| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.17% | 202.8% |
| Max Drawdown | -24.59% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.31 | 0.64 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 40.2 | 3.38 |
| Outlier Loss Ratio | 4.19 | 3.29 |
| Volatility (ann.) | 10.26% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.25 | 0.58 |
| Skew | 3.06 | 0.2 |
| Kurtosis | 72.26 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.67% |
| Expected Yearly % | 5.13% | 31.91% |
| Kelly Criterion | -0.92% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11391389:BTCUSD | 11391389:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 28.20 | -0.52 | + |
| 2023 | 155.54 | -1.99 | -0.01 | - |
| 2024 | 121.00 | -3.95 | -0.03 | - |
| 2025 | 16.76 | 1.23 | 0.07 | - |
| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| MTD | -0.84% | 4.16% |
| 3M | -5.15% | 31.46% |
| 6M | -3.59% | 12.77% |
| YTD | 1.23% | 16.76% |
| 1Y | -14.6% | 56.84% |
| 3Y (ann.) | 0.11% | 55.31% |
| 5Y (ann.) | 6.12% | 38.89% |
| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Max Drawdown | -24.59% | -67.18% |
| Longest DD Days | 442.0 | 683.0 |
| Avg. Drawdown | -5.15% | -6.06% |
| Avg. Drawdown Days | 51.0 | 30.0 |
| Recovery Factor | 0.9 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-25 | 2025-06-11 | -24.59 | 442 |
| 2023-04-26 | 2024-03-25 | -20.07 | 333 |
| 2022-08-25 | 2023-02-15 | -11.96 | 174 |
| 2023-03-01 | 2023-04-26 | -10.32 | 56 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-08-02 | 2022-08-11 | -5.86 | 9 |
| 2022-04-14 | 2022-05-14 | -5.02 | 30 |
| 2022-02-17 | 2022-02-28 | -4.82 | 11 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| Metric | 11391389:btcusd:triple_med_gx:lsma55_105 | 11391389:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -10.54% | -37.12% |
| Best Year | 28.2% | 155.54% |
| Worst Year | -3.95% | -54.08% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.76% | -0.82% |
| Avg. Up Week | 3.56% | 7.57% |
| Avg. Down Week | -2.54% | -3.35% |
| Avg. Up Month | 5.42% | 12.46% |
| Avg. Down Month | -3.71% | -9.9% |
| Win Days % | 43.89% | 51.27% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 43.01% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |