| Metric | 11371046:btcusd:triple_med_gx:lsma55_15 | 11371046:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 31.52% | 188.02% |
| Max Drawdown | -29.42% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.39 | 0.61 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 39.6 | 3.4 |
| Outlier Loss Ratio | 4.14 | 3.31 |
| Volatility (ann.) | 9.96% | 26.33% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.28 | 0.53 |
| Skew | 2.3 | 0.18 |
| Kurtosis | 69.93 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.49% |
| Expected Yearly % | 7.09% | 30.27% |
| Kelly Criterion | -0.13% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.24% |
| Expected Shortfall (cVaR) | -0.85% | -2.24% |
| Year | 11371046:BTCUSD | 11371046:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -10.52 | 0.17 | + |
| 2023 | 155.54 | 23.36 | 0.15 | - |
| 2024 | 121.00 | 17.24 | 0.14 | - |
| 2025 | 30.14 | 1.63 | 0.05 | - |
| Metric | 11371046:btcusd:triple_med_gx:lsma55_15 | 11371046:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 3.8% | 45.08% |
| 6M | 1.63% | 28.47% |
| YTD | 1.63% | 30.14% |
| 1Y | -9.41% | 105.13% |
| 3Y (ann.) | 5.33% | 81.7% |
| 5Y (ann.) | 8.19% | 35.5% |
| Metric | 11371046:btcusd:triple_med_gx:lsma55_15 | 11371046:BTCUSD |
|---|---|---|
| Max Drawdown | -29.42% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -4.29% | -7.5% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 1.07 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-02-28 | -29.42 | 588 |
| 2024-08-09 | 2025-07-14 | -21.02 | 339 |
| 2022-03-01 | 2022-07-07 | -11.90 | 128 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2024-04-08 | 2024-05-18 | -4.94 | 39 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-05 | 2024-07-01 | -3.99 | 25 |
| 2022-07-08 | 2022-07-18 | -3.37 | 9 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371046:btcusd:triple_med_gx:lsma55_15 | 11371046:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -6.99% | -29.64% |
| Best Month | 19.94% | 43.77% |
| Worst Month | -9.73% | -37.12% |
| Best Year | 23.36% | 155.54% |
| Worst Year | -10.52% | -60.81% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.44% | 8.1% |
| Avg. Down Week | -2.25% | -2.96% |
| Avg. Up Month | 6.76% | 15.16% |
| Avg. Down Month | -4.15% | -9.06% |
| Win Days % | 45.19% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 47.06% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |