| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -2.02% | 202.8% |
| Max Drawdown | -23.39% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 37.5 | 3.57 |
| Outlier Loss Ratio | 3.98 | 3.42 |
| Volatility (ann.) | 11.39% | 26.34% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.03 | 0.58 |
| Skew | 1.67 | 0.2 |
| Kurtosis | 60.38 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.67% |
| Expected Yearly % | -0.51% | 31.91% |
| Kelly Criterion | -3.93% | 7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.24% |
| Expected Shortfall (cVaR) | -0.98% | -2.24% |
| Year | 11391386:BTCUSD | 11391386:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -1.03 | 0.02 | + |
| 2023 | 155.54 | -4.24 | -0.03 | - |
| 2024 | 121.00 | 2.07 | 0.02 | - |
| 2025 | 16.76 | 1.28 | 0.08 | - |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -4.98% | 31.46% |
| 6M | -3.73% | 12.77% |
| YTD | 1.28% | 16.76% |
| 1Y | -11.64% | 56.84% |
| 3Y (ann.) | -2.58% | 55.31% |
| 5Y (ann.) | -0.6% | 38.89% |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Max Drawdown | -23.39% | -67.18% |
| Longest DD Days | 1021.0 | 683.0 |
| Avg. Drawdown | -5.19% | -6.06% |
| Avg. Drawdown Days | 79.0 | 30.0 |
| Recovery Factor | -0.09 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2025-06-11 | -23.39 | 1021 |
| 2022-02-16 | 2022-03-16 | -15.46 | 28 |
| 2022-06-17 | 2022-06-19 | -11.62 | 2 |
| 2022-04-14 | 2022-05-14 | -5.94 | 30 |
| 2022-07-28 | 2022-08-11 | -5.44 | 13 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-08-24 | 2022-08-25 | -1.30 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| Metric | 11391386:btcusd:triple_med_gx:lsma50_105 | 11391386:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 9.73% | 43.77% |
| Worst Month | -10.19% | -37.12% |
| Best Year | 2.07% | 155.54% |
| Worst Year | -4.24% | -54.08% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 3.34% | 7.44% |
| Avg. Down Week | -2.82% | -4.55% |
| Avg. Up Month | 3.71% | 15.27% |
| Avg. Down Month | -2.46% | -10.91% |
| Win Days % | 44.15% | 51.27% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 43.43% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |