| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 63.64% | 175.31% |
| Max Drawdown | -24.35% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.59 | 0.59 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.65 | 0.7 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 32.77 | 3.63 |
| Outlier Loss Ratio | 4.39 | 3.45 |
| Volatility (ann.) | 11.22% | 26.29% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.62 | 0.5 |
| Skew | 2.59 | 0.18 |
| Kurtosis | 56.47 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.38% |
| Expected Yearly % | 13.1% | 28.81% |
| Kelly Criterion | 0.15% | 13.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11371018:BTCUSD | 11371018:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 6.00 | -0.10 | + |
| 2023 | 155.54 | 30.44 | 0.20 | - |
| 2024 | 121.00 | 22.63 | 0.19 | - |
| 2025 | 27.10 | -3.49 | -0.13 | - |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.33% | 41.88% |
| 6M | -2.64% | 22.91% |
| YTD | -3.49% | 27.1% |
| 1Y | -13.23% | 82.29% |
| 3Y (ann.) | 11.44% | 77.48% |
| 5Y (ann.) | 15.1% | 33.54% |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Max Drawdown | -24.35% | -67.18% |
| Longest DD Days | 279.0 | 683.0 |
| Avg. Drawdown | -3.85% | -7.58% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 2.61 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -24.35 | 237 |
| 2022-07-20 | 2023-04-25 | -20.71 | 279 |
| 2022-03-01 | 2022-07-18 | -16.41 | 139 |
| 2023-07-14 | 2024-02-28 | -14.45 | 229 |
| 2024-08-09 | 2024-11-10 | -8.39 | 93 |
| 2023-04-26 | 2023-06-20 | -6.55 | 55 |
| 2022-01-26 | 2022-02-06 | -5.54 | 11 |
| 2024-06-03 | 2024-07-10 | -5.29 | 36 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11371018:btcusd:triple_med_gx:lsma55_15 | 11371018:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.23% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 20.22% | 43.77% |
| Worst Month | -13.99% | -37.12% |
| Best Year | 30.44% | 155.54% |
| Worst Year | -3.49% | -61.64% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 4.17% | 8.13% |
| Avg. Down Week | -2.38% | -3.59% |
| Avg. Up Month | 7.93% | 16.79% |
| Avg. Down Month | -5.03% | -11.87% |
| Win Days % | 44.02% | 51.23% |
| Win Month % | 54.76% | 60.47% |
| Win Week % | 42.52% | 51.61% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |