| Metric | 11399543:btcusd:triple_med_gx:lsma55_130 | 11399543:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.59% | 182.99% |
| Max Drawdown | -24.57% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 36.51 | 3.4 |
| Outlier Loss Ratio | 4.21 | 3.29 |
| Volatility (ann.) | 10.4% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.15 | 0.54 |
| Skew | 2.87 | 0.2 |
| Kurtosis | 67.82 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.57% |
| Expected Yearly % | 3.01% | 29.7% |
| Kelly Criterion | -1.49% | 9.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.24% |
| Expected Shortfall (cVaR) | -0.89% | -2.24% |
| Year | 11399543:BTCUSD | 11399543:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 6.46 | -0.11 | + |
| 2023 | 155.54 | 3.81 | 0.02 | - |
| 2024 | 121.00 | 6.96 | 0.06 | - |
| 2025 | 16.76 | -4.76 | -0.28 | - |
| Metric | 11399543:btcusd:triple_med_gx:lsma55_130 | 11399543:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | 3.01% | 31.46% |
| 6M | -9.65% | 12.77% |
| YTD | -4.76% | 16.76% |
| 1Y | -11.41% | 56.84% |
| 3Y (ann.) | -1.06% | 55.31% |
| 5Y (ann.) | 3.6% | 36.34% |
| Metric | 11399543:btcusd:triple_med_gx:lsma55_130 | 11399543:BTCUSD |
|---|---|---|
| Max Drawdown | -24.57% | -67.18% |
| Longest DD Days | 1085.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.9% |
| Avg. Drawdown Days | 79.0 | 35.0 |
| Recovery Factor | 0.51 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2025-06-11 | -24.57 | 1085 |
| 2022-05-16 | 2022-06-19 | -6.80 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.40 | 48 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-04-20 | 2022-05-14 | -2.11 | 24 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2022-05-15 | 2022-05-15 | -0.98 | 0 |
| Metric | 11399543:btcusd:triple_med_gx:lsma55_130 | 11399543:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 12.15% | 35.75% |
| Worst Week | -6.16% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -7.86% | -37.12% |
| Best Year | 6.96% | 155.54% |
| Worst Year | -4.76% | -57.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.52% | 8.54% |
| Avg. Down Week | -2.46% | -3.31% |
| Avg. Up Month | 4.45% | 14.67% |
| Avg. Down Month | -3.63% | -7.82% |
| Win Days % | 44.99% | 51.31% |
| Win Month % | 45.0% | 60.98% |
| Win Week % | 41.76% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |