| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.63% | 222.44% |
| Max Drawdown | -21.83% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.46 | 1.08 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 0.41 | 1.0 |
| Outlier Win Ratio | 53.74 | 3.29 |
| Outlier Loss Ratio | 3.88 | 3.07 |
| Volatility (ann.) | 8.25% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.31 | 0.6 |
| Skew | 2.17 | 0.2 |
| Kurtosis | 96.54 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.76% |
| Expected Yearly % | 5.87% | 34.0% |
| Kelly Criterion | 0.28% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11370449:BTCUSD | 11370449:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.41 | -0.01 | + |
| 2023 | 155.54 | 7.87 | 0.05 | - |
| 2024 | 121.00 | 21.74 | 0.18 | - |
| 2025 | 30.14 | -4.73 | -0.16 | - |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.77% | 45.08% |
| 6M | -5.81% | 28.47% |
| YTD | -4.73% | 30.14% |
| 1Y | 6.03% | 105.13% |
| 3Y (ann.) | 2.99% | 81.7% |
| 5Y (ann.) | 6.83% | 40.34% |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Max Drawdown | -21.83% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.36% |
| Avg. Drawdown Days | 55.0 | 32.0 |
| Recovery Factor | 1.17 | 3.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-07-14 | -21.83 | 177 |
| 2022-07-30 | 2024-02-28 | -20.70 | 578 |
| 2024-02-29 | 2024-09-13 | -9.45 | 197 |
| 2022-05-05 | 2022-06-23 | -5.91 | 49 |
| 2024-10-30 | 2025-01-15 | -4.72 | 77 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-02 | 2022-03-16 | -1.85 | 14 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-06-25 | 2022-07-28 | -1.48 | 33 |
| Metric | 11370449:btcusd:triple_med_gx:lsma55_10 | 11370449:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.7% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 9.7% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 21.74% | 155.54% |
| Worst Year | -4.73% | -56.13% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.65% | 7.84% |
| Avg. Down Week | -1.5% | -3.21% |
| Avg. Up Month | 3.71% | 12.81% |
| Avg. Down Month | -4.49% | -9.62% |
| Win Days % | 45.85% | 51.29% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 49.33% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |