| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 22.43% | 203.33% |
| Max Drawdown | -22.08% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 38.82 | 3.45 |
| Outlier Loss Ratio | 3.72 | 3.28 |
| Volatility (ann.) | 10.03% | 26.04% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.28 | 0.57 |
| Skew | -0.68 | 0.18 |
| Kurtosis | 50.34 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.68% |
| Expected Yearly % | 5.19% | 31.97% |
| Kelly Criterion | 1.78% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.21% |
| Expected Shortfall (cVaR) | -0.86% | -2.21% |
| Year | 11379253:BTCUSD | 11379253:btcusd:triple_med_gx:lsma175_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.99 | -0.02 | + |
| 2023 | 155.54 | 21.00 | 0.14 | - |
| 2024 | 121.00 | 7.26 | 0.06 | - |
| 2025 | 30.14 | -6.59 | -0.22 | - |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -2.01% | 45.08% |
| 6M | 0.44% | 28.47% |
| YTD | -6.59% | 30.14% |
| 1Y | -11.55% | 105.13% |
| 3Y (ann.) | 3.74% | 81.7% |
| 5Y (ann.) | 6.13% | 38.59% |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.86% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 1.02 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2025-07-14 | -22.08 | 322 |
| 2022-07-09 | 2023-01-14 | -19.16 | 188 |
| 2023-06-07 | 2024-05-09 | -18.82 | 337 |
| 2022-05-31 | 2022-07-08 | -12.73 | 37 |
| 2023-02-23 | 2023-03-17 | -5.89 | 22 |
| 2024-05-10 | 2024-05-20 | -5.02 | 10 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2023-05-06 | 2023-06-06 | -3.56 | 31 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2023-03-30 | 2023-05-05 | -3.01 | 36 |
| Metric | 11379253:btcusd:triple_med_gx:lsma175_55 | 11379253:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.43% | 35.75% |
| Worst Week | -7.72% | -29.64% |
| Best Month | 21.29% | 43.77% |
| Worst Month | -12.63% | -37.12% |
| Best Year | 21.0% | 155.54% |
| Worst Year | -6.59% | -58.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 4.39% | 7.48% |
| Avg. Down Week | -3.17% | -4.19% |
| Avg. Up Month | 6.87% | 15.44% |
| Avg. Down Month | -6.64% | -11.01% |
| Win Days % | 49.41% | 51.33% |
| Win Month % | 51.72% | 61.9% |
| Win Week % | 46.77% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |