| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -26.95% | 208.61% |
| Max Drawdown | -41.05% | -67.18% |
| Sharpe | -0.2 | 0.45 |
| Sortino | -0.29 | 0.65 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 0.92 | 1.08 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.43 | 0.6 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 47.26 | 3.26 |
| Outlier Loss Ratio | 3.93 | 3.28 |
| Volatility (ann.) | 9.33% | 26.38% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.22 | 0.59 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 66.13 | 6.36 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.74% | 2.72% |
| Expected Yearly % | -7.55% | 32.54% |
| Kelly Criterion | -9.13% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11388518:BTCUSD | 11388518:btcusd:triple_med_gx:lsma55_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -11.48 | 0.22 | + |
| 2023 | 155.54 | 12.56 | 0.08 | - |
| 2024 | 121.00 | -16.52 | -0.14 | - |
| 2025 | 17.02 | -12.17 | -0.72 | - |
| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| MTD | 2.43% | 4.4% |
| 3M | -1.5% | 31.76% |
| 6M | -17.83% | 12.25% |
| YTD | -12.17% | 17.02% |
| 1Y | -35.42% | 57.19% |
| 3Y (ann.) | -7.23% | 55.42% |
| 5Y (ann.) | -8.88% | 39.6% |
| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| Max Drawdown | -41.05% | -67.18% |
| Longest DD Days | 607.0 | 683.0 |
| Avg. Drawdown | -5.89% | -6.33% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | -0.66 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -41.05 | 358 |
| 2022-05-05 | 2024-01-02 | -18.19 | 607 |
| 2022-01-26 | 2022-03-16 | -7.73 | 49 |
| 2024-01-21 | 2024-03-12 | -6.93 | 51 |
| 2024-03-13 | 2024-03-25 | -5.20 | 12 |
| 2022-04-16 | 2022-05-05 | -3.49 | 19 |
| 2024-03-25 | 2024-04-20 | -1.43 | 25 |
| 2022-03-17 | 2022-04-15 | -1.24 | 29 |
| 2024-05-05 | 2024-06-04 | -1.22 | 30 |
| 2024-06-05 | 2024-06-17 | -1.09 | 11 |
| Metric | 11388518:btcusd:triple_med_gx:lsma55_95 | 11388518:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.2% | 35.75% |
| Worst Week | -9.66% | -29.64% |
| Best Month | 6.75% | 43.77% |
| Worst Month | -11.56% | -37.12% |
| Best Year | 12.56% | 155.54% |
| Worst Year | -16.52% | -53.3% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.2% | 7.38% |
| Avg. Down Week | -3.04% | -3.74% |
| Avg. Up Month | 3.25% | 12.6% |
| Avg. Down Month | -5.08% | -9.57% |
| Win Days % | 42.64% | 51.28% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 44.32% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 25.0% | 75.0% |