| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 10.27% | 184.67% |
| Max Drawdown | -32.85% | -67.18% |
| Sharpe | 0.12 | 0.42 |
| Sortino | 0.18 | 0.6 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 37.51 | 3.5 |
| Outlier Loss Ratio | 3.96 | 3.36 |
| Volatility (ann.) | 10.61% | 26.32% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.09 | 0.52 |
| Skew | 1.71 | 0.18 |
| Kurtosis | 56.42 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.46% |
| Expected Yearly % | 2.47% | 29.89% |
| Kelly Criterion | -3.46% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.24% |
| Expected Shortfall (cVaR) | -0.91% | -2.24% |
| Year | 11371026:BTCUSD | 11371026:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -9.95 | 0.16 | + |
| 2023 | 155.54 | 23.30 | 0.15 | - |
| 2024 | 121.00 | 8.76 | 0.07 | - |
| 2025 | 30.14 | -8.68 | -0.29 | - |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 11.95% | 45.08% |
| 6M | -8.68% | 28.47% |
| YTD | -8.68% | 30.14% |
| 1Y | -16.77% | 105.13% |
| 3Y (ann.) | -1.45% | 81.7% |
| 5Y (ann.) | 2.84% | 34.95% |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Max Drawdown | -32.85% | -67.18% |
| Longest DD Days | 724.0 | 683.0 |
| Avg. Drawdown | -4.85% | -7.55% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 0.31 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-14 | -32.85 | 234 |
| 2022-07-20 | 2024-07-14 | -32.73 | 724 |
| 2022-03-15 | 2022-07-16 | -11.17 | 122 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-10-07 | 2024-11-10 | -5.06 | 33 |
| 2024-07-14 | 2024-08-08 | -4.81 | 25 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-08-09 | 2024-08-23 | -2.92 | 14 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371026:btcusd:triple_med_gx:lsma55_15 | 11371026:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -6.94% | -29.64% |
| Best Month | 18.56% | 43.77% |
| Worst Month | -16.42% | -37.12% |
| Best Year | 23.3% | 155.54% |
| Worst Year | -9.95% | -61.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 3.23% | 8.43% |
| Avg. Down Week | -2.15% | -3.29% |
| Avg. Up Month | 6.04% | 17.59% |
| Avg. Down Month | -5.55% | -12.12% |
| Win Days % | 44.2% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 43.1% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |