| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 20.72% | 175.31% |
| Max Drawdown | -34.79% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.28 | 0.59 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.57 | 0.66 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 35.54 | 3.52 |
| Outlier Loss Ratio | 4.36 | 3.42 |
| Volatility (ann.) | 10.62% | 26.29% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.16 | 0.5 |
| Skew | 2.42 | 0.18 |
| Kurtosis | 53.6 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.38% |
| Expected Yearly % | 4.82% | 28.81% |
| Kelly Criterion | -2.81% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.23% |
| Expected Shortfall (cVaR) | -0.91% | -2.23% |
| Year | 11371796:BTCUSD | 11371796:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 15.18 | -0.25 | + |
| 2023 | 155.54 | 20.72 | 0.13 | - |
| 2024 | 121.00 | -4.80 | -0.04 | - |
| 2025 | 27.10 | -8.80 | -0.32 | - |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.46% | 41.88% |
| 6M | -8.16% | 22.91% |
| YTD | -8.8% | 27.1% |
| 1Y | -29.89% | 82.29% |
| 3Y (ann.) | -2.23% | 77.48% |
| 5Y (ann.) | 5.52% | 33.54% |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Max Drawdown | -34.79% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -4.08% | -7.58% |
| Avg. Drawdown Days | 40.0 | 37.0 |
| Recovery Factor | 0.6 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-17 | -34.79 | 367 |
| 2022-07-20 | 2024-02-28 | -20.93 | 588 |
| 2022-06-21 | 2022-07-07 | -7.51 | 16 |
| 2022-03-01 | 2022-05-15 | -6.20 | 75 |
| 2022-01-26 | 2022-02-06 | -5.71 | 11 |
| 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 |
| 2024-06-03 | 2024-06-30 | -3.58 | 27 |
| 2022-07-08 | 2022-07-18 | -3.41 | 9 |
| Metric | 11371796:btcusd:triple_med_gx:lsma55_20 | 11371796:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.06% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 18.87% | 43.77% |
| Worst Month | -14.0% | -37.12% |
| Best Year | 20.72% | 155.54% |
| Worst Year | -8.8% | -61.64% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.28% | 7.92% |
| Avg. Down Week | -2.51% | -3.79% |
| Avg. Up Month | 6.63% | 17.65% |
| Avg. Down Month | -4.83% | -9.16% |
| Win Days % | 43.68% | 51.23% |
| Win Month % | 47.62% | 60.47% |
| Win Week % | 45.9% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |