| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.1% | 184.67% |
| Max Drawdown | -32.4% | -67.18% |
| Sharpe | 0.19 | 0.42 |
| Sortino | 0.29 | 0.6 |
| Payoff Ratio | 1.2 | 1.19 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.57 | 0.65 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 34.47 | 3.55 |
| Outlier Loss Ratio | 4.07 | 3.46 |
| Volatility (ann.) | 11.29% | 26.32% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.19 | 0.52 |
| Skew | 2.26 | 0.18 |
| Kurtosis | 59.64 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.46% |
| Expected Yearly % | 5.33% | 29.89% |
| Kelly Criterion | -2.37% | 10.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.24% |
| Expected Shortfall (cVaR) | -0.97% | -2.24% |
| Year | 11370304:BTCUSD | 11370304:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -19.12 | 0.31 | + |
| 2023 | 155.54 | 32.98 | 0.21 | - |
| 2024 | 121.00 | 20.14 | 0.17 | - |
| 2025 | 30.14 | -4.74 | -0.16 | - |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| MTD | 1.91% | 13.36% |
| 3M | 8.46% | 45.08% |
| 6M | -4.74% | 28.47% |
| YTD | -4.74% | 30.14% |
| 1Y | -8.49% | 105.13% |
| 3Y (ann.) | 6.84% | 81.7% |
| 5Y (ann.) | 6.13% | 34.95% |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Max Drawdown | -32.4% | -67.18% |
| Longest DD Days | 499.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.55% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 0.71 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-07-13 | -32.40 | 499 |
| 2024-11-23 | 2025-07-14 | -26.11 | 233 |
| 2023-07-14 | 2024-02-28 | -17.30 | 229 |
| 2024-04-08 | 2024-05-05 | -6.06 | 27 |
| 2022-01-26 | 2022-01-29 | -5.54 | 3 |
| 2024-10-07 | 2024-11-07 | -5.40 | 30 |
| 2024-03-22 | 2024-03-25 | -4.80 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-20 | 2024-07-01 | -4.25 | 10 |
| 2024-05-05 | 2024-06-04 | -3.87 | 29 |
| Metric | 11370304:btcusd:triple_med_gx:lsma55_10 | 11370304:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.31% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 22.87% | 43.77% |
| Worst Month | -15.33% | -37.12% |
| Best Year | 32.98% | 155.54% |
| Worst Year | -19.12% | -61.27% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.82% | 8.57% |
| Avg. Down Week | -2.36% | -3.21% |
| Avg. Up Month | 6.79% | 17.26% |
| Avg. Down Month | -5.04% | -12.12% |
| Win Days % | 44.12% | 51.26% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 43.44% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |