| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 7.84% | 183.29% |
| Max Drawdown | -27.78% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.16 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 38.11 | 3.37 |
| Outlier Loss Ratio | 4.03 | 3.3 |
| Volatility (ann.) | 10.16% | 26.34% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.08 | 0.54 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 61.8 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.57% |
| Expected Yearly % | 1.91% | 29.73% |
| Kelly Criterion | -1.44% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11398019:BTCUSD | 11398019:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -4.72 | 0.08 | + |
| 2023 | 155.54 | -1.02 | -0.01 | - |
| 2024 | 121.00 | 12.07 | 0.10 | - |
| 2025 | 16.76 | 2.04 | 0.12 | - |
| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| MTD | 4.27% | 4.16% |
| 3M | 0.3% | 31.46% |
| 6M | -0.61% | 12.77% |
| YTD | 2.04% | 16.76% |
| 1Y | -4.37% | 56.84% |
| 3Y (ann.) | -1.75% | 55.31% |
| 5Y (ann.) | 2.27% | 36.34% |
| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Max Drawdown | -27.78% | -67.18% |
| Longest DD Days | 1122.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.73% |
| Avg. Drawdown Days | 128.0 | 34.0 |
| Recovery Factor | 0.28 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2025-06-11 | -27.78 | 1122 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -1.84 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11398019:btcusd:triple_med_gx:lsma55_125 | 11398019:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -7.95% | -29.64% |
| Best Month | 10.52% | 43.77% |
| Worst Month | -11.19% | -37.12% |
| Best Year | 12.07% | 155.54% |
| Worst Year | -4.72% | -57.04% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.7% | 7.02% |
| Avg. Down Week | -2.77% | -3.21% |
| Avg. Up Month | 3.83% | 16.07% |
| Avg. Down Month | -3.31% | -8.41% |
| Win Days % | 47.53% | 51.3% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 52.22% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |