| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 19.93% | 189.3% |
| Max Drawdown | -25.86% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.28 | 0.63 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.04 | 0.99 |
| Outlier Win Ratio | 37.88 | 3.33 |
| Outlier Loss Ratio | 4.33 | 3.29 |
| Volatility (ann.) | 10.14% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.21 | 0.55 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 72.59 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.56% |
| Expected Yearly % | 4.65% | 30.42% |
| Kelly Criterion | -0.72% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11394863:BTCUSD | 11394863:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.89 | 0.18 | + |
| 2023 | 155.54 | 24.94 | 0.16 | - |
| 2024 | 121.00 | -3.98 | -0.03 | - |
| 2025 | 16.76 | 10.93 | 0.65 | - |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | 3.11% | 31.46% |
| 6M | 9.73% | 12.77% |
| YTD | 10.93% | 16.76% |
| 1Y | -5.77% | 56.84% |
| 3Y (ann.) | 1.48% | 55.31% |
| 5Y (ann.) | 5.55% | 37.09% |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Max Drawdown | -25.86% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -4.99% | -6.63% |
| Avg. Drawdown Days | 93.0 | 33.0 |
| Recovery Factor | 0.77 | 2.82 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-03-25 | -25.86 | 705 |
| 2024-06-07 | 2025-06-11 | -21.21 | 369 |
| 2022-03-15 | 2022-04-19 | -5.64 | 35 |
| 2022-01-30 | 2022-02-28 | -4.99 | 29 |
| 2024-03-26 | 2024-06-03 | -3.40 | 68 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| 2022-03-13 | 2022-03-14 | -0.18 | 0 |
| Metric | 11394863:btcusd:triple_med_gx:lsma55_115 | 11394863:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 13.45% | 43.77% |
| Worst Month | -13.69% | -37.12% |
| Best Year | 24.94% | 155.54% |
| Worst Year | -9.89% | -56.13% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.98% | 6.83% |
| Avg. Down Week | -2.41% | -3.62% |
| Avg. Up Month | 4.45% | 13.89% |
| Avg. Down Month | -4.27% | -13.29% |
| Win Days % | 45.0% | 51.25% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 47.25% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |