| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 20.23% | 188.02% |
| Max Drawdown | -29.22% | -67.18% |
| Sharpe | 0.19 | 0.42 |
| Sortino | 0.3 | 0.61 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 43.87 | 3.32 |
| Outlier Loss Ratio | 4.06 | 3.25 |
| Volatility (ann.) | 9.4% | 26.33% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.19 | 0.53 |
| Skew | 3.24 | 0.18 |
| Kurtosis | 79.77 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.49% |
| Expected Yearly % | 4.71% | 30.27% |
| Kelly Criterion | -1.6% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11371823:BTCUSD | 11371823:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | -14.55 | 0.24 | + |
| 2023 | 155.54 | 26.28 | 0.17 | - |
| 2024 | 121.00 | 12.98 | 0.11 | - |
| 2025 | 30.14 | -1.39 | -0.05 | - |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| MTD | 3.03% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -1.39% | 30.14% |
| 1Y | -12.49% | 105.13% |
| 3Y (ann.) | 3.97% | 81.7% |
| 5Y (ann.) | 5.43% | 35.5% |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823:BTCUSD |
|---|---|---|
| Max Drawdown | -29.22% | -67.18% |
| Longest DD Days | 577.0 | 683.0 |
| Avg. Drawdown | -4.55% | -7.5% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 0.69 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-02-28 | -29.22 | 577 |
| 2024-10-07 | 2025-07-14 | -22.52 | 279 |
| 2022-05-05 | 2022-07-19 | -14.98 | 75 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2024-07-14 | 2024-08-23 | -4.94 | 40 |
| 2024-04-08 | 2024-05-17 | -4.94 | 39 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-17 | 2022-04-18 | -4.18 | 32 |
| 2024-06-05 | 2024-06-30 | -3.52 | 25 |
| Metric | 11371823:btcusd:triple_med_gx:lsma55_20 | 11371823: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 | 18.01% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 26.28% | 155.54% |
| Worst Year | -14.55% | -60.81% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 3.61% | 8.46% |
| Avg. Down Week | -1.98% | -2.78% |
| Avg. Up Month | 5.81% | 14.81% |
| Avg. Down Month | -4.15% | -11.06% |
| Win Days % | 44.73% | 51.26% |
| Win Month % | 50.0% | 60.47% |
| Win Week % | 40.43% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |