| Metric | 11394584:btcusd:triple_med_gx:lsma55_115 | 11394584:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 3.6% | 189.3% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.63 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 39.69 | 3.33 |
| Outlier Loss Ratio | 4.21 | 3.28 |
| Volatility (ann.) | 10.1% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.04 | 0.55 |
| Skew | 3.0 | 0.2 |
| Kurtosis | 75.27 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.56% |
| Expected Yearly % | 0.89% | 30.42% |
| Kelly Criterion | -2.76% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11394584:BTCUSD | 11394584:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 9.59 | -0.17 | + |
| 2023 | 155.54 | 5.32 | 0.03 | - |
| 2024 | 121.00 | -1.31 | -0.01 | - |
| 2025 | 16.76 | -9.04 | -0.54 | - |
| Metric | 11394584:btcusd:triple_med_gx:lsma55_115 | 11394584:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.16% |
| 3M | -0.66% | 31.46% |
| 6M | -13.97% | 12.77% |
| YTD | -9.04% | 16.76% |
| 1Y | -21.13% | 56.84% |
| 3Y (ann.) | -4.3% | 55.31% |
| 5Y (ann.) | 1.06% | 37.09% |
| Metric | 11394584:btcusd:triple_med_gx:lsma55_115 | 11394584:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.63% |
| Avg. Drawdown Days | 72.0 | 33.0 |
| Recovery Factor | 0.12 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -28.80 | 1085 |
| 2022-05-16 | 2022-06-19 | -7.93 | 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 | -3.93 | 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 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11394584:btcusd:triple_med_gx:lsma55_115 | 11394584:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 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 | -8.22% | -37.12% |
| Best Year | 9.59% | 155.54% |
| Worst Year | -9.04% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.84% | 8.55% |
| Avg. Down Week | -2.16% | -3.5% |
| Avg. Up Month | 4.65% | 15.15% |
| Avg. Down Month | -3.8% | -7.82% |
| Win Days % | 43.74% | 51.25% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 38.04% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |