| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -7.59% | 183.01% |
| Max Drawdown | -29.78% | -67.18% |
| Sharpe | 0.01 | 0.41 |
| Sortino | 0.01 | 0.6 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 31.79 | 3.59 |
| Outlier Loss Ratio | 4.85 | 3.51 |
| Volatility (ann.) | 11.27% | 26.3% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.07 | 0.52 |
| Skew | 1.67 | 0.18 |
| Kurtosis | 46.84 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.45% |
| Expected Yearly % | -1.96% | 29.7% |
| Kelly Criterion | -4.59% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11371646:BTCUSD | 11371646:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -8.03 | 0.13 | + |
| 2023 | 155.54 | 9.79 | 0.06 | - |
| 2024 | 121.00 | -2.22 | -0.02 | - |
| 2025 | 30.14 | -6.40 | -0.21 | - |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| MTD | 2.66% | 13.36% |
| 3M | -2.11% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -6.4% | 30.14% |
| 1Y | -12.41% | 105.13% |
| 3Y (ann.) | -3.77% | 81.7% |
| 5Y (ann.) | -2.23% | 34.66% |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Max Drawdown | -29.78% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -7.41% | -7.49% |
| Avg. Drawdown Days | 97.0 | 37.0 |
| Recovery Factor | -0.25 | 2.72 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-22 | 2024-04-08 | -29.78 | 625 |
| 2024-04-12 | 2025-07-14 | -22.85 | 458 |
| 2022-03-03 | 2022-06-24 | -14.54 | 112 |
| 2022-07-08 | 2022-07-22 | -8.88 | 14 |
| 2022-02-01 | 2022-02-28 | -8.12 | 26 |
| 2022-01-15 | 2022-01-29 | -4.04 | 14 |
| 2022-06-27 | 2022-07-08 | -3.57 | 10 |
| 2024-04-08 | 2024-04-10 | -1.36 | 2 |
| 2022-06-24 | 2022-06-24 | -0.99 | 0 |
| 2024-04-11 | 2024-04-12 | -0.92 | 1 |
| Metric | 11371646:btcusd:triple_med_gx:lsma55_20 | 11371646:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -7.29% | -29.64% |
| Best Month | 17.86% | 43.77% |
| Worst Month | -12.59% | -37.12% |
| Best Year | 9.79% | 155.54% |
| Worst Year | -8.03% | -61.49% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 3.2% | 7.81% |
| Avg. Down Week | -2.12% | -4.27% |
| Avg. Up Month | 3.66% | 18.74% |
| Avg. Down Month | -5.03% | -10.99% |
| Win Days % | 41.08% | 51.25% |
| Win Month % | 48.84% | 60.47% |
| Win Week % | 40.4% | 51.87% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |