| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 13.54% | 175.48% |
| Max Drawdown | -33.16% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.2 | 0.6 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 31.51 | 3.44 |
| Outlier Loss Ratio | 4.52 | 3.41 |
| Volatility (ann.) | 10.26% | 26.05% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.11 | 0.52 |
| Skew | -0.17 | 0.18 |
| Kurtosis | 35.29 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.44% |
| Expected Yearly % | 3.23% | 28.83% |
| Kelly Criterion | -0.59% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11376113:BTCUSD | 11376113:btcusd:triple_med_gx:lsma185_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | -9.34 | 0.15 | + |
| 2023 | 155.54 | -6.66 | -0.04 | - |
| 2024 | 121.00 | 29.44 | 0.24 | - |
| 2025 | 30.14 | 3.65 | 0.12 | - |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 10.24% | 45.08% |
| 6M | 5.6% | 28.47% |
| YTD | 3.65% | 30.14% |
| 1Y | 4.42% | 105.13% |
| 3Y (ann.) | 7.72% | 81.7% |
| 5Y (ann.) | 3.8% | 34.63% |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Max Drawdown | -33.16% | -67.18% |
| Longest DD Days | 898.0 | 683.0 |
| Avg. Drawdown | -4.81% | -7.29% |
| Avg. Drawdown Days | 88.0 | 37.0 |
| Recovery Factor | 0.41 | 2.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-11-21 | -33.16 | 898 |
| 2024-11-21 | 2025-07-14 | -12.80 | 234 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-04-05 | 2022-05-24 | -4.36 | 49 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| 2022-02-19 | 2022-03-22 | -2.35 | 30 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-06-03 | 2022-06-04 | -1.03 | 1 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| Metric | 11376113:btcusd:triple_med_gx:lsma185_45 | 11376113:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.22% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -18.68% | -29.64% |
| Best Month | 17.84% | 43.77% |
| Worst Month | -19.85% | -37.12% |
| Best Year | 29.44% | 155.54% |
| Worst Year | -9.34% | -62.52% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 3.06% | 6.01% |
| Avg. Down Week | -2.48% | -5.27% |
| Avg. Up Month | 4.55% | 14.96% |
| Avg. Down Month | -3.96% | -9.8% |
| Win Days % | 46.87% | 51.29% |
| Win Month % | 47.5% | 59.52% |
| Win Week % | 48.04% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |