| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 34.14% | 181.88% |
| Max Drawdown | -28.25% | -67.18% |
| Sharpe | 0.24 | 0.41 |
| Sortino | 0.37 | 0.6 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.59 | 0.67 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 31.77 | 3.63 |
| Outlier Loss Ratio | 4.3 | 3.46 |
| Volatility (ann.) | 11.67% | 26.31% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.31 | 0.51 |
| Skew | 2.1 | 0.18 |
| Kurtosis | 54.0 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.44% |
| Expected Yearly % | 7.62% | 29.57% |
| Kelly Criterion | -2.32% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.24% |
| Expected Shortfall (cVaR) | -1.0% | -2.24% |
| Year | 11370296:BTCUSD | 11370296:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -9.90 | 0.16 | + |
| 2023 | 155.54 | 17.34 | 0.11 | - |
| 2024 | 121.00 | 30.83 | 0.25 | - |
| 2025 | 30.14 | -3.01 | -0.10 | - |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | 11.55% | 45.08% |
| 6M | -2.33% | 28.47% |
| YTD | -3.01% | 30.14% |
| 1Y | -2.1% | 105.13% |
| 3Y (ann.) | 8.29% | 81.7% |
| 5Y (ann.) | 8.77% | 34.54% |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Max Drawdown | -28.25% | -67.18% |
| Longest DD Days | 358.0 | 683.0 |
| Avg. Drawdown | -4.55% | -7.48% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 1.21 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2023-07-13 | -28.25 | 358 |
| 2024-12-05 | 2025-07-14 | -24.25 | 220 |
| 2023-07-14 | 2024-02-28 | -19.05 | 229 |
| 2022-03-01 | 2022-07-18 | -15.51 | 139 |
| 2022-02-23 | 2022-02-28 | -9.95 | 5 |
| 2024-08-22 | 2024-11-10 | -9.67 | 80 |
| 2024-07-14 | 2024-08-08 | -7.80 | 25 |
| 2024-06-03 | 2024-07-14 | -6.36 | 40 |
| 2022-01-26 | 2022-02-06 | -5.54 | 11 |
| 2024-03-22 | 2024-03-24 | -4.29 | 2 |
| Metric | 11370296:btcusd:triple_med_gx:lsma55_10 | 11370296:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.13% | -9.32% |
| Best Week | 18.39% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 20.61% | 43.77% |
| Worst Month | -13.51% | -37.12% |
| Best Year | 30.83% | 155.54% |
| Worst Year | -9.9% | -61.64% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.97% | 7.99% |
| Avg. Down Week | -2.67% | -4.05% |
| Avg. Up Month | 6.81% | 15.69% |
| Avg. Down Month | -4.32% | -11.41% |
| Win Days % | 43.44% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 42.22% | 51.61% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |