| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 17.95% | 159.0% |
| Max Drawdown | -16.25% | -67.18% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.31 | 0.57 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 58.37 | 3.15 |
| Outlier Loss Ratio | 4.2 | 3.09 |
| Volatility (ann.) | 8.11% | 26.55% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.31 | 0.48 |
| Skew | 3.75 | 0.18 |
| Kurtosis | 103.39 | 6.26 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.29% |
| Expected Yearly % | 4.21% | 26.86% |
| Kelly Criterion | -2.69% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.26% |
| Expected Shortfall (cVaR) | -0.69% | -2.26% |
| Year | 11383203:BTCUSD | 11383203:btcusd:triple_med_gx:lsma55_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -6.22 | 0.10 | + |
| 2023 | 155.54 | 12.89 | 0.08 | - |
| 2024 | 121.00 | 12.11 | 0.10 | - |
| 2025 | 17.02 | -0.61 | -0.04 | - |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| MTD | 0.06% | 4.4% |
| 3M | -7.91% | 31.76% |
| 6M | 4.39% | 12.25% |
| YTD | -0.61% | 17.02% |
| 1Y | 5.2% | 57.19% |
| 3Y (ann.) | 5.77% | 55.42% |
| 5Y (ann.) | 4.99% | 32.39% |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -4.94% | -7.87% |
| Avg. Drawdown Days | 69.0 | 38.0 |
| Recovery Factor | 1.1 | 2.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-28 | 2024-06-20 | -16.25 | 419 |
| 2022-08-11 | 2023-03-13 | -13.22 | 214 |
| 2022-05-05 | 2022-07-31 | -12.33 | 87 |
| 2024-08-24 | 2024-12-28 | -10.29 | 126 |
| 2025-03-16 | 2025-06-11 | -9.41 | 87 |
| 2022-01-29 | 2022-05-05 | -4.76 | 96 |
| 2022-07-31 | 2022-08-10 | -3.90 | 10 |
| 2024-06-20 | 2024-08-21 | -3.83 | 62 |
| 2023-04-02 | 2023-04-27 | -2.79 | 24 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| Metric | 11383203:btcusd:triple_med_gx:lsma55_75 | 11383203:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.64% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 11.21% | 43.77% |
| Worst Month | -9.27% | -37.12% |
| Best Year | 12.89% | 155.54% |
| Worst Year | -6.22% | -60.81% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.76% | -0.87% |
| Avg. Up Week | 2.96% | 7.34% |
| Avg. Down Week | -2.19% | -3.86% |
| Avg. Up Month | 3.71% | 12.22% |
| Avg. Down Month | -2.71% | -14.06% |
| Win Days % | 43.6% | 51.23% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 48.31% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |