| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 0.75% | 128.44% |
| Max Drawdown | -31.31% | -67.18% |
| Sharpe | 0.06 | 0.38 |
| Sortino | 0.09 | 0.55 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.02 | 1.06 |
| Common Sense Ratio | 0.88 | 1.04 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 38.02 | 3.37 |
| Outlier Loss Ratio | 4.41 | 3.3 |
| Volatility (ann.) | 9.94% | 26.68% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.01 | 0.45 |
| Skew | 2.78 | 0.18 |
| Kurtosis | 60.85 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.2% |
| Expected Yearly % | 0.19% | 22.94% |
| Kelly Criterion | -3.18% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.27% |
| Expected Shortfall (cVaR) | -0.85% | -2.27% |
| Year | 11435903:BTCUSD | 11435903:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 17.46 | -0.31 | + |
| 2023 | 155.54 | 5.47 | 0.04 | - |
| 2024 | 121.00 | -2.92 | -0.02 | - |
| 2025 | -5.74 | -16.23 | 2.82 | - |
| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| MTD | -9.61% | 4.38% |
| 3M | -21.62% | -10.75% |
| 6M | -20.1% | 38.92% |
| YTD | -16.23% | -5.74% |
| 1Y | -27.55% | 25.9% |
| 3Y (ann.) | -3.69% | 25.65% |
| 5Y (ann.) | 0.24% | 30.04% |
| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Max Drawdown | -31.31% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.77% |
| Avg. Drawdown Days | 50.0 | 34.0 |
| Recovery Factor | 0.02 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -31.31 | 293 |
| 2022-06-21 | 2024-03-25 | -17.83 | 642 |
| 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 |
| 2024-03-26 | 2024-04-22 | -3.65 | 26 |
| 2022-04-20 | 2022-05-15 | -2.81 | 25 |
| 2022-03-15 | 2022-04-15 | -2.56 | 31 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| Metric | 11435903:btcusd:triple_med_gx:lsma55_130 | 11435903:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.73% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 11.73% | 43.77% |
| Worst Month | -9.61% | -37.12% |
| Best Year | 17.46% | 155.54% |
| Worst Year | -16.23% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 3.47% | 7.92% |
| Avg. Down Week | -2.44% | -3.74% |
| Avg. Up Month | 3.61% | 12.42% |
| Avg. Down Month | -4.52% | -9.56% |
| Win Days % | 43.97% | 51.15% |
| Win Month % | 51.35% | 60.53% |
| Win Week % | 44.32% | 49.4% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |