| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -2.4% | 202.8% |
| Max Drawdown | -22.75% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 37.53 | 3.52 |
| Outlier Loss Ratio | 3.99 | 3.39 |
| Volatility (ann.) | 11.07% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.03 | 0.58 |
| Skew | 2.32 | 0.2 |
| Kurtosis | 63.93 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.67% |
| Expected Yearly % | -0.61% | 31.91% |
| Kelly Criterion | -3.94% | 9.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.24% |
| Expected Shortfall (cVaR) | -0.95% | -2.24% |
| Year | 11391442:BTCUSD | 11391442:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -10.55 | 0.20 | + |
| 2023 | 155.54 | 4.04 | 0.03 | - |
| 2024 | 121.00 | 6.19 | 0.05 | - |
| 2025 | 16.76 | -1.24 | -0.07 | - |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | -3.01% | 31.46% |
| 6M | -6.49% | 12.77% |
| YTD | -1.24% | 16.76% |
| 1Y | -14.19% | 56.84% |
| 3Y (ann.) | 0.49% | 55.31% |
| 5Y (ann.) | -0.72% | 38.89% |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Max Drawdown | -22.75% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -9.84% | -6.06% |
| Avg. Drawdown Days | 171.0 | 30.0 |
| Recovery Factor | -0.11 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -22.75 | 370 |
| 2022-02-17 | 2023-04-25 | -20.60 | 432 |
| 2023-04-26 | 2024-03-24 | -17.21 | 333 |
| 2024-04-12 | 2024-06-05 | -6.32 | 54 |
| 2024-03-25 | 2024-04-06 | -1.00 | 11 |
| 2024-03-25 | 2024-03-25 | -0.81 | 0 |
| 2022-02-16 | 2022-02-16 | -0.18 | 0 |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.5% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -8.98% | -29.64% |
| Best Month | 11.34% | 43.77% |
| Worst Month | -9.71% | -37.12% |
| Best Year | 6.19% | 155.54% |
| Worst Year | -10.55% | -54.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 3.94% | 8.06% |
| Avg. Down Week | -2.53% | -3.55% |
| Avg. Up Month | 4.71% | 15.19% |
| Avg. Down Month | -3.94% | -13.61% |
| Win Days % | 43.56% | 51.27% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 39.18% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |