| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.49% | 220.31% |
| Max Drawdown | -16.82% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.15 | 0.66 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 64.85 | 3.22 |
| Outlier Loss Ratio | 3.7 | 3.02 |
| Volatility (ann.) | 7.34% | 26.14% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.11 | 0.6 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 77.17 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.74% |
| Expected Yearly % | 1.59% | 33.78% |
| Kelly Criterion | -2.75% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.22% |
| Expected Shortfall (cVaR) | -0.63% | -2.22% |
| Year | 11371967:BTCUSD | 11371967:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 8.19 | -0.15 | + |
| 2023 | 155.54 | 3.72 | 0.02 | - |
| 2024 | 121.00 | 5.43 | 0.04 | - |
| 2025 | 30.14 | -10.00 | -0.33 | - |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 2.68% | 45.08% |
| 6M | -10.77% | 28.47% |
| YTD | -10.0% | 30.14% |
| 1Y | -9.27% | 105.13% |
| 3Y (ann.) | -1.43% | 81.7% |
| 5Y (ann.) | 1.84% | 40.11% |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Max Drawdown | -16.82% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.34% |
| Avg. Drawdown Days | 70.0 | 32.0 |
| Recovery Factor | 0.39 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -16.82 | 257 |
| 2022-07-30 | 2024-02-28 | -12.54 | 577 |
| 2024-04-23 | 2024-10-29 | -9.70 | 189 |
| 2022-03-17 | 2022-06-23 | -8.60 | 98 |
| 2024-02-29 | 2024-04-08 | -5.03 | 38 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2024-04-08 | 2024-04-22 | -2.17 | 13 |
| 2022-03-02 | 2022-03-16 | -1.85 | 14 |
| 2022-06-25 | 2022-06-25 | -1.13 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| Metric | 11371967:btcusd:triple_med_gx:lsma55_20 | 11371967:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 7.45% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 7.16% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 8.19% | 155.54% |
| Worst Year | -10.0% | -56.42% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 2.08% | 7.97% |
| Avg. Down Week | -1.42% | -3.54% |
| Avg. Up Month | 2.56% | 15.32% |
| Avg. Down Month | -3.25% | -10.03% |
| Win Days % | 45.65% | 51.32% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 48.57% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |