| Metric | 11394810:btcusd:triple_med_gx:lsma55_115 | 11394810:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 6.8% | 189.3% |
| Max Drawdown | -24.4% | -67.18% |
| Sharpe | 0.1 | 0.43 |
| Sortino | 0.15 | 0.63 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 39.67 | 3.36 |
| Outlier Loss Ratio | 4.28 | 3.3 |
| Volatility (ann.) | 9.84% | 26.34% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.08 | 0.55 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 67.62 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.56% |
| Expected Yearly % | 1.66% | 30.42% |
| Kelly Criterion | -2.4% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.24% |
| Expected Shortfall (cVaR) | -0.84% | -2.24% |
| Year | 11394810:BTCUSD | 11394810:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -12.35 | 0.22 | + |
| 2023 | 155.54 | 10.06 | 0.06 | - |
| 2024 | 121.00 | 3.36 | 0.03 | - |
| 2025 | 16.76 | 7.11 | 0.42 | - |
| Metric | 11394810:btcusd:triple_med_gx:lsma55_115 | 11394810:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | -1.12% | 31.46% |
| 6M | 4.3% | 12.77% |
| YTD | 7.11% | 16.76% |
| 1Y | -7.68% | 56.84% |
| 3Y (ann.) | 1.05% | 55.31% |
| 5Y (ann.) | 1.97% | 37.09% |
| Metric | 11394810:btcusd:triple_med_gx:lsma55_115 | 11394810:BTCUSD |
|---|---|---|
| Max Drawdown | -24.4% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -5.42% | -6.63% |
| Avg. Drawdown Days | 107.0 | 33.0 |
| Recovery Factor | 0.28 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-06-03 | -24.40 | 774 |
| 2024-06-07 | 2025-06-11 | -20.70 | 369 |
| 2022-03-13 | 2022-04-19 | -5.81 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2022-03-13 | 2022-03-13 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394810:btcusd:triple_med_gx:lsma55_115 | 11394810:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.7% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 10.06% | 155.54% |
| Worst Year | -12.35% | -56.13% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 2.79% | 7.3% |
| Avg. Down Week | -2.53% | -3.71% |
| Avg. Up Month | 4.4% | 13.14% |
| Avg. Down Month | -3.9% | -12.21% |
| Win Days % | 45.93% | 51.25% |
| Win Month % | 47.62% | 61.9% |
| Win Week % | 48.89% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |