| Metric | 11391443:btcusd:triple_med_gx:lsma55_105 | 11391443:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -8.9% | 202.8% |
| Max Drawdown | -31.36% | -67.18% |
| Sharpe | -0.02 | 0.44 |
| Sortino | -0.03 | 0.64 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 0.99 | 1.08 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.51 | 0.64 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 41.88 | 3.35 |
| Outlier Loss Ratio | 4.1 | 3.28 |
| Volatility (ann.) | 9.84% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.09 | 0.58 |
| Skew | 2.39 | 0.2 |
| Kurtosis | 66.55 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.67% |
| Expected Yearly % | -2.3% | 31.91% |
| Kelly Criterion | -4.82% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11391443:BTCUSD | 11391443:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 5.02 | -0.09 | + |
| 2023 | 155.54 | 3.68 | 0.02 | - |
| 2024 | 121.00 | -3.79 | -0.03 | - |
| 2025 | 16.76 | -13.03 | -0.78 | - |
| Metric | 11391443:btcusd:triple_med_gx:lsma55_105 | 11391443:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.16% |
| 3M | -4.53% | 31.46% |
| 6M | -17.17% | 12.77% |
| YTD | -13.03% | 16.76% |
| 1Y | -22.16% | 56.84% |
| 3Y (ann.) | -4.2% | 55.31% |
| 5Y (ann.) | -2.72% | 38.89% |
| Metric | 11391443:btcusd:triple_med_gx:lsma55_105 | 11391443:BTCUSD |
|---|---|---|
| Max Drawdown | -31.36% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -5.5% | -6.06% |
| Avg. Drawdown Days | 85.0 | 30.0 |
| Recovery Factor | -0.28 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-06-11 | -31.36 | 776 |
| 2022-06-21 | 2023-04-26 | -14.29 | 308 |
| 2022-02-27 | 2022-04-18 | -7.72 | 50 |
| 2022-05-16 | 2022-06-19 | -6.18 | 34 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-19 | 2022-05-04 | -2.84 | 15 |
| 2022-05-04 | 2022-05-14 | -2.71 | 10 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11391443:btcusd:triple_med_gx:lsma55_105 | 11391443:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 9.84% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 5.02% | 155.54% |
| Worst Year | -13.03% | -54.08% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.49% | 7.73% |
| Avg. Down Week | -2.43% | -3.47% |
| Avg. Up Month | 4.5% | 14.97% |
| Avg. Down Month | -4.07% | -9.01% |
| Win Days % | 42.71% | 51.27% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 41.05% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |