| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.67% | 205.34% |
| Max Drawdown | -22.97% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.2 | 0.65 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 51.52 | 3.26 |
| Outlier Loss Ratio | 4.03 | 3.15 |
| Volatility (ann.) | 8.68% | 26.45% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.13 | 0.58 |
| Skew | 1.83 | 0.2 |
| Kurtosis | 84.3 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.69% |
| Expected Yearly % | 2.57% | 32.19% |
| Kelly Criterion | -2.69% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.25% |
| Expected Shortfall (cVaR) | -0.74% | -2.25% |
| Year | 11385859:BTCUSD | 11385859:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -7.50 | 0.14 | + |
| 2023 | 155.54 | 18.83 | 0.12 | - |
| 2024 | 121.00 | 0.60 | 0.00 | - |
| 2025 | 17.02 | 0.08 | 0.00 | - |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| MTD | 0.71% | 4.4% |
| 3M | -8.07% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | 0.08% | 17.02% |
| 1Y | -12.11% | 57.19% |
| 3Y (ann.) | 5.71% | 55.42% |
| 5Y (ann.) | 3.04% | 39.05% |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Max Drawdown | -22.97% | -67.18% |
| Longest DD Days | 370.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.27% |
| Avg. Drawdown Days | 60.0 | 29.0 |
| Recovery Factor | 0.46 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-04-05 | -22.97 | 334 |
| 2024-06-05 | 2025-06-11 | -16.47 | 370 |
| 2023-12-22 | 2024-03-13 | -11.94 | 82 |
| 2023-06-10 | 2023-12-22 | -11.03 | 194 |
| 2024-04-08 | 2024-06-04 | -4.94 | 57 |
| 2022-02-27 | 2022-03-14 | -4.12 | 15 |
| 2022-03-17 | 2022-05-05 | -3.43 | 49 |
| 2023-04-28 | 2023-06-10 | -3.41 | 43 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| Metric | 11385859:btcusd:triple_med_gx:lsma55_85 | 11385859:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.55% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -11.04% | -37.12% |
| Best Year | 18.83% | 155.54% |
| Worst Year | -7.5% | -53.8% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.77% | -0.85% |
| Avg. Up Week | 3.41% | 6.68% |
| Avg. Down Week | -2.15% | -3.56% |
| Avg. Up Month | 4.29% | 13.6% |
| Avg. Down Month | -4.16% | -15.19% |
| Win Days % | 45.5% | 51.28% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |