| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 166.93% | 159.59% |
| Max Drawdown | -28.87% | -66.79% |
| Sharpe | 1.33 | 0.74 |
| Sortino | 2.25 | 1.1 |
| Payoff Ratio | 1.71 | 1.01 |
| Profit Factor | 1.83 | 1.12 |
| Common Sense Ratio | 9.34 | 1.28 |
| CPC Index | 1.43 | 0.57 |
| Tail Ratio | 5.09 | 1.14 |
| Outlier Win Ratio | 35.74 | 3.36 |
| Outlier Loss Ratio | 4.68 | 2.81 |
| Volatility (ann.) | 21.14% | 52.02% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.02 | 0.43 |
| Skew | 1.04 | 0.06 |
| Kurtosis | 53.33 | 4.42 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.11% | 2.05% |
| Expected Yearly % | 27.82% | 26.93% |
| Kelly Criterion | 13.68% | 0.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.37% |
| Expected Shortfall (cVaR) | -1.74% | -4.37% |
| Year | 12385880:BTCUSD | 12385880:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.44 | -21.53 | 0.40 | + |
| 2023 | 155.54 | 76.48 | 0.49 | - |
| 2024 | 121.00 | 62.16 | 0.51 | - |
| 2025 | 0.89 | 18.86 | 21.22 | + |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 9.1% | -19.8% |
| 6M | 7.75% | -9.0% |
| YTD | 18.86% | 0.89% |
| 1Y | 23.74% | 3.43% |
| 3Y (ann.) | 48.4% | 77.28% |
| 5Y (ann.) | 29.34% | 28.4% |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Max Drawdown | -28.87% | -66.79% |
| Longest DD Days | 334.0 | 682.0 |
| Avg. Drawdown | -2.91% | -8.49% |
| Avg. Drawdown Days | 34.0 | 44.0 |
| Recovery Factor | 5.78 | 2.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2023-03-13 | -28.87 | 334 |
| 2024-03-05 | 2024-09-10 | -10.67 | 189 |
| 2025-01-25 | 2025-04-09 | -6.57 | 74 |
| 2023-06-07 | 2023-10-23 | -6.47 | 138 |
| 2025-08-14 | 2025-10-01 | -4.74 | 48 |
| 2025-05-23 | 2025-08-13 | -3.93 | 82 |
| 2023-12-15 | 2024-01-08 | -3.90 | 24 |
| 2023-05-28 | 2023-06-06 | -3.62 | 9 |
| 2025-01-08 | 2025-01-14 | -2.79 | 6 |
| 2025-10-07 | 2025-11-16 | -2.67 | 40 |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -5.76% | -29.64% |
| Best Month | 18.95% | 43.77% |
| Worst Month | -10.45% | -37.12% |
| Best Year | 76.48% | 155.54% |
| Worst Year | -21.53% | -54.44% |
| Avg. Up Day | 2.3% | 2.35% |
| Avg. Down Day | -1.34% | -2.32% |
| Avg. Up Week | 6.0% | 10.7% |
| Avg. Down Week | -1.93% | -6.36% |
| Avg. Up Month | 7.87% | 15.28% |
| Avg. Down Month | -3.85% | -10.49% |
| Win Days % | 45.54% | 49.78% |
| Win Month % | 64.71% | 59.57% |
| Win Week % | 50.0% | 50.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |