| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 28.26% | 182.99% |
| Max Drawdown | -19.59% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.36 | 0.62 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 36.15 | 3.4 |
| Outlier Loss Ratio | 4.24 | 3.29 |
| Volatility (ann.) | 10.16% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.39 | 0.54 |
| Skew | 1.91 | 0.2 |
| Kurtosis | 60.74 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.57% |
| Expected Yearly % | 6.42% | 29.7% |
| Kelly Criterion | 0.41% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.24% |
| Expected Shortfall (cVaR) | -0.87% | -2.24% |
| Year | 11399763:BTCUSD | 11399763:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -0.73 | 0.01 | + |
| 2023 | 155.54 | 11.94 | 0.08 | - |
| 2024 | 121.00 | 9.23 | 0.08 | - |
| 2025 | 16.76 | 5.67 | 0.34 | - |
| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | -2.58% | 31.46% |
| 6M | 2.9% | 12.77% |
| YTD | 5.67% | 16.76% |
| 1Y | -0.76% | 56.84% |
| 3Y (ann.) | 5.59% | 55.31% |
| 5Y (ann.) | 7.7% | 36.34% |
| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -67.18% |
| Longest DD Days | 390.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.9% |
| Avg. Drawdown Days | 57.0 | 35.0 |
| Recovery Factor | 1.44 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -19.59 | 327 |
| 2023-03-14 | 2024-04-08 | -18.57 | 390 |
| 2024-06-07 | 2025-03-06 | -17.80 | 271 |
| 2025-03-06 | 2025-06-11 | -10.87 | 97 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-04-08 | 2024-04-22 | -1.58 | 13 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11399763:btcusd:triple_med_gx:lsma55_130 | 11399763:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.74% | 35.75% |
| Worst Week | -9.64% | -29.64% |
| Best Month | 10.11% | 43.77% |
| Worst Month | -9.58% | -37.12% |
| Best Year | 11.94% | 155.54% |
| Worst Year | -0.73% | -57.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.18% | 7.61% |
| Avg. Down Week | -2.32% | -4.16% |
| Avg. Up Month | 4.36% | 11.97% |
| Avg. Down Month | -4.92% | -14.5% |
| Win Days % | 47.17% | 51.31% |
| Win Month % | 60.98% | 60.98% |
| Win Week % | 48.31% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |