| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 47.09% | 198.43% |
| Max Drawdown | -22.21% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.5 | 0.62 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 38.0 | 3.46 |
| Outlier Loss Ratio | 3.98 | 3.3 |
| Volatility (ann.) | 10.43% | 26.29% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.53 | 0.55 |
| Skew | 2.37 | 0.19 |
| Kurtosis | 62.69 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.58% |
| Expected Yearly % | 10.13% | 31.43% |
| Kelly Criterion | 0.8% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11370337:BTCUSD | 11370337:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 6.60 | -0.11 | + |
| 2023 | 155.54 | 9.82 | 0.06 | - |
| 2024 | 121.00 | 20.13 | 0.17 | - |
| 2025 | 30.14 | 4.59 | 0.15 | - |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| MTD | 5.42% | 13.36% |
| 3M | 15.18% | 45.08% |
| 6M | 4.59% | 28.47% |
| YTD | 4.59% | 30.14% |
| 1Y | -1.74% | 105.13% |
| 3Y (ann.) | 9.27% | 81.7% |
| 5Y (ann.) | 11.73% | 36.92% |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Max Drawdown | -22.21% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.95% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 2.12 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2024-06-04 | -22.21 | 419 |
| 2024-10-30 | 2025-07-14 | -19.98 | 257 |
| 2022-07-30 | 2023-03-14 | -19.88 | 226 |
| 2022-03-17 | 2022-07-07 | -14.64 | 112 |
| 2024-08-08 | 2024-08-23 | -5.95 | 15 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-05 | 2024-07-01 | -4.11 | 25 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| Metric | 11370337:btcusd:triple_med_gx:lsma55_10 | 11370337:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.31% | 35.75% |
| Worst Week | -11.37% | -29.64% |
| Best Month | 19.81% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 20.13% | 155.54% |
| Worst Year | 4.59% | -59.39% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.74% | 8.36% |
| Avg. Down Week | -1.85% | -3.33% |
| Avg. Up Month | 7.03% | 12.96% |
| Avg. Down Month | -4.19% | -9.08% |
| Win Days % | 45.82% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 42.45% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |