| Metric | 11391554:btcusd:triple_med_gx:lsma40_105 | 11391554:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -7.85% | 202.8% |
| Max Drawdown | -38.97% | -67.18% |
| Sharpe | 0.0 | 0.44 |
| Sortino | 0.0 | 0.64 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 34.25 | 3.54 |
| Outlier Loss Ratio | 4.14 | 3.45 |
| Volatility (ann.) | 11.16% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.06 | 0.58 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 50.56 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.67% |
| Expected Yearly % | -2.02% | 31.91% |
| Kelly Criterion | -4.43% | 4.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11391554:BTCUSD | 11391554:btcusd:triple_med_gx:lsma40_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 12.17 | -0.23 | + |
| 2023 | 155.54 | -3.22 | -0.02 | - |
| 2024 | 121.00 | -4.94 | -0.04 | - |
| 2025 | 16.76 | -10.70 | -0.64 | - |
| Metric | 11391554:btcusd:triple_med_gx:lsma40_105 | 11391554:BTCUSD |
|---|---|---|
| MTD | 1.36% | 4.16% |
| 3M | 1.56% | 31.46% |
| 6M | -15.65% | 12.77% |
| YTD | -10.7% | 16.76% |
| 1Y | -31.49% | 56.84% |
| 3Y (ann.) | -7.51% | 55.31% |
| 5Y (ann.) | -2.4% | 38.89% |
| Metric | 11391554:btcusd:triple_med_gx:lsma40_105 | 11391554:BTCUSD |
|---|---|---|
| Max Drawdown | -38.97% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.06% |
| Avg. Drawdown Days | 48.0 | 30.0 |
| Recovery Factor | -0.2 | 3.02 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-21 | 2025-06-11 | -38.97 | 416 |
| 2022-08-25 | 2024-02-28 | -24.03 | 552 |
| 2022-01-28 | 2022-02-28 | -10.89 | 31 |
| 2024-03-15 | 2024-03-25 | -8.54 | 10 |
| 2022-05-16 | 2022-06-19 | -7.66 | 34 |
| 2022-06-21 | 2022-08-11 | -6.67 | 50 |
| 2022-04-14 | 2022-05-14 | -5.77 | 30 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-07 | 2022-04-13 | -2.54 | 6 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11391554:btcusd:triple_med_gx:lsma40_105 | 11391554:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -8.55% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -10.75% | -37.12% |
| Best Year | 12.17% | 155.54% |
| Worst Year | -10.7% | -54.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.58% | 6.33% |
| Avg. Down Week | -2.35% | -4.86% |
| Avg. Up Month | 3.98% | 11.4% |
| Avg. Down Month | -3.25% | -8.58% |
| Win Days % | 45.04% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 37.93% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |