| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 7.46% | 160.91% |
| Max Drawdown | -16.93% | -67.18% |
| Sharpe | 0.11 | 0.4 |
| Sortino | 0.17 | 0.58 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 66.17 | 3.09 |
| Outlier Loss Ratio | 3.96 | 2.99 |
| Volatility (ann.) | 7.68% | 26.54% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.13 | 0.49 |
| Skew | 3.05 | 0.18 |
| Kurtosis | 108.12 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.31% |
| Expected Yearly % | 1.82% | 27.09% |
| Kelly Criterion | -4.12% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.26% |
| Expected Shortfall (cVaR) | -0.66% | -2.26% |
| Year | 11381826:BTCUSD | 11381826:btcusd:triple_med_gx:lsma55_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | 7.91 | -0.13 | + |
| 2023 | 155.54 | 2.59 | 0.02 | - |
| 2024 | 121.00 | -3.14 | -0.03 | - |
| 2025 | 17.02 | 0.21 | 0.01 | - |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | 4.2% | 31.76% |
| 6M | -4.36% | 12.25% |
| YTD | 0.21% | 17.02% |
| 1Y | -9.87% | 57.19% |
| 3Y (ann.) | 0.15% | 55.42% |
| 5Y (ann.) | 2.14% | 32.62% |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Max Drawdown | -16.93% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -3.62% | -7.67% |
| Avg. Drawdown Days | 75.0 | 37.0 |
| Recovery Factor | 0.44 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2025-06-11 | -16.93 | 776 |
| 2022-08-25 | 2023-04-26 | -12.48 | 244 |
| 2022-06-20 | 2022-07-18 | -5.01 | 27 |
| 2022-05-04 | 2022-05-15 | -3.63 | 11 |
| 2022-03-12 | 2022-03-14 | -3.53 | 2 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-06-19 | 2022-06-20 | -2.45 | 0 |
| 2022-05-02 | 2022-05-04 | -2.26 | 2 |
| 2022-08-09 | 2022-08-10 | -1.73 | 1 |
| 2022-01-27 | 2022-01-27 | -1.36 | 0 |
| Metric | 11381826:btcusd:triple_med_gx:lsma55_70 | 11381826:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 8.27% | 43.77% |
| Worst Month | -11.32% | -37.12% |
| Best Year | 7.91% | 155.54% |
| Worst Year | -3.14% | -60.52% |
| Avg. Up Day | 1.02% | 1.06% |
| Avg. Down Day | -0.78% | -0.89% |
| Avg. Up Week | 3.08% | 8.52% |
| Avg. Down Week | -2.78% | -4.82% |
| Avg. Up Month | 3.6% | 13.71% |
| Avg. Down Month | -3.71% | -11.74% |
| Win Days % | 40.94% | 51.24% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 49.41% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |