| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.97% | 188.02% |
| Max Drawdown | -28.2% | -67.18% |
| Sharpe | 0.03 | 0.42 |
| Sortino | 0.04 | 0.61 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 48.61 | 3.26 |
| Outlier Loss Ratio | 4.07 | 3.23 |
| Volatility (ann.) | 8.79% | 26.33% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.02 | 0.53 |
| Skew | 2.45 | 0.18 |
| Kurtosis | 74.49 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.49% |
| Expected Yearly % | -0.5% | 30.27% |
| Kelly Criterion | -4.91% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11372652:BTCUSD | 11372652:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -11.65 | 0.19 | + |
| 2023 | 155.54 | 16.17 | 0.10 | - |
| 2024 | 121.00 | 7.27 | 0.06 | - |
| 2025 | 30.14 | -10.96 | -0.36 | - |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| MTD | 1.06% | 13.36% |
| 3M | -1.51% | 45.08% |
| 6M | -10.96% | 28.47% |
| YTD | -10.96% | 30.14% |
| 1Y | -23.28% | 105.13% |
| 3Y (ann.) | -3.79% | 81.7% |
| 5Y (ann.) | -0.57% | 35.5% |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Max Drawdown | -28.2% | -67.18% |
| Longest DD Days | 627.0 | 683.0 |
| Avg. Drawdown | -5.09% | -7.5% |
| Avg. Drawdown Days | 65.0 | 36.0 |
| Recovery Factor | -0.07 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-04-08 | -28.20 | 627 |
| 2024-07-14 | 2025-07-14 | -26.66 | 365 |
| 2022-05-05 | 2022-07-19 | -12.49 | 75 |
| 2024-04-08 | 2024-05-18 | -4.94 | 39 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.24 | 32 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2024-06-05 | 2024-06-30 | -1.84 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11372652:btcusd:triple_med_gx:lsma55_25 | 11372652:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -7.92% | -29.64% |
| Best Month | 14.43% | 43.77% |
| Worst Month | -12.26% | -37.12% |
| Best Year | 16.17% | 155.54% |
| Worst Year | -11.65% | -60.81% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 2.68% | 8.65% |
| Avg. Down Week | -2.34% | -2.75% |
| Avg. Up Month | 4.12% | 14.53% |
| Avg. Down Month | -4.49% | -11.06% |
| Win Days % | 43.47% | 51.26% |
| Win Month % | 52.38% | 60.47% |
| Win Week % | 44.83% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |