| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -2.62% | 206.05% |
| Max Drawdown | -21.39% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.05 | 0.65 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 41.91 | 3.34 |
| Outlier Loss Ratio | 3.87 | 3.29 |
| Volatility (ann.) | 10.08% | 26.45% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.04 | 0.58 |
| Skew | 1.9 | 0.2 |
| Kurtosis | 69.71 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.7% |
| Expected Yearly % | -0.66% | 32.27% |
| Kelly Criterion | -4.02% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.25% |
| Expected Shortfall (cVaR) | -0.87% | -2.25% |
| Year | 11387027:BTCUSD | 11387027:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 1.77 | -0.03 | + |
| 2023 | 155.54 | -11.16 | -0.07 | - |
| 2024 | 121.00 | 11.12 | 0.09 | - |
| 2025 | 17.02 | -3.09 | -0.18 | - |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| MTD | 0.05% | 4.4% |
| 3M | -5.87% | 31.76% |
| 6M | -8.24% | 12.25% |
| YTD | -3.09% | 17.02% |
| 1Y | -16.01% | 57.19% |
| 3Y (ann.) | -1.8% | 55.42% |
| 5Y (ann.) | -0.78% | 39.18% |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -67.18% |
| Longest DD Days | 605.0 | 683.0 |
| Avg. Drawdown | -5.3% | -6.21% |
| Avg. Drawdown Days | 99.0 | 29.0 |
| Recovery Factor | -0.12 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.39 | 371 |
| 2022-07-29 | 2024-03-25 | -18.52 | 605 |
| 2022-01-26 | 2022-06-19 | -11.38 | 144 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2024-04-07 | 2024-04-20 | -2.27 | 13 |
| 2024-03-25 | 2024-04-06 | -1.36 | 12 |
| 2024-04-20 | 2024-06-02 | -0.76 | 42 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.34% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.34% | 43.77% |
| Worst Month | -12.17% | -37.12% |
| Best Year | 11.12% | 155.54% |
| Worst Year | -11.16% | -53.69% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.72% | 7.0% |
| Avg. Down Week | -2.65% | -3.75% |
| Avg. Up Month | 3.98% | 12.49% |
| Avg. Down Month | -3.21% | -10.21% |
| Win Days % | 44.62% | 51.27% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 41.3% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |