| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.47% | 182.99% |
| Max Drawdown | -35.26% | -67.18% |
| Sharpe | -0.01 | 0.43 |
| Sortino | -0.01 | 0.62 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.82 | 0.99 |
| Outlier Win Ratio | 38.51 | 3.36 |
| Outlier Loss Ratio | 4.31 | 3.3 |
| Volatility (ann.) | 9.99% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.06 | 0.54 |
| Skew | 2.39 | 0.2 |
| Kurtosis | 63.64 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.19% | 2.57% |
| Expected Yearly % | -1.92% | 29.7% |
| Kelly Criterion | -4.42% | 8.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11399594:BTCUSD | 11399594:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.81 | -0.01 | + |
| 2023 | 155.54 | 11.95 | 0.08 | - |
| 2024 | 121.00 | -6.59 | -0.05 | - |
| 2025 | 16.76 | -12.23 | -0.73 | - |
| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | -2.02% | 31.46% |
| 6M | -18.45% | 12.77% |
| YTD | -12.23% | 16.76% |
| 1Y | -29.01% | 56.84% |
| 3Y (ann.) | -6.92% | 55.31% |
| 5Y (ann.) | -2.29% | 36.34% |
| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Max Drawdown | -35.26% | -67.18% |
| Longest DD Days | 590.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.9% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | -0.21 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.26 | 370 |
| 2022-08-13 | 2024-03-25 | -22.60 | 590 |
| 2022-06-21 | 2022-08-11 | -6.40 | 50 |
| 2022-05-16 | 2022-06-19 | -5.45 | 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 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2024-03-26 | 2024-04-20 | -2.90 | 25 |
| 2022-04-20 | 2022-05-15 | -2.81 | 25 |
| Metric | 11399594:btcusd:triple_med_gx:lsma55_130 | 11399594:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -9.65% | -37.12% |
| Best Year | 11.95% | 155.54% |
| Worst Year | -12.23% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.92% | 7.64% |
| Avg. Down Week | -2.47% | -3.75% |
| Avg. Up Month | 3.84% | 12.79% |
| Avg. Down Month | -4.74% | -9.24% |
| Win Days % | 43.77% | 51.31% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 43.16% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |