| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -6.95% | 175.31% |
| Max Drawdown | -34.39% | -67.18% |
| Sharpe | -0.01 | 0.41 |
| Sortino | -0.01 | 0.59 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.49 | 0.61 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 43.25 | 3.36 |
| Outlier Loss Ratio | 4.2 | 3.38 |
| Volatility (ann.) | 9.54% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.06 | 0.5 |
| Skew | 1.8 | 0.18 |
| Kurtosis | 54.94 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.38% |
| Expected Yearly % | -1.79% | 28.81% |
| Kelly Criterion | -6.59% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11373500:BTCUSD | 11373500:btcusd:triple_med_gx:lsma55_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 13.80 | -0.22 | + |
| 2023 | 155.54 | 4.97 | 0.03 | - |
| 2024 | 121.00 | -4.97 | -0.04 | - |
| 2025 | 27.10 | -18.04 | -0.67 | - |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -3.41% | 41.88% |
| 6M | -17.46% | 22.91% |
| YTD | -18.04% | 27.1% |
| 1Y | -30.7% | 82.29% |
| 3Y (ann.) | -10.3% | 77.48% |
| 5Y (ann.) | -2.04% | 33.54% |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Max Drawdown | -34.39% | -67.18% |
| Longest DD Days | 1092.0 | 683.0 |
| Avg. Drawdown | -4.15% | -7.58% |
| Avg. Drawdown Days | 77.0 | 37.0 |
| Recovery Factor | -0.2 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-17 | -34.39 | 1092 |
| 2022-05-16 | 2022-07-07 | -7.41 | 52 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-03-14 | -3.81 | 13 |
| 2022-03-15 | 2022-03-22 | -2.91 | 7 |
| 2022-03-22 | 2022-05-15 | -2.53 | 54 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-07-08 | 2022-07-18 | -1.56 | 10 |
| Metric | 11373500:btcusd:triple_med_gx:lsma55_30 | 11373500:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.11% | 35.75% |
| Worst Week | -7.08% | -29.64% |
| Best Month | 17.42% | 43.77% |
| Worst Month | -10.71% | -37.12% |
| Best Year | 13.8% | 155.54% |
| Worst Year | -18.04% | -61.64% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.93% | 8.15% |
| Avg. Down Week | -2.48% | -3.52% |
| Avg. Up Month | 5.52% | 15.47% |
| Avg. Down Month | -4.24% | -10.07% |
| Win Days % | 43.94% | 51.23% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 43.1% | 51.61% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |