| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 35.93% | 198.98% |
| Max Drawdown | -20.65% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.44 | 0.64 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.63 | 0.66 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 38.99 | 3.39 |
| Outlier Loss Ratio | 4.25 | 3.29 |
| Volatility (ann.) | 10.2% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.46 | 0.57 |
| Skew | 3.4 | 0.2 |
| Kurtosis | 72.3 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.64% |
| Expected Yearly % | 7.98% | 31.5% |
| Kelly Criterion | 0.94% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11392941:BTCUSD | 11392941:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 21.90 | -0.40 | + |
| 2023 | 155.54 | -0.24 | -0.00 | - |
| 2024 | 121.00 | 2.21 | 0.02 | - |
| 2025 | 16.76 | 9.36 | 0.56 | - |
| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| MTD | -1.17% | 4.16% |
| 3M | 1.11% | 31.46% |
| 6M | 2.12% | 12.77% |
| YTD | 9.36% | 16.76% |
| 1Y | -8.1% | 56.84% |
| 3Y (ann.) | 4.29% | 55.31% |
| 5Y (ann.) | 9.54% | 38.4% |
| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Max Drawdown | -20.65% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -4.88% | -6.29% |
| Avg. Drawdown Days | 50.0 | 31.0 |
| Recovery Factor | 1.74 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.65 | 368 |
| 2023-04-26 | 2024-03-24 | -19.37 | 333 |
| 2022-08-25 | 2023-02-15 | -11.71 | 174 |
| 2023-03-01 | 2023-04-26 | -11.63 | 56 |
| 2022-05-16 | 2022-06-19 | -9.24 | 34 |
| 2022-06-21 | 2022-08-24 | -7.30 | 63 |
| 2022-03-16 | 2022-04-19 | -5.53 | 34 |
| 2022-02-17 | 2022-02-28 | -4.82 | 11 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-13 | 2022-03-14 | -3.17 | 1 |
| Metric | 11392941:btcusd:triple_med_gx:lsma55_110 | 11392941:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -8.34% | -37.12% |
| Best Year | 21.9% | 155.54% |
| Worst Year | -0.24% | -54.66% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 4.03% | 6.81% |
| Avg. Down Week | -2.64% | -3.48% |
| Avg. Up Month | 5.17% | 12.09% |
| Avg. Down Month | -3.85% | -9.12% |
| Win Days % | 44.71% | 51.26% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 43.96% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |