| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 11.93% | 182.61% |
| Max Drawdown | -28.11% | -67.18% |
| Sharpe | 0.13 | 0.42 |
| Sortino | 0.19 | 0.61 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.67 | 3.44 |
| Outlier Loss Ratio | 4.44 | 3.41 |
| Volatility (ann.) | 10.12% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.12 | 0.53 |
| Skew | 0.31 | 0.18 |
| Kurtosis | 32.71 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.5% |
| Expected Yearly % | 2.86% | 29.66% |
| Kelly Criterion | -0.83% | 3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376107:BTCUSD | 11376107:btcusd:triple_med_gx:lsma155_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 2.21 | -0.04 | + |
| 2023 | 155.54 | -8.75 | -0.06 | - |
| 2024 | 121.00 | 34.34 | 0.28 | - |
| 2025 | 30.14 | -10.67 | -0.35 | - |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.15% | 45.08% |
| 6M | -7.4% | 28.47% |
| YTD | -10.67% | 30.14% |
| 1Y | -7.74% | 105.13% |
| 3Y (ann.) | 1.13% | 81.7% |
| 5Y (ann.) | 3.34% | 35.41% |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Max Drawdown | -28.11% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -4.55% | -7.16% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 0.42 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-07-20 | -28.11 | 775 |
| 2024-11-21 | 2025-07-14 | -24.38 | 234 |
| 2024-09-28 | 2024-11-21 | -8.85 | 54 |
| 2024-07-27 | 2024-09-19 | -6.32 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2022-04-05 | 2022-05-22 | -5.33 | 47 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-10 | 2022-02-15 | -4.15 | 4 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376107:btcusd:triple_med_gx:lsma155_45 | 11376107:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 34.34% | 155.54% |
| Worst Year | -10.67% | -61.55% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 3.04% | 5.53% |
| Avg. Down Week | -2.82% | -5.28% |
| Avg. Up Month | 4.61% | 15.25% |
| Avg. Down Month | -4.17% | -12.11% |
| Win Days % | 47.12% | 51.32% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 49.51% | 50.82% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |