| Metric | 11390042:btcusd:triple_med_gx:lsma40_100 | 11390042:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -19.86% | 195.42% |
| Max Drawdown | -40.06% | -67.18% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.14 | 0.63 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 35.1 | 3.54 |
| Outlier Loss Ratio | 4.1 | 3.52 |
| Volatility (ann.) | 11.04% | 26.36% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.16 | 0.56 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 46.49 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.53% | 2.61% |
| Expected Yearly % | -5.38% | 31.1% |
| Kelly Criterion | -6.61% | 2.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11390042:BTCUSD | 11390042:btcusd:triple_med_gx:lsma40_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -7.01 | 0.13 | + |
| 2023 | 155.54 | 0.21 | 0.00 | - |
| 2024 | 121.00 | -0.74 | -0.01 | - |
| 2025 | 17.02 | -13.36 | -0.78 | - |
| Metric | 11390042:btcusd:triple_med_gx:lsma40_100 | 11390042:BTCUSD |
|---|---|---|
| MTD | 1.36% | 4.4% |
| 3M | 0.26% | 31.76% |
| 6M | -17.74% | 12.25% |
| YTD | -13.36% | 17.02% |
| 1Y | -34.0% | 57.19% |
| 3Y (ann.) | -5.73% | 55.42% |
| 5Y (ann.) | -6.35% | 37.84% |
| Metric | 11390042:btcusd:triple_med_gx:lsma40_100 | 11390042:BTCUSD |
|---|---|---|
| Max Drawdown | -40.06% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -7.26% | -6.6% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | -0.5 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.06 | 370 |
| 2022-08-25 | 2024-02-28 | -25.34 | 552 |
| 2022-01-26 | 2022-05-15 | -13.03 | 109 |
| 2024-03-13 | 2024-04-07 | -10.72 | 25 |
| 2022-05-16 | 2022-06-19 | -9.46 | 34 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-06-21 | 2022-08-08 | -4.08 | 47 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-05-30 | 2024-06-05 | -3.19 | 5 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11390042:btcusd:triple_med_gx:lsma40_100 | 11390042:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -10.75% | -37.12% |
| Best Year | 0.21% | 155.54% |
| Worst Year | -13.36% | -55.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.83% | -0.9% |
| Avg. Up Week | 3.55% | 6.44% |
| Avg. Down Week | -2.41% | -4.85% |
| Avg. Up Month | 3.47% | 11.5% |
| Avg. Down Month | -3.92% | -8.75% |
| Win Days % | 45.11% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 38.6% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |