| Metric | 11399650:btcusd:triple_med_gx:lsma55_130 | 11399650:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 7.22% | 182.99% |
| Max Drawdown | -27.53% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.15 | 0.62 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.0 | 1.06 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 37.94 | 3.37 |
| Outlier Loss Ratio | 4.18 | 3.29 |
| Volatility (ann.) | 10.01% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.08 | 0.54 |
| Skew | 2.04 | 0.2 |
| Kurtosis | 62.12 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.57% |
| Expected Yearly % | 1.76% | 29.7% |
| Kelly Criterion | -1.93% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11399650:BTCUSD | 11399650:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 3.16 | -0.06 | + |
| 2023 | 155.54 | 2.78 | 0.02 | - |
| 2024 | 121.00 | 0.01 | 0.00 | - |
| 2025 | 16.76 | 1.12 | 0.07 | - |
| Metric | 11399650:btcusd:triple_med_gx:lsma55_130 | 11399650:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 7.41% | 31.46% |
| 6M | -3.52% | 12.77% |
| YTD | 1.12% | 16.76% |
| 1Y | -11.8% | 56.84% |
| 3Y (ann.) | -4.55% | 55.31% |
| 5Y (ann.) | 2.1% | 36.34% |
| Metric | 11399650:btcusd:triple_med_gx:lsma55_130 | 11399650:BTCUSD |
|---|---|---|
| Max Drawdown | -27.53% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.9% |
| Avg. Drawdown Days | 75.0 | 35.0 |
| Recovery Factor | 0.26 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -27.53 | 1021 |
| 2022-05-16 | 2022-08-25 | -7.49 | 101 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.99 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11399650:btcusd:triple_med_gx:lsma55_130 | 11399650:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 10.8% | 43.77% |
| Worst Month | -10.72% | -37.12% |
| Best Year | 3.16% | 155.54% |
| Worst Year | 0.01% | -57.08% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.4% | 7.73% |
| Avg. Down Week | -2.56% | -3.7% |
| Avg. Up Month | 4.03% | 14.49% |
| Avg. Down Month | -4.1% | -8.54% |
| Win Days % | 45.89% | 51.31% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 46.81% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |