| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 5.36% | 184.67% |
| Max Drawdown | -33.5% | -67.18% |
| Sharpe | 0.09 | 0.42 |
| Sortino | 0.13 | 0.6 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 39.27 | 3.45 |
| Outlier Loss Ratio | 3.98 | 3.34 |
| Volatility (ann.) | 10.28% | 26.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.04 | 0.52 |
| Skew | 1.86 | 0.18 |
| Kurtosis | 61.64 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.46% |
| Expected Yearly % | 1.31% | 29.89% |
| Kelly Criterion | -3.22% | 9.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11371802:BTCUSD | 11371802:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -15.77 | 0.26 | + |
| 2023 | 155.54 | 20.41 | 0.13 | - |
| 2024 | 121.00 | 11.92 | 0.10 | - |
| 2025 | 30.14 | -7.19 | -0.24 | - |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 3.92% | 45.08% |
| 6M | -7.19% | 28.47% |
| YTD | -7.19% | 30.14% |
| 1Y | -20.48% | 105.13% |
| 3Y (ann.) | -2.17% | 81.7% |
| 5Y (ann.) | 1.51% | 34.95% |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Max Drawdown | -33.5% | -67.18% |
| Longest DD Days | 685.0 | 683.0 |
| Avg. Drawdown | -5.31% | -7.55% |
| Avg. Drawdown Days | 64.0 | 36.0 |
| Recovery Factor | 0.16 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-06-04 | -33.50 | 685 |
| 2024-07-14 | 2025-07-14 | -27.77 | 365 |
| 2022-03-22 | 2022-07-18 | -12.07 | 117 |
| 2022-01-26 | 2022-01-29 | -5.71 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-06-20 | 2024-07-01 | -4.38 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| Metric | 11371802:btcusd:triple_med_gx:lsma55_20 | 11371802:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 17.8% | 43.77% |
| Worst Month | -16.08% | -37.12% |
| Best Year | 20.41% | 155.54% |
| Worst Year | -15.77% | -61.27% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.21% | 8.82% |
| Avg. Down Week | -2.06% | -3.56% |
| Avg. Up Month | 6.12% | 18.62% |
| Avg. Down Month | -5.25% | -11.58% |
| Win Days % | 44.24% | 51.26% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 41.59% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |