| Metric | 11396482:btcusd:triple_med_gx:lsma55_120 | 11396482:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 34.08% | 187.39% |
| Max Drawdown | -25.53% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 36.59 | 3.37 |
| Outlier Loss Ratio | 4.28 | 3.29 |
| Volatility (ann.) | 10.31% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.36 | 0.55 |
| Skew | 2.19 | 0.2 |
| Kurtosis | 68.52 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.55% |
| Expected Yearly % | 7.61% | 30.2% |
| Kelly Criterion | 0.68% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11396482:BTCUSD | 11396482:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -7.11 | 0.13 | + |
| 2023 | 155.54 | 26.84 | 0.17 | - |
| 2024 | 121.00 | 5.67 | 0.05 | - |
| 2025 | 16.76 | 7.69 | 0.46 | - |
| Metric | 11396482:btcusd:triple_med_gx:lsma55_120 | 11396482:BTCUSD |
|---|---|---|
| MTD | 2.23% | 4.16% |
| 3M | 3.08% | 31.46% |
| 6M | 6.53% | 12.77% |
| YTD | 7.69% | 16.76% |
| 1Y | -0.42% | 56.84% |
| 3Y (ann.) | 4.0% | 55.31% |
| 5Y (ann.) | 9.12% | 36.89% |
| Metric | 11396482:btcusd:triple_med_gx:lsma55_120 | 11396482:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -67.18% |
| Longest DD Days | 556.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.61% |
| Avg. Drawdown Days | 59.0 | 33.0 |
| Recovery Factor | 1.34 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2023-11-24 | -25.53 | 556 |
| 2024-06-07 | 2025-06-11 | -18.10 | 369 |
| 2023-11-24 | 2024-02-28 | -10.14 | 96 |
| 2022-03-15 | 2022-04-19 | -5.02 | 35 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2024-03-28 | 2024-05-05 | -3.52 | 37 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11396482:btcusd:triple_med_gx:lsma55_120 | 11396482:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 13.45% | 43.77% |
| Worst Month | -14.54% | -37.12% |
| Best Year | 26.84% | 155.54% |
| Worst Year | -7.11% | -56.42% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.36% | 6.8% |
| Avg. Down Week | -2.16% | -3.87% |
| Avg. Up Month | 4.99% | 14.58% |
| Avg. Down Month | -4.13% | -13.74% |
| Win Days % | 45.63% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |