| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 6.77% | 222.44% |
| Max Drawdown | -31.35% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.14 | 0.66 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 37.79 | 3.29 |
| Outlier Loss Ratio | 4.3 | 3.34 |
| Volatility (ann.) | 9.57% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.06 | 0.6 |
| Skew | 0.37 | 0.2 |
| Kurtosis | 49.87 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.76% |
| Expected Yearly % | 1.65% | 34.0% |
| Kelly Criterion | -1.96% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11377240:BTCUSD | 11377240:btcusd:triple_med_gx:lsma115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 23.18 | -0.41 | + |
| 2023 | 155.54 | -6.65 | -0.04 | - |
| 2024 | 121.00 | 0.81 | 0.01 | - |
| 2025 | 30.14 | -7.89 | -0.26 | - |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| MTD | 6.06% | 13.36% |
| 3M | 11.91% | 45.08% |
| 6M | -6.88% | 28.47% |
| YTD | -7.89% | 30.14% |
| 1Y | -0.73% | 105.13% |
| 3Y (ann.) | -0.85% | 81.7% |
| 5Y (ann.) | 1.91% | 40.34% |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Max Drawdown | -31.35% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.93% | -6.36% |
| Avg. Drawdown Days | 95.0 | 32.0 |
| Recovery Factor | 0.22 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -31.35 | 904 |
| 2022-06-06 | 2022-10-25 | -14.77 | 141 |
| 2022-04-26 | 2022-06-06 | -9.45 | 40 |
| 2022-02-05 | 2022-03-24 | -5.56 | 47 |
| 2022-10-31 | 2022-11-23 | -4.06 | 22 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2022-11-24 | 2023-01-20 | -2.94 | 57 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11377240:btcusd:triple_med_gx:lsma115_50 | 11377240:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 10.06% | 43.77% |
| Worst Month | -9.3% | -37.12% |
| Best Year | 23.18% | 155.54% |
| Worst Year | -7.89% | -56.13% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.36% | 5.12% |
| Avg. Down Week | -2.32% | -4.78% |
| Avg. Up Month | 4.56% | 18.5% |
| Avg. Down Month | -3.96% | -12.55% |
| Win Days % | 47.48% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.21% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |