| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 34.47% | 198.43% |
| Max Drawdown | -22.92% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 40.12 | 3.4 |
| Outlier Loss Ratio | 3.98 | 3.3 |
| Volatility (ann.) | 10.0% | 26.29% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.39 | 0.55 |
| Skew | 2.65 | 0.19 |
| Kurtosis | 68.59 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.58% |
| Expected Yearly % | 7.68% | 31.43% |
| Kelly Criterion | 0.33% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11371058:BTCUSD | 11371058:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -3.76 | 0.06 | + |
| 2023 | 155.54 | 5.52 | 0.04 | - |
| 2024 | 121.00 | 19.38 | 0.16 | - |
| 2025 | 30.14 | 10.91 | 0.36 | - |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| MTD | 2.93% | 13.36% |
| 3M | 12.03% | 45.08% |
| 6M | 10.91% | 28.47% |
| YTD | 10.91% | 30.14% |
| 1Y | 3.13% | 105.13% |
| 3Y (ann.) | 7.23% | 81.7% |
| 5Y (ann.) | 8.88% | 36.92% |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Max Drawdown | -22.92% | -67.18% |
| Longest DD Days | 711.0 | 683.0 |
| Avg. Drawdown | -4.81% | -6.95% |
| Avg. Drawdown Days | 68.0 | 34.0 |
| Recovery Factor | 1.5 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-07-01 | -22.92 | 711 |
| 2024-08-25 | 2025-07-14 | -17.84 | 323 |
| 2022-05-05 | 2022-07-07 | -11.72 | 63 |
| 2024-08-09 | 2024-08-23 | -5.78 | 14 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-03-11 | 2022-05-05 | -5.04 | 55 |
| 2022-01-30 | 2022-02-28 | -4.86 | 29 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-08 | 2022-07-18 | -2.77 | 9 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11371058:btcusd:triple_med_gx:lsma55_15 | 11371058:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 10.86% | 35.75% |
| Worst Week | -6.75% | -29.64% |
| Best Month | 18.78% | 43.77% |
| Worst Month | -9.44% | -37.12% |
| Best Year | 19.38% | 155.54% |
| Worst Year | -3.76% | -59.39% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 3.12% | 8.02% |
| Avg. Down Week | -1.8% | -3.32% |
| Avg. Up Month | 6.89% | 13.37% |
| Avg. Down Month | -4.36% | -9.11% |
| Win Days % | 45.81% | 51.25% |
| Win Month % | 46.51% | 60.47% |
| Win Week % | 44.12% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |