up Month | 4.35% | 13.54% |
| Avg. Down Month | -4.86% | -9.24% |
| Win Days % | 43.99% | 51.3% |
| Win Month % | 47.5% | 60.98% |
| Win Week % | 46.74% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |