| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 16.93% | 183.29% |
| Max Drawdown | -28.74% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.1 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 36.01 | 3.4 |
| Outlier Loss Ratio | 4.2 | 3.31 |
| Volatility (ann.) | 10.49% | 26.34% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.17 | 0.54 |
| Skew | 2.01 | 0.2 |
| Kurtosis | 64.74 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.57% |
| Expected Yearly % | 3.99% | 29.73% |
| Kelly Criterion | -1.11% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11398130:BTCUSD | 11398130:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -14.34 | 0.25 | + |
| 2023 | 155.54 | 24.22 | 0.16 | - |
| 2024 | 121.00 | 1.03 | 0.01 | - |
| 2025 | 16.76 | 8.76 | 0.52 | - |
| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | 4.09% | 31.46% |
| 6M | 7.59% | 12.77% |
| YTD | 8.76% | 16.76% |
| 1Y | 0.45% | 56.84% |
| 3Y (ann.) | -0.05% | 55.31% |
| 5Y (ann.) | 4.77% | 36.34% |
| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Max Drawdown | -28.74% | -67.18% |
| Longest DD Days | 723.0 | 683.0 |
| Avg. Drawdown | -7.79% | -6.73% |
| Avg. Drawdown Days | 133.0 | 34.0 |
| Recovery Factor | 0.59 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-12 | 2024-06-05 | -28.74 | 723 |
| 2024-06-07 | 2025-06-11 | -19.42 | 369 |
| 2022-03-15 | 2022-04-20 | -6.59 | 36 |
| 2022-04-21 | 2022-06-12 | -6.56 | 52 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-03-02 | 2022-03-14 | -0.68 | 12 |
| 2022-03-14 | 2022-03-14 | -0.43 | 0 |
| Metric | 11398130:btcusd:triple_med_gx:lsma55_125 | 11398130:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.72% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -13.41% | -37.12% |
| Best Year | 24.22% | 155.54% |
| Worst Year | -14.34% | -57.04% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.02% | 6.86% |
| Avg. Down Week | -2.28% | -3.89% |
| Avg. Up Month | 4.79% | 15.31% |
| Avg. Down Month | -4.13% | -12.9% |
| Win Days % | 45.27% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 45.65% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |