| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 2.98% | 206.05% |
| Max Drawdown | -23.7% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.11 | 0.65 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 49.86 | 3.31 |
| Outlier Loss Ratio | 4.04 | 3.15 |
| Volatility (ann.) | 9.01% | 26.45% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.04 | 0.58 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 88.31 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.7% |
| Expected Yearly % | 0.74% | 32.27% |
| Kelly Criterion | -3.51% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.25% |
| Expected Shortfall (cVaR) | -0.77% | -2.25% |
| Year | 11386972:BTCUSD | 11386972:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 5.08 | -0.09 | + |
| 2023 | 155.54 | -6.71 | -0.04 | - |
| 2024 | 121.00 | 7.64 | 0.06 | - |
| 2025 | 17.02 | -2.41 | -0.14 | - |
| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| MTD | -0.9% | 4.4% |
| 3M | -6.08% | 31.76% |
| 6M | -7.05% | 12.25% |
| YTD | -2.41% | 17.02% |
| 1Y | -16.52% | 57.19% |
| 3Y (ann.) | -0.53% | 55.42% |
| 5Y (ann.) | 0.87% | 39.18% |
| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Max Drawdown | -23.7% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.21% |
| Avg. Drawdown Days | 58.0 | 29.0 |
| Recovery Factor | 0.13 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-01 | 2024-03-25 | -23.70 | 602 |
| 2024-06-17 | 2025-06-11 | -19.94 | 358 |
| 2022-02-17 | 2022-03-16 | -7.39 | 27 |
| 2022-06-18 | 2022-06-19 | -5.98 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-14 | 2022-05-14 | -3.90 | 30 |
| 2024-04-12 | 2024-05-04 | -2.32 | 22 |
| 2022-06-20 | 2022-06-20 | -2.28 | 0 |
| 2022-06-19 | 2022-06-19 | -1.23 | 0 |
| 2024-06-17 | 2024-06-17 | -1.02 | 0 |
| Metric | 11386972:btcusd:triple_med_gx:lsma55_90 | 11386972:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.43% | 35.75% |
| Worst Week | -9.15% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 7.64% | 155.54% |
| Worst Year | -6.71% | -53.69% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.34% | 7.97% |
| Avg. Down Week | -2.44% | -3.71% |
| Avg. Up Month | 3.43% | 12.41% |
| Avg. Down Month | -2.74% | -10.16% |
| Win Days % | 43.78% | 51.27% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 44.32% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |