| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 24.39% | 190.14% |
| Max Drawdown | -35.33% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.31 | 0.61 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 39.19 | 3.44 |
| Outlier Loss Ratio | 4.03 | 3.33 |
| Volatility (ann.) | 10.25% | 26.33% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.18 | 0.53 |
| Skew | 2.03 | 0.18 |
| Kurtosis | 63.22 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.51% |
| Expected Yearly % | 5.61% | 30.51% |
| Kelly Criterion | -1.11% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11371034:BTCUSD | 11371034:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -13.29 | 0.22 | + |
| 2023 | 155.54 | 25.94 | 0.17 | - |
| 2024 | 121.00 | 12.52 | 0.10 | - |
| 2025 | 30.14 | 1.24 | 0.04 | - |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 9.57% | 45.08% |
| 6M | 1.24% | 28.47% |
| YTD | 1.24% | 30.14% |
| 1Y | -12.83% | 105.13% |
| 3Y (ann.) | 2.49% | 81.7% |
| 5Y (ann.) | 6.46% | 35.72% |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Max Drawdown | -35.33% | -67.18% |
| Longest DD Days | 685.0 | 683.0 |
| Avg. Drawdown | -4.17% | -7.32% |
| Avg. Drawdown Days | 43.0 | 35.0 |
| Recovery Factor | 0.69 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-06-04 | -35.33 | 685 |
| 2024-10-07 | 2025-07-14 | -26.75 | 279 |
| 2022-05-05 | 2022-07-16 | -12.31 | 72 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-08-09 | 2024-08-23 | -5.18 | 14 |
| 2024-06-20 | 2024-07-01 | -4.80 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-05-05 | -3.98 | 19 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| Metric | 11371034:btcusd:triple_med_gx:lsma55_15 | 11371034:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 19.03% | 43.77% |
| Worst Month | -13.78% | -37.12% |
| Best Year | 25.94% | 155.54% |
| Worst Year | -13.29% | -60.52% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 3.81% | 8.79% |
| Avg. Down Week | -2.12% | -3.4% |
| Avg. Up Month | 6.45% | 12.7% |
| Avg. Down Month | -5.66% | -11.64% |
| Win Days % | 44.78% | 51.27% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 40.57% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |