| Metric | 11371835:btcusd:triple_med_gx:lsma55_20 | 11371835:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 20.96% | 198.43% |
| Max Drawdown | -23.83% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.31 | 0.62 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 44.56 | 3.31 |
| Outlier Loss Ratio | 4.0 | 3.24 |
| Volatility (ann.) | 9.37% | 26.29% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.24 | 0.55 |
| Skew | 3.0 | 0.19 |
| Kurtosis | 82.66 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.58% |
| Expected Yearly % | 4.87% | 31.43% |
| Kelly Criterion | -0.67% | 9.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11371835:BTCUSD | 11371835:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -3.60 | 0.06 | + |
| 2023 | 155.54 | 5.30 | 0.03 | - |
| 2024 | 121.00 | 12.60 | 0.10 | - |
| 2025 | 30.14 | 5.83 | 0.19 | - |
| Metric | 11371835:btcusd:triple_med_gx:lsma55_20 | 11371835:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | 6.06% | 45.08% |
| 6M | 5.83% | 28.47% |
| YTD | 5.83% | 30.14% |
| 1Y | -0.48% | 105.13% |
| 3Y (ann.) | 3.2% | 81.7% |
| 5Y (ann.) | 5.62% | 36.92% |
| Metric | 11371835:btcusd:triple_med_gx:lsma55_20 | 11371835:BTCUSD |
|---|---|---|
| Max Drawdown | -23.83% | -67.18% |
| Longest DD Days | 755.0 | 683.0 |
| Avg. Drawdown | -4.98% | -6.95% |
| Avg. Drawdown Days | 84.0 | 34.0 |
| Recovery Factor | 0.88 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-08-23 | -23.83 | 755 |
| 2024-08-25 | 2025-07-14 | -16.27 | 323 |
| 2022-03-17 | 2022-07-18 | -14.35 | 123 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-01-26 | 2022-01-27 | -2.45 | 1 |
| 2022-01-30 | 2022-02-27 | -2.09 | 28 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11371835:btcusd:triple_med_gx:lsma55_20 | 11371835:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 12.6% | 155.54% |
| Worst Year | -3.6% | -59.39% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.81% | 8.24% |
| Avg. Down Week | -2.02% | -3.66% |
| Avg. Up Month | 5.86% | 13.04% |
| Avg. Down Month | -4.66% | -9.48% |
| Win Days % | 45.16% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 46.81% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |