| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 18.34% | 239.56% |
| Max Drawdown | -28.45% | -67.18% |
| Sharpe | 0.17 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.56 | 0.64 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 39.81 | 3.4 |
| Outlier Loss Ratio | 3.78 | 3.29 |
| Volatility (ann.) | 10.38% | 26.24% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.17 | 0.63 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 65.63 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.88% |
| Expected Yearly % | 4.3% | 35.75% |
| Kelly Criterion | -1.81% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.23% |
| Expected Shortfall (cVaR) | -0.89% | -2.23% |
| Year | 11370350:BTCUSD | 11370350:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -2.90 | 0.05 | + |
| 2023 | 155.54 | 19.20 | 0.12 | - |
| 2024 | 121.00 | -4.35 | -0.04 | - |
| 2025 | 30.14 | 6.89 | 0.23 | - |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| MTD | 5.42% | 13.36% |
| 3M | 16.36% | 45.08% |
| 6M | 7.65% | 28.47% |
| YTD | 6.89% | 30.14% |
| 1Y | -2.83% | 105.13% |
| 3Y (ann.) | 3.4% | 81.7% |
| 5Y (ann.) | 4.96% | 42.14% |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Max Drawdown | -28.45% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -6.71% | -6.05% |
| Avg. Drawdown Days | 81.0 | 29.0 |
| Recovery Factor | 0.64 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -28.45 | 461 |
| 2022-07-30 | 2023-03-13 | -18.96 | 225 |
| 2023-04-11 | 2024-03-25 | -16.69 | 348 |
| 2022-04-19 | 2022-07-18 | -12.63 | 90 |
| 2022-01-26 | 2022-02-28 | -6.91 | 33 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2022-03-17 | 2022-04-18 | -3.82 | 32 |
| 2024-03-26 | 2024-04-08 | -2.90 | 12 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| Metric | 11370350:btcusd:triple_med_gx:lsma55_10 | 11370350:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 20.31% | 35.75% |
| Worst Week | -10.61% | -29.64% |
| Best Month | 20.31% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 19.2% | 155.54% |
| Worst Year | -4.35% | -53.8% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 3.32% | 7.82% |
| Avg. Down Week | -1.75% | -3.02% |
| Avg. Up Month | 5.94% | 14.33% |
| Avg. Down Month | -4.47% | -9.23% |
| Win Days % | 45.34% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 43.43% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |