| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -18.57% | 202.8% |
| Max Drawdown | -40.98% | -67.18% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.14 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.47 | 0.59 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 39.78 | 3.39 |
| Outlier Loss Ratio | 4.06 | 3.4 |
| Volatility (ann.) | 10.4% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.14 | 0.58 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 60.22 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.49% | 2.67% |
| Expected Yearly % | -5.01% | 31.91% |
| Kelly Criterion | -6.53% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11391553:BTCUSD | 11391553:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -1.89 | 0.04 | + |
| 2023 | 155.54 | -3.99 | -0.03 | - |
| 2024 | 121.00 | -3.95 | -0.03 | - |
| 2025 | 16.76 | -10.00 | -0.60 | - |
| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 3.0% | 31.46% |
| 6M | -16.54% | 12.77% |
| YTD | -10.0% | 16.76% |
| 1Y | -32.42% | 56.84% |
| 3Y (ann.) | -10.26% | 55.31% |
| 5Y (ann.) | -5.91% | 38.89% |
| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Max Drawdown | -40.98% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -7.97% | -6.06% |
| Avg. Drawdown Days | 93.0 | 30.0 |
| Recovery Factor | -0.45 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.98 | 370 |
| 2023-04-26 | 2024-03-25 | -24.75 | 333 |
| 2022-05-16 | 2023-04-26 | -18.67 | 345 |
| 2022-03-15 | 2022-05-15 | -6.90 | 61 |
| 2022-01-28 | 2022-02-28 | -5.06 | 31 |
| 2024-04-21 | 2024-06-05 | -2.65 | 44 |
| 2024-03-26 | 2024-04-20 | -1.28 | 25 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -7.05% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -9.37% | -37.12% |
| Best Year | -1.89% | 155.54% |
| Worst Year | -10.0% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.25% | 7.68% |
| Avg. Down Week | -2.6% | -4.12% |
| Avg. Up Month | 4.61% | 12.52% |
| Avg. Down Month | -4.36% | -11.46% |
| Win Days % | 43.93% | 51.27% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 44.66% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 75.0% |