| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -10.9% | 173.52% |
| Max Drawdown | -28.27% | -67.18% |
| Sharpe | -0.09 | 0.41 |
| Sortino | -0.13 | 0.6 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.44 | 0.56 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 73.98 | 3.02 |
| Outlier Loss Ratio | 3.87 | 2.99 |
| Volatility (ann.) | 6.6% | 26.06% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.12 | 0.51 |
| Skew | -0.89 | 0.18 |
| Kurtosis | 75.78 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.42% |
| Expected Yearly % | -2.84% | 28.6% |
| Kelly Criterion | -8.18% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.21% |
| Expected Shortfall (cVaR) | -0.57% | -2.21% |
| Year | 11372162:BTCUSD | 11372162:btcusd:triple_med_gx:lsma55_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 1.72 | -0.03 | + |
| 2023 | 155.54 | 8.38 | 0.05 | - |
| 2024 | 121.00 | -7.54 | -0.06 | - |
| 2025 | 30.14 | -12.60 | -0.42 | - |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -4.51% | 45.08% |
| 6M | -15.49% | 28.47% |
| YTD | -12.6% | 30.14% |
| 1Y | -11.41% | 105.13% |
| 3Y (ann.) | -4.04% | 81.7% |
| 5Y (ann.) | -3.31% | 34.15% |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Max Drawdown | -28.27% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.98% | -7.36% |
| Avg. Drawdown Days | 83.0 | 39.0 |
| Recovery Factor | -0.39 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-14 | -28.27 | 461 |
| 2023-03-14 | 2023-12-02 | -11.26 | 263 |
| 2022-09-24 | 2023-02-17 | -9.68 | 146 |
| 2023-12-23 | 2024-02-28 | -6.43 | 67 |
| 2022-03-02 | 2022-05-22 | -5.66 | 81 |
| 2022-06-26 | 2022-09-23 | -4.15 | 89 |
| 2023-02-19 | 2023-02-20 | -1.95 | 1 |
| 2023-12-03 | 2023-12-22 | -0.54 | 19 |
| 2023-02-18 | 2023-02-18 | -0.50 | 0 |
| 2022-06-25 | 2022-06-26 | -0.39 | 0 |
| Metric | 11372162:btcusd:triple_med_gx:lsma55_20 | 11372162:BTCUSD |
|---|---|---|
| Best Day | 4.14% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.14% | 35.75% |
| Worst Week | -9.6% | -29.64% |
| Best Month | 10.14% | 43.77% |
| Worst Month | -9.86% | -37.12% |
| Best Year | 8.38% | 155.54% |
| Worst Year | -12.6% | -62.78% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 2.54% | 8.63% |
| Avg. Down Week | -1.81% | -3.04% |
| Avg. Up Month | 4.14% | 14.38% |
| Avg. Down Month | -3.46% | -11.51% |
| Win Days % | 44.81% | 51.29% |
| Win Month % | 39.39% | 59.52% |
| Win Week % | 45.59% | 50.82% |
| Win Quarter % | 35.71% | 60.0% |
| Win Year % | 50.0% | 75.0% |