| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 56.38% | 134.54% |
| Max Drawdown | -17.98% | -67.18% |
| Sharpe | 0.4 | 0.35 |
| Sortino | 0.64 | 0.5 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 0.76 | 1.02 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 0.63 | 0.97 |
| Outlier Win Ratio | 51.46 | 3.34 |
| Outlier Loss Ratio | 4.2 | 3.09 |
| Volatility (ann.) | 8.09% | 25.64% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.69 | 0.37 |
| Skew | 2.33 | 0.18 |
| Kurtosis | 60.69 | 6.54 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 1.83% |
| Expected Yearly % | 11.83% | 23.75% |
| Kelly Criterion | 2.88% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.18% |
| Expected Shortfall (cVaR) | -0.69% | -2.18% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 16.72 | -0.28 | + |
| 2023 | 155.54 | 3.96 | 0.03 | - |
| 2024 | 121.00 | 19.53 | 0.16 | - |
| 2025 | 2.28 | 7.82 | 3.43 | + |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | 0.64% | -12.85% |
| 3M | 1.24% | -18.73% |
| 6M | 7.07% | -7.45% |
| YTD | 7.82% | 2.28% |
| 1Y | 13.7% | 5.34% |
| 3Y (ann.) | 10.02% | 78.97% |
| 5Y (ann.) | 12.4% | 24.97% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -17.98% | -67.18% |
| Longest DD Days | 592.0 | 683.0 |
| Avg. Drawdown | -3.51% | -7.61% |
| Avg. Drawdown Days | 47.0 | 35.0 |
| Recovery Factor | 3.13 | 2.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-03-25 | -17.98 | 592 |
| 2025-03-05 | 2025-07-10 | -10.85 | 127 |
| 2025-07-11 | 2025-11-10 | -7.86 | 121 |
| 2024-08-24 | 2024-12-05 | -7.46 | 103 |
| 2024-03-25 | 2024-06-20 | -5.89 | 86 |
| 2022-05-16 | 2022-05-30 | -5.10 | 14 |
| 2022-06-21 | 2022-07-07 | -4.43 | 16 |
| 2022-07-31 | 2022-08-10 | -4.35 | 10 |
| 2024-12-27 | 2025-03-04 | -3.89 | 67 |
| 2024-06-20 | 2024-08-22 | -3.83 | 62 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -7.77% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -7.77% | -37.12% |
| Best Year | 19.53% | 155.54% |
| Worst Year | 3.96% | -59.39% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.72% | -0.82% |
| Avg. Up Week | 3.28% | 7.35% |
| Avg. Down Week | -1.86% | -3.21% |
| Avg. Up Month | 4.2% | 12.31% |
| Avg. Down Month | -2.44% | -9.14% |
| Win Days % | 46.18% | 51.39% |
| Win Month % | 55.32% | 57.45% |
| Win Week % | 48.48% | 50.49% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |