| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -32.34% | 208.61% |
| Max Drawdown | -43.19% | -67.18% |
| Sharpe | -0.21 | 0.45 |
| Sortino | -0.29 | 0.65 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | 0.84 | 1.07 |
| CPC Index | 0.43 | 0.56 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 35.71 | 3.5 |
| Outlier Loss Ratio | 4.14 | 3.55 |
| Volatility (ann.) | 11.03% | 26.38% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.25 | 0.59 |
| Skew | 0.53 | 0.2 |
| Kurtosis | 47.35 | 6.36 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.93% | 2.72% |
| Expected Yearly % | -9.3% | 32.54% |
| Kelly Criterion | -8.69% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11388569:BTCUSD | 11388569:btcusd:triple_med_gx:lsma40_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -18.32 | 0.34 | + |
| 2023 | 155.54 | 7.76 | 0.05 | - |
| 2024 | 121.00 | -7.23 | -0.06 | - |
| 2025 | 17.02 | -17.14 | -1.01 | - |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| MTD | -0.02% | 4.4% |
| 3M | -1.11% | 31.76% |
| 6M | -21.33% | 12.25% |
| YTD | -17.14% | 17.02% |
| 1Y | -38.1% | 57.19% |
| 3Y (ann.) | -6.77% | 55.42% |
| 5Y (ann.) | -10.92% | 39.6% |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Max Drawdown | -43.19% | -67.18% |
| Longest DD Days | 762.0 | 683.0 |
| Avg. Drawdown | -12.24% | -6.33% |
| Avg. Drawdown Days | 173.0 | 31.0 |
| Recovery Factor | -0.75 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -43.19 | 370 |
| 2022-01-26 | 2024-02-28 | -25.06 | 762 |
| 2024-03-13 | 2024-04-07 | -10.72 | 25 |
| 2024-05-30 | 2024-06-05 | -3.19 | 5 |
| 2024-04-08 | 2024-05-30 | -2.69 | 52 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2024-03-12 | 2024-03-13 | -0.18 | 0 |
| Metric | 11388569:btcusd:triple_med_gx:lsma40_95 | 11388569:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.91% | 35.75% |
| Worst Week | -11.48% | -29.64% |
| Best Month | 8.21% | 43.77% |
| Worst Month | -12.06% | -37.12% |
| Best Year | 7.76% | 155.54% |
| Worst Year | -18.32% | -53.3% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.28% | 5.75% |
| Avg. Down Week | -2.73% | -5.19% |
| Avg. Up Month | 3.29% | 14.52% |
| Avg. Down Month | -4.97% | -10.86% |
| Win Days % | 44.29% | 51.28% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 40.71% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |