| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -21.56% | 183.01% |
| Max Drawdown | -28.59% | -67.18% |
| Sharpe | -0.11 | 0.41 |
| Sortino | -0.17 | 0.6 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 0.96 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.48 | 0.64 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 37.91 | 3.54 |
| Outlier Loss Ratio | 4.65 | 3.41 |
| Volatility (ann.) | 10.42% | 26.3% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.23 | 0.52 |
| Skew | 1.17 | 0.18 |
| Kurtosis | 49.14 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.56% | 2.45% |
| Expected Yearly % | -5.89% | 29.7% |
| Kelly Criterion | -7.55% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11372423:BTCUSD | 11372423:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -21.74 | 0.35 | + |
| 2023 | 155.54 | 22.70 | 0.15 | - |
| 2024 | 121.00 | -2.92 | -0.02 | - |
| 2025 | 30.14 | -15.86 | -0.53 | - |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -5.22% | 45.08% |
| 6M | -12.31% | 28.47% |
| YTD | -15.86% | 30.14% |
| 1Y | -16.94% | 105.13% |
| 3Y (ann.) | -6.79% | 81.7% |
| 5Y (ann.) | -6.71% | 34.66% |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Max Drawdown | -28.59% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -7.38% | -7.49% |
| Avg. Drawdown Days | 115.0 | 37.0 |
| Recovery Factor | -0.75 | 2.72 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -28.59 | 458 |
| 2022-04-19 | 2024-03-24 | -26.09 | 705 |
| 2022-01-30 | 2022-02-28 | -10.77 | 29 |
| 2022-03-01 | 2022-04-18 | -7.82 | 48 |
| 2022-01-15 | 2022-01-28 | -3.14 | 13 |
| 2024-03-29 | 2024-04-10 | -2.13 | 12 |
| 2024-03-25 | 2024-03-28 | -1.17 | 3 |
| 2024-04-11 | 2024-04-12 | -0.92 | 1 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2022-01-15 | 2022-01-15 | -0.20 | 0 |
| Metric | 11372423:btcusd:triple_med_gx:lsma55_25 | 11372423:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 14.01% | 43.77% |
| Worst Month | -7.81% | -37.12% |
| Best Year | 22.7% | 155.54% |
| Worst Year | -21.74% | -61.49% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.39% | 7.93% |
| Avg. Down Week | -1.9% | -4.16% |
| Avg. Up Month | 4.61% | 21.57% |
| Avg. Down Month | -3.73% | -10.79% |
| Win Days % | 40.16% | 51.25% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 33.09% | 51.87% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |