| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 29.53% | 175.31% |
| Max Drawdown | -36.17% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.37 | 0.59 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.6 | 0.68 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 37.16 | 3.54 |
| Outlier Loss Ratio | 4.35 | 3.42 |
| Volatility (ann.) | 10.5% | 26.29% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.21 | 0.5 |
| Skew | 2.77 | 0.18 |
| Kurtosis | 55.73 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.38% |
| Expected Yearly % | 6.68% | 28.81% |
| Kelly Criterion | -1.39% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.23% |
| Expected Shortfall (cVaR) | -0.9% | -2.23% |
| Year | 11372625:BTCUSD | 11372625:btcusd:triple_med_gx:lsma55_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 32.91 | -0.53 | + |
| 2023 | 155.54 | 23.87 | 0.15 | - |
| 2024 | 121.00 | -3.08 | -0.03 | - |
| 2025 | 27.10 | -18.82 | -0.69 | - |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.82% | 41.88% |
| 6M | -18.25% | 22.91% |
| YTD | -18.82% | 27.1% |
| 1Y | -33.75% | 82.29% |
| 3Y (ann.) | -2.98% | 77.48% |
| 5Y (ann.) | 7.67% | 33.54% |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Max Drawdown | -36.17% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -3.79% | -7.58% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 0.82 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-14 | 2025-07-17 | -36.17 | 367 |
| 2022-07-20 | 2023-04-26 | -16.24 | 279 |
| 2023-07-06 | 2024-03-24 | -12.95 | 262 |
| 2023-04-26 | 2023-06-20 | -6.44 | 54 |
| 2022-05-16 | 2022-06-19 | -5.10 | 34 |
| 2022-03-22 | 2022-05-15 | -4.62 | 54 |
| 2022-07-08 | 2022-07-18 | -4.58 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-21 | 2022-07-06 | -4.08 | 15 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| Metric | 11372625:btcusd:triple_med_gx:lsma55_25 | 11372625:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 11.06% | 35.75% |
| Worst Week | -8.47% | -29.64% |
| Best Month | 18.15% | 43.77% |
| Worst Month | -12.81% | -37.12% |
| Best Year | 32.91% | 155.54% |
| Worst Year | -18.82% | -61.64% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.43% | 8.4% |
| Avg. Down Week | -2.66% | -4.02% |
| Avg. Up Month | 6.21% | 16.48% |
| Avg. Down Month | -6.4% | -9.66% |
| Win Days % | 43.06% | 51.23% |
| Win Month % | 59.52% | 60.47% |
| Win Week % | 47.46% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |