| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 2.37% | 188.02% |
| Max Drawdown | -36.29% | -67.18% |
| Sharpe | 0.07 | 0.42 |
| Sortino | 0.1 | 0.61 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.53 | 0.62 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 35.27 | 3.47 |
| Outlier Loss Ratio | 4.25 | 3.44 |
| Volatility (ann.) | 10.74% | 26.33% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.02 | 0.53 |
| Skew | 1.68 | 0.18 |
| Kurtosis | 56.13 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.49% |
| Expected Yearly % | 0.59% | 30.27% |
| Kelly Criterion | -3.18% | 7.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.24% |
| Expected Shortfall (cVaR) | -0.92% | -2.24% |
| Year | 11371048:BTCUSD | 11371048:btcusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -6.98 | 0.11 | + |
| 2023 | 155.54 | 1.57 | 0.01 | - |
| 2024 | 121.00 | 6.47 | 0.05 | - |
| 2025 | 30.14 | 1.76 | 0.06 | - |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| MTD | 3.08% | 13.36% |
| 3M | 3.48% | 45.08% |
| 6M | -0.26% | 28.47% |
| YTD | 1.76% | 30.14% |
| 1Y | -11.15% | 105.13% |
| 3Y (ann.) | -7.92% | 81.7% |
| 5Y (ann.) | 0.67% | 35.5% |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Max Drawdown | -36.29% | -67.18% |
| Longest DD Days | 1089.0 | 683.0 |
| Avg. Drawdown | -5.22% | -7.5% |
| Avg. Drawdown Days | 82.0 | 36.0 |
| Recovery Factor | 0.07 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-14 | -36.29 | 1089 |
| 2022-05-05 | 2022-06-20 | -11.52 | 46 |
| 2022-06-21 | 2022-07-05 | -5.90 | 13 |
| 2022-01-30 | 2022-02-28 | -5.89 | 29 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-03-17 | 2022-04-19 | -5.02 | 33 |
| 2022-07-09 | 2022-07-19 | -2.84 | 9 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| Metric | 11371048:btcusd:triple_med_gx:lsma65_15 | 11371048:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.78% | 35.75% |
| Worst Week | -7.99% | -29.64% |
| Best Month | 13.28% | 43.77% |
| Worst Month | -9.66% | -37.12% |
| Best Year | 6.47% | 155.54% |
| Worst Year | -6.98% | -60.81% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.64% | 7.65% |
| Avg. Down Week | -2.2% | -3.06% |
| Avg. Up Month | 4.39% | 13.84% |
| Avg. Down Month | -3.94% | -9.31% |
| Win Days % | 44.69% | 51.26% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 41.07% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |