| Metric | 11393053:btcusd:triple_med_gx:lsma55_110 | 11393053:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -15.01% | 198.98% |
| Max Drawdown | -40.82% | -67.18% |
| Sharpe | -0.07 | 0.44 |
| Sortino | -0.11 | 0.64 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.49 | 0.64 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 42.04 | 3.32 |
| Outlier Loss Ratio | 4.23 | 3.3 |
| Volatility (ann.) | 9.8% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.12 | 0.57 |
| Skew | 2.33 | 0.2 |
| Kurtosis | 68.89 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.64% |
| Expected Yearly % | -3.99% | 31.5% |
| Kelly Criterion | -5.77% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11393053:BTCUSD | 11393053:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 0.60 | -0.01 | + |
| 2023 | 155.54 | 8.78 | 0.06 | - |
| 2024 | 121.00 | -11.89 | -0.10 | - |
| 2025 | 16.76 | -11.86 | -0.71 | - |
| Metric | 11393053:btcusd:triple_med_gx:lsma55_110 | 11393053:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | -1.13% | 31.46% |
| 6M | -17.53% | 12.77% |
| YTD | -11.86% | 16.76% |
| 1Y | -30.74% | 56.84% |
| 3Y (ann.) | -11.44% | 55.31% |
| 5Y (ann.) | -4.71% | 38.4% |
| Metric | 11393053:btcusd:triple_med_gx:lsma55_110 | 11393053:BTCUSD |
|---|---|---|
| Max Drawdown | -40.82% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.29% |
| Avg. Drawdown Days | 73.0 | 31.0 |
| Recovery Factor | -0.37 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -40.82 | 1085 |
| 2022-05-16 | 2022-06-20 | -6.14 | 35 |
| 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 |
| 2022-05-04 | 2022-05-15 | -3.37 | 11 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-17 | 2022-04-15 | -0.47 | 29 |
| Metric | 11393053:btcusd:triple_med_gx:lsma55_110 | 11393053:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 10.37% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 8.78% | 155.54% |
| Worst Year | -11.89% | -54.66% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.17% | 8.24% |
| Avg. Down Week | -2.47% | -3.55% |
| Avg. Up Month | 4.81% | 13.99% |
| Avg. Down Month | -4.16% | -8.54% |
| Win Days % | 42.68% | 51.26% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 41.05% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |