| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 13.46% | 106.18% |
| Max Drawdown | -18.02% | -67.18% |
| Sharpe | 0.17 | 0.35 |
| Sortino | 0.27 | 0.5 |
| Payoff Ratio | 1.35 | 1.2 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 70.15 | 3.1 |
| Outlier Loss Ratio | 4.6 | 2.89 |
| Volatility (ann.) | 7.4% | 26.86% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.22 | 0.38 |
| Skew | 3.0 | 0.16 |
| Kurtosis | 110.73 | 6.1 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 1.87% |
| Expected Yearly % | 3.21% | 19.83% |
| Kelly Criterion | -5.96% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.29% |
| Expected Shortfall (cVaR) | -0.63% | -2.29% |
| Year | 11417126:BTCUSD | 11417126:btcusd:triple_med_gx:lsma55_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 0.82 | -0.01 | + |
| 2023 | 155.54 | 29.30 | 0.19 | - |
| 2024 | 121.00 | -11.33 | -0.09 | - |
| 2025 | -5.74 | -1.84 | 0.32 | + |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| MTD | 0.1% | 4.38% |
| 3M | -3.81% | -10.75% |
| 6M | -10.74% | 38.92% |
| YTD | -1.84% | -5.74% |
| 1Y | -11.36% | 25.9% |
| 3Y (ann.) | 1.18% | 25.65% |
| 5Y (ann.) | 4.04% | 25.47% |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Max Drawdown | -18.02% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -3.43% | -7.82% |
| Avg. Drawdown Days | 66.0 | 37.0 |
| Recovery Factor | 0.75 | 1.58 |
| Ulcer Index | inf | 1.14 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-30 | 2023-10-01 | -18.02 | 489 |
| 2024-03-13 | 2025-03-26 | -15.71 | 377 |
| 2023-12-28 | 2024-03-13 | -9.16 | 76 |
| 2023-12-19 | 2023-12-20 | -2.80 | 1 |
| 2022-03-15 | 2022-05-04 | -2.56 | 50 |
| 2023-12-20 | 2023-12-27 | -1.63 | 7 |
| 2022-05-17 | 2022-05-30 | -1.58 | 12 |
| 2023-11-23 | 2023-11-24 | -0.72 | 1 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2022-01-28 | 2022-02-28 | -0.48 | 30 |
| Metric | 11417126:btcusd:triple_med_gx:lsma55_65 | 11417126:BTCUSD |
|---|---|---|
| Best Day | 7.89% | 9.33% |
| Worst Day | -5.55% | -9.32% |
| Best Week | 9.53% | 35.75% |
| Worst Week | -6.57% | -29.64% |
| Best Month | 9.11% | 43.77% |
| Worst Month | -8.43% | -37.12% |
| Best Year | 29.3% | 155.54% |
| Worst Year | -11.33% | -61.27% |
| Avg. Up Day | 0.96% | 1.01% |
| Avg. Down Day | -0.71% | -0.84% |
| Avg. Up Week | 2.47% | 8.6% |
| Avg. Down Week | -1.46% | -4.03% |
| Avg. Up Month | 3.36% | 14.12% |
| Avg. Down Month | -2.82% | -12.0% |
| Win Days % | 39.22% | 51.05% |
| Win Month % | 51.28% | 58.97% |
| Win Week % | 39.18% | 49.41% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |