| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 20.78% | 202.8% |
| Max Drawdown | -19.35% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 40.96 | 3.39 |
| Outlier Loss Ratio | 4.39 | 3.29 |
| Volatility (ann.) | 9.71% | 26.34% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.3 | 0.58 |
| Skew | 2.26 | 0.2 |
| Kurtosis | 69.04 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.67% |
| Expected Yearly % | 4.83% | 31.91% |
| Kelly Criterion | -1.18% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11391666:BTCUSD | 11391666:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.75 | -0.12 | + |
| 2023 | 155.54 | 12.82 | 0.08 | - |
| 2024 | 121.00 | -6.22 | -0.05 | - |
| 2025 | 16.76 | 6.94 | 0.41 | - |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -2.07% | 31.46% |
| 6M | 4.13% | 12.77% |
| YTD | 6.94% | 16.76% |
| 1Y | -10.08% | 56.84% |
| 3Y (ann.) | 0.86% | 55.31% |
| 5Y (ann.) | 5.76% | 38.89% |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Max Drawdown | -19.35% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -3.64% | -6.06% |
| Avg. Drawdown Days | 47.0 | 30.0 |
| Recovery Factor | 1.07 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -19.35 | 369 |
| 2022-05-05 | 2023-04-01 | -18.26 | 331 |
| 2023-04-28 | 2024-03-25 | -15.42 | 332 |
| 2024-04-08 | 2024-06-04 | -6.59 | 57 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.36 | 32 |
| 2024-03-26 | 2024-04-08 | -3.25 | 12 |
| 2022-03-13 | 2022-03-14 | -3.00 | 1 |
| 2023-04-02 | 2023-04-05 | -2.79 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| Metric | 11391666:btcusd:triple_med_gx:lsma55_105 | 11391666:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 11.18% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 12.82% | 155.54% |
| Worst Year | -6.22% | -54.08% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.74% | 6.82% |
| Avg. Down Week | -2.47% | -3.75% |
| Avg. Up Month | 3.79% | 12.66% |
| Avg. Down Month | -3.5% | -13.16% |
| Win Days % | 45.09% | 51.27% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 51.61% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |