| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.01% | 190.14% |
| Max Drawdown | -31.22% | -67.18% |
| Sharpe | -0.0 | 0.42 |
| Sortino | -0.0 | 0.61 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 0.97 | 1.06 |
| CPC Index | 0.5 | 0.62 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 42.8 | 3.35 |
| Outlier Loss Ratio | 3.89 | 3.33 |
| Volatility (ann.) | 9.95% | 26.33% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.07 | 0.53 |
| Skew | 2.07 | 0.18 |
| Kurtosis | 70.07 | 6.34 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.17% | 2.51% |
| Expected Yearly % | -1.8% | 30.51% |
| Kelly Criterion | -5.05% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11371812:BTCUSD | 11371812:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -16.71 | 0.28 | + |
| 2023 | 155.54 | 10.97 | 0.07 | - |
| 2024 | 121.00 | 9.45 | 0.08 | - |
| 2025 | 30.14 | -8.07 | -0.27 | - |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 2.55% | 45.08% |
| 6M | -8.07% | 28.47% |
| YTD | -8.07% | 30.14% |
| 1Y | -25.05% | 105.13% |
| 3Y (ann.) | -4.4% | 81.7% |
| 5Y (ann.) | -2.06% | 35.72% |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Max Drawdown | -31.22% | -67.18% |
| Longest DD Days | 711.0 | 683.0 |
| Avg. Drawdown | -6.67% | -7.32% |
| Avg. Drawdown Days | 82.0 | 35.0 |
| Recovery Factor | -0.22 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-14 | -31.22 | 365 |
| 2022-07-20 | 2024-06-30 | -31.06 | 711 |
| 2022-05-05 | 2022-07-19 | -14.93 | 75 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-05-05 | -3.98 | 19 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11371812:btcusd:triple_med_gx:lsma55_20 | 11371812:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 15.56% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 17.26% | 43.77% |
| Worst Month | -10.74% | -37.12% |
| Best Year | 10.97% | 155.54% |
| Worst Year | -16.71% | -60.52% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.83% | -0.84% |
| Avg. Up Week | 3.48% | 9.46% |
| Avg. Down Week | -1.88% | -3.7% |
| Avg. Up Month | 7.05% | 15.05% |
| Avg. Down Month | -4.63% | -11.28% |
| Win Days % | 44.71% | 51.27% |
| Win Month % | 34.88% | 60.47% |
| Win Week % | 35.92% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |