| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 15.17% | 202.8% |
| Max Drawdown | -32.47% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.22 | 0.64 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 34.5 | 3.58 |
| Outlier Loss Ratio | 4.19 | 3.49 |
| Volatility (ann.) | 11.2% | 26.34% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 0.58 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 53.67 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.67% |
| Expected Yearly % | 3.59% | 31.91% |
| Kelly Criterion | -1.01% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.24% |
| Expected Shortfall (cVaR) | -0.96% | -2.24% |
| Year | 11391720:BTCUSD | 11391720:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -12.39 | 0.23 | + |
| 2023 | 155.54 | 5.83 | 0.04 | - |
| 2024 | 121.00 | 5.18 | 0.04 | - |
| 2025 | 16.76 | 18.10 | 1.08 | + |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| MTD | 3.8% | 4.16% |
| 3M | 10.06% | 31.46% |
| 6M | 19.84% | 12.77% |
| YTD | 18.1% | 16.76% |
| 1Y | 2.83% | 56.84% |
| 3Y (ann.) | 0.78% | 55.31% |
| 5Y (ann.) | 4.28% | 38.89% |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Max Drawdown | -32.47% | -67.18% |
| Longest DD Days | 1134.0 | 683.0 |
| Avg. Drawdown | -5.14% | -6.06% |
| Avg. Drawdown Days | 110.0 | 30.0 |
| Recovery Factor | 0.47 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-04 | 2025-06-11 | -32.47 | 1134 |
| 2022-03-17 | 2022-04-19 | -5.73 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-13 | 2022-03-14 | -3.58 | 1 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-04-20 | 2022-05-04 | -2.54 | 14 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-01-30 | 2022-02-27 | -2.10 | 28 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| Metric | 11391720:btcusd:triple_med_gx:lsma50_105 | 11391720:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.01% | 35.75% |
| Worst Week | -17.14% | -29.64% |
| Best Month | 15.01% | 43.77% |
| Worst Month | -15.17% | -37.12% |
| Best Year | 18.1% | 155.54% |
| Worst Year | -12.39% | -54.08% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.79% | -0.85% |
| Avg. Up Week | 3.38% | 6.54% |
| Avg. Down Week | -2.72% | -4.17% |
| Avg. Up Month | 4.96% | 14.79% |
| Avg. Down Month | -5.57% | -14.25% |
| Win Days % | 46.34% | 51.27% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 48.08% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |