| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.57% | 195.42% |
| Max Drawdown | -32.95% | -67.18% |
| Sharpe | -0.11 | 0.44 |
| Sortino | -0.15 | 0.63 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 45.38 | 3.31 |
| Outlier Loss Ratio | 4.0 | 3.29 |
| Volatility (ann.) | 9.43% | 26.36% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.17 | 0.56 |
| Skew | 1.3 | 0.2 |
| Kurtosis | 64.2 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.46% | 2.61% |
| Expected Yearly % | -4.72% | 31.1% |
| Kelly Criterion | -6.67% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.24% |
| Expected Shortfall (cVaR) | -0.81% | -2.24% |
| Year | 11390045:BTCUSD | 11390045:btcusd:triple_med_gx:lsma55_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -12.55 | 0.23 | + |
| 2023 | 155.54 | 5.24 | 0.03 | - |
| 2024 | 121.00 | -1.95 | -0.02 | - |
| 2025 | 17.02 | -8.66 | -0.51 | - |
| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | 2.91% | 31.76% |
| 6M | -12.98% | 12.25% |
| YTD | -8.66% | 17.02% |
| 1Y | -24.78% | 57.19% |
| 3Y (ann.) | -6.08% | 55.42% |
| 5Y (ann.) | -5.57% | 37.84% |
| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Max Drawdown | -32.95% | -67.18% |
| Longest DD Days | 693.0 | 683.0 |
| Avg. Drawdown | -5.08% | -6.6% |
| Avg. Drawdown Days | 80.0 | 32.0 |
| Recovery Factor | -0.53 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -32.95 | 370 |
| 2022-05-16 | 2024-04-08 | -19.71 | 693 |
| 2022-01-28 | 2022-04-15 | -8.14 | 77 |
| 2022-05-05 | 2022-05-15 | -4.10 | 10 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-05-02 | 2022-05-04 | -2.26 | 2 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| 2024-04-21 | 2024-06-03 | -1.17 | 43 |
| 2024-04-13 | 2024-04-20 | -1.06 | 7 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11390045:btcusd:triple_med_gx:lsma55_100 | 11390045:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 9.53% | 35.75% |
| Worst Week | -8.2% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -8.2% | -37.12% |
| Best Year | 5.24% | 155.54% |
| Worst Year | -12.55% | -55.3% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.79% | -0.87% |
| Avg. Up Week | 3.39% | 8.41% |
| Avg. Down Week | -2.49% | -3.51% |
| Avg. Up Month | 3.38% | 12.56% |
| Avg. Down Month | -3.54% | -11.32% |
| Win Days % | 44.31% | 51.27% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 41.94% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |