| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.19% | 239.56% |
| Max Drawdown | -21.02% | -67.18% |
| Sharpe | 0.15 | 0.47 |
| Sortino | 0.23 | 0.68 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.6 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.89 | 3.1 |
| Outlier Loss Ratio | 4.07 | 2.95 |
| Volatility (ann.) | 7.34% | 26.24% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.16 | 0.63 |
| Skew | 2.33 | 0.2 |
| Kurtosis | 103.56 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.88% |
| Expected Yearly % | 2.92% | 35.75% |
| Kelly Criterion | -1.36% | 12.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11378701:BTCUSD | 11378701:btcusd:triple_med_gx:lsma70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 1.69 | -0.03 | + |
| 2023 | 155.54 | 7.59 | 0.05 | - |
| 2024 | 121.00 | 13.52 | 0.11 | - |
| 2025 | 30.14 | -9.67 | -0.32 | - |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| MTD | 0.67% | 13.36% |
| 3M | -5.0% | 45.08% |
| 6M | -13.71% | 28.47% |
| YTD | -9.67% | 30.14% |
| 1Y | -9.05% | 105.13% |
| 3Y (ann.) | 4.21% | 81.7% |
| 5Y (ann.) | 3.36% | 42.14% |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Max Drawdown | -21.02% | -67.18% |
| Longest DD Days | 598.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.05% |
| Avg. Drawdown Days | 57.0 | 29.0 |
| Recovery Factor | 0.58 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-20 | 2024-01-08 | -21.02 | 598 |
| 2025-01-20 | 2025-07-14 | -17.28 | 174 |
| 2024-08-14 | 2025-01-20 | -12.02 | 158 |
| 2024-03-29 | 2024-05-20 | -6.72 | 52 |
| 2024-05-21 | 2024-07-15 | -4.91 | 55 |
| 2022-04-20 | 2022-05-19 | -2.08 | 29 |
| 2022-03-17 | 2022-03-18 | -1.48 | 0 |
| 2022-04-02 | 2022-04-19 | -1.39 | 17 |
| 2024-08-12 | 2024-08-13 | -1.04 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11378701:btcusd:triple_med_gx:lsma70_55 | 11378701:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -7.71% | -29.64% |
| Best Month | 15.32% | 43.77% |
| Worst Month | -9.3% | -37.12% |
| Best Year | 13.52% | 155.54% |
| Worst Year | -9.67% | -53.8% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.48% | 6.53% |
| Avg. Down Week | -1.59% | -3.54% |
| Avg. Up Month | 2.7% | 11.31% |
| Avg. Down Month | -3.57% | -12.06% |
| Win Days % | 42.65% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 48.19% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |