| Metric | 11392998:btcusd:triple_med_gx:lsma55_110 | 11392998:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 7.36% | 198.98% |
| Max Drawdown | -28.08% | -67.18% |
| Sharpe | 0.1 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.04 | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 40.27 | 3.33 |
| Outlier Loss Ratio | 4.13 | 3.27 |
| Volatility (ann.) | 10.06% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.08 | 0.57 |
| Skew | 2.72 | 0.2 |
| Kurtosis | 74.55 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.64% |
| Expected Yearly % | 1.79% | 31.5% |
| Kelly Criterion | -2.09% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11392998:BTCUSD | 11392998:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 13.97 | -0.26 | + |
| 2023 | 155.54 | 6.33 | 0.04 | - |
| 2024 | 121.00 | 0.31 | 0.00 | - |
| 2025 | 16.76 | -11.69 | -0.70 | - |
| Metric | 11392998:btcusd:triple_med_gx:lsma55_110 | 11392998:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.16% |
| 3M | -4.59% | 31.46% |
| 6M | -15.89% | 12.77% |
| YTD | -11.69% | 16.76% |
| 1Y | -21.36% | 56.84% |
| 3Y (ann.) | -3.63% | 55.31% |
| 5Y (ann.) | 2.13% | 38.4% |
| Metric | 11392998:btcusd:triple_med_gx:lsma55_110 | 11392998:BTCUSD |
|---|---|---|
| Max Drawdown | -28.08% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.29% |
| Avg. Drawdown Days | 54.0 | 31.0 |
| Recovery Factor | 0.26 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -28.08 | 370 |
| 2022-06-21 | 2024-06-05 | -17.68 | 714 |
| 2022-05-16 | 2022-06-19 | -7.24 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-03-13 | 2022-03-16 | -3.75 | 3 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| Metric | 11392998:btcusd:triple_med_gx:lsma55_110 | 11392998:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 11.45% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 13.97% | 155.54% |
| Worst Year | -11.69% | -54.66% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.75% | -0.81% |
| Avg. Up Week | 3.92% | 8.6% |
| Avg. Down Week | -2.23% | -3.44% |
| Avg. Up Month | 4.53% | 15.15% |
| Avg. Down Month | -3.13% | -8.47% |
| Win Days % | 43.91% | 51.26% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 39.36% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |