| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.81% | 220.31% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.06 | 0.45 |
| Sortino | 0.1 | 0.66 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.06 | 1.08 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.06 | 1.0 |
| Outlier Win Ratio | 60.12 | 3.24 |
| Outlier Loss Ratio | 3.75 | 3.04 |
| Volatility (ann.) | 7.91% | 26.14% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.04 | 0.6 |
| Skew | 1.88 | 0.2 |
| Kurtosis | 109.68 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.06% | 2.74% |
| Expected Yearly % | 0.7% | 33.78% |
| Kelly Criterion | -5.52% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11370469:BTCUSD | 11370469:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -8.10 | 0.14 | + |
| 2023 | 155.54 | 17.92 | 0.12 | - |
| 2024 | 121.00 | 7.75 | 0.06 | - |
| 2025 | 30.14 | -11.95 | -0.40 | - |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.54% | 45.08% |
| 6M | -12.91% | 28.47% |
| YTD | -11.95% | 30.14% |
| 1Y | -12.0% | 105.13% |
| 3Y (ann.) | -0.32% | 81.7% |
| 5Y (ann.) | 0.81% | 40.11% |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -6.9% | -6.34% |
| Avg. Drawdown Days | 122.0 | 32.0 |
| Recovery Factor | 0.13 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-07-14 | -21.38 | 257 |
| 2022-07-30 | 2024-02-28 | -19.09 | 577 |
| 2022-04-21 | 2022-07-30 | -10.54 | 100 |
| 2024-02-29 | 2024-10-29 | -10.18 | 243 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-03-02 | 2022-03-16 | -1.87 | 14 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-17 | 2022-04-20 | -1.26 | 34 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-02-28 | 2022-03-01 | -0.18 | 0 |
| Metric | 11370469:btcusd:triple_med_gx:lsma55_10 | 11370469:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.56% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 11.56% | 43.77% |
| Worst Month | -16.2% | -37.12% |
| Best Year | 17.92% | 155.54% |
| Worst Year | -11.95% | -56.42% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.19% | 7.68% |
| Avg. Down Week | -1.87% | -1.73% |
| Avg. Up Month | 3.05% | 15.07% |
| Avg. Down Month | -5.63% | -8.27% |
| Win Days % | 45.63% | 51.32% |
| Win Month % | 62.5% | 62.79% |
| Win Week % | 54.79% | 51.63% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |