| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 4.28% | 220.31% |
| Max Drawdown | -20.07% | -67.18% |
| Sharpe | 0.08 | 0.45 |
| Sortino | 0.11 | 0.66 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 61.35 | 3.24 |
| Outlier Loss Ratio | 3.67 | 3.03 |
| Volatility (ann.) | 7.87% | 26.14% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.06 | 0.6 |
| Skew | 1.82 | 0.2 |
| Kurtosis | 111.87 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.74% |
| Expected Yearly % | 1.05% | 33.78% |
| Kelly Criterion | -4.01% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.22% |
| Expected Shortfall (cVaR) | -0.68% | -2.22% |
| Year | 11371190:BTCUSD | 11371190:btcusd:triple_med_gx:lsma55_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -6.66 | 0.12 | + |
| 2023 | 155.54 | 20.46 | 0.13 | - |
| 2024 | 121.00 | 9.96 | 0.08 | - |
| 2025 | 30.14 | -15.66 | -0.52 | - |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 3.0% | 45.08% |
| 6M | -16.58% | 28.47% |
| YTD | -15.66% | 30.14% |
| 1Y | -12.58% | 105.13% |
| 3Y (ann.) | -0.17% | 81.7% |
| 5Y (ann.) | 1.22% | 40.11% |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Max Drawdown | -20.07% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.55% | -6.34% |
| Avg. Drawdown Days | 68.0 | 32.0 |
| Recovery Factor | 0.21 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-04 | 2025-07-14 | -20.07 | 191 |
| 2022-04-21 | 2023-10-20 | -17.72 | 546 |
| 2024-04-23 | 2024-10-29 | -10.91 | 189 |
| 2024-01-02 | 2024-02-28 | -5.77 | 56 |
| 2024-02-29 | 2024-04-08 | -5.15 | 38 |
| 2024-10-30 | 2025-01-03 | -4.71 | 65 |
| 2024-04-08 | 2024-04-22 | -2.79 | 14 |
| 2022-01-31 | 2022-01-31 | -2.38 | 0 |
| 2022-03-02 | 2022-03-16 | -1.85 | 14 |
| 2023-11-25 | 2023-12-01 | -1.85 | 6 |
| Metric | 11371190:btcusd:triple_med_gx:lsma55_15 | 11371190:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.56% | 35.75% |
| Worst Week | -12.99% | -29.64% |
| Best Month | 11.56% | 43.77% |
| Worst Month | -13.7% | -37.12% |
| Best Year | 20.46% | 155.54% |
| Worst Year | -15.66% | -56.42% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 2.46% | 8.07% |
| Avg. Down Week | -1.65% | -1.74% |
| Avg. Up Month | 3.35% | 16.03% |
| Avg. Down Month | -3.85% | -9.19% |
| Win Days % | 45.8% | 51.32% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 49.28% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |