| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 45.67% | 178.03% |
| Max Drawdown | -54.09% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 14.56 | 4.23 |
| Outlier Loss Ratio | 4.14 | 4.28 |
| Volatility (ann.) | 18.58% | 26.3% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.21 | 0.51 |
| Skew | 0.45 | 0.18 |
| Kurtosis | 19.63 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.41% |
| Expected Yearly % | 9.86% | 29.13% |
| Kelly Criterion | 0.8% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -2.23% |
| Expected Shortfall (cVaR) | -1.59% | -2.23% |
| Year | 11380947:BTCUSD | 11380947:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -43.29 | 0.71 | + |
| 2023 | 155.54 | 52.44 | 0.34 | - |
| 2024 | 121.00 | 57.36 | 0.47 | - |
| 2025 | 27.10 | 7.07 | 0.26 | - |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| MTD | 1.52% | 10.71% |
| 3M | 8.1% | 41.88% |
| 6M | 4.68% | 22.91% |
| YTD | 7.07% | 27.1% |
| 1Y | -3.0% | 82.29% |
| 3Y (ann.) | 29.09% | 77.48% |
| 5Y (ann.) | 11.35% | 33.95% |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Max Drawdown | -54.09% | -67.18% |
| Longest DD Days | 732.0 | 683.0 |
| Avg. Drawdown | -4.98% | -7.65% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 0.84 | 2.65 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-11 | -54.09 | 732 |
| 2024-07-29 | 2025-07-17 | -26.28 | 352 |
| 2022-01-26 | 2022-03-09 | -22.78 | 41 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-05-27 | 2024-07-14 | -7.17 | 47 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-04-08 | 2024-04-19 | -4.93 | 10 |
| 2024-03-16 | 2024-03-17 | -4.57 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-05-05 | 2024-05-17 | -2.69 | 12 |
| Metric | 11380947:btcusd:triple_med_gx:lsma55_65 | 11380947:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.99% | 35.75% |
| Worst Week | -29.64% | -29.64% |
| Best Month | 37.41% | 43.77% |
| Worst Month | -29.8% | -37.12% |
| Best Year | 57.36% | 155.54% |
| Worst Year | -43.29% | -61.27% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 4.56% | 6.67% |
| Avg. Down Week | -3.84% | -4.97% |
| Avg. Up Month | 9.63% | 16.13% |
| Avg. Down Month | -8.67% | -12.49% |
| Win Days % | 49.08% | 51.24% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 49.33% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |