| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -11.15% | 187.39% |
| Max Drawdown | -39.67% | -67.18% |
| Sharpe | -0.04 | 0.43 |
| Sortino | -0.06 | 0.62 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.5 | 0.63 |
| Tail Ratio | 0.83 | 0.99 |
| Outlier Win Ratio | 39.66 | 3.36 |
| Outlier Loss Ratio | 4.26 | 3.3 |
| Volatility (ann.) | 9.99% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.09 | 0.55 |
| Skew | 2.18 | 0.2 |
| Kurtosis | 64.48 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.28% | 2.55% |
| Expected Yearly % | -2.91% | 30.2% |
| Kelly Criterion | -4.9% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11396257:BTCUSD | 11396257:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 3.61 | -0.06 | + |
| 2023 | 155.54 | 11.53 | 0.07 | - |
| 2024 | 121.00 | -5.97 | -0.05 | - |
| 2025 | 16.76 | -18.23 | -1.09 | - |
| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | -2.61% | 31.46% |
| 6M | -23.89% | 12.77% |
| YTD | -18.23% | 16.76% |
| 1Y | -34.43% | 56.84% |
| 3Y (ann.) | -10.66% | 55.31% |
| 5Y (ann.) | -3.46% | 36.89% |
| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Max Drawdown | -39.67% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.61% |
| Avg. Drawdown Days | 57.0 | 33.0 |
| Recovery Factor | -0.28 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -39.67 | 370 |
| 2022-06-21 | 2024-06-04 | -26.25 | 713 |
| 2022-05-16 | 2022-06-19 | -5.10 | 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 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-14 | 2022-05-15 | -1.16 | 0 |
| Metric | 11396257:btcusd:triple_med_gx:lsma55_120 | 11396257:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -9.5% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -11.21% | -37.12% |
| Best Year | 11.53% | 155.54% |
| Worst Year | -18.23% | -56.42% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.2% | 7.65% |
| Avg. Down Week | -2.62% | -3.42% |
| Avg. Up Month | 4.46% | 13.21% |
| Avg. Down Month | -5.74% | -8.38% |
| Win Days % | 43.42% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 42.55% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |