| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.23% | 190.14% |
| Max Drawdown | -15.3% | -67.18% |
| Sharpe | 0.16 | 0.42 |
| Sortino | 0.23 | 0.61 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.94 | 3.1 |
| Outlier Loss Ratio | 4.0 | 3.02 |
| Volatility (ann.) | 7.49% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 0.53 |
| Skew | 0.93 | 0.18 |
| Kurtosis | 106.27 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.51% |
| Expected Yearly % | 3.15% | 30.51% |
| Kelly Criterion | -3.99% | 5.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11378366:BTCUSD | 11378366:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 11.67 | -0.19 | + |
| 2023 | 155.54 | 2.46 | 0.02 | - |
| 2024 | 121.00 | -2.19 | -0.02 | - |
| 2025 | 30.14 | 1.18 | 0.04 | - |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| MTD | 1.87% | 13.36% |
| 3M | -2.02% | 45.08% |
| 6M | -3.03% | 28.47% |
| YTD | 1.18% | 30.14% |
| 1Y | 4.76% | 105.13% |
| 3Y (ann.) | 3.64% | 81.7% |
| 5Y (ann.) | 3.63% | 35.72% |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Max Drawdown | -15.3% | -67.18% |
| Longest DD Days | 324.0 | 683.0 |
| Avg. Drawdown | -4.22% | -7.32% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | 0.86 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-02-20 | -15.30 | 324 |
| 2022-04-26 | 2022-10-25 | -15.12 | 182 |
| 2025-02-21 | 2025-07-14 | -10.70 | 142 |
| 2022-01-20 | 2022-02-04 | -9.86 | 15 |
| 2023-05-04 | 2024-03-06 | -9.50 | 307 |
| 2022-02-05 | 2022-04-01 | -5.52 | 54 |
| 2023-02-23 | 2023-04-18 | -5.35 | 54 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2022-11-24 | 2023-01-20 | -2.15 | 57 |
| 2022-04-24 | 2022-04-25 | -1.65 | 1 |
| Metric | 11378366:btcusd:triple_med_gx:lsma70_55 | 11378366:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.76% | -29.64% |
| Best Month | 10.23% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 11.67% | 155.54% |
| Worst Year | -2.19% | -60.52% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 3.37% | 4.09% |
| Avg. Down Week | -1.91% | -3.99% |
| Avg. Up Month | 3.78% | 13.23% |
| Avg. Down Month | -3.29% | -8.71% |
| Win Days % | 45.25% | 51.27% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 43.48% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |