| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.32% | 175.31% |
| Max Drawdown | -28.78% | -67.18% |
| Sharpe | 0.07 | 0.41 |
| Sortino | 0.11 | 0.59 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.79 | 1.06 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.77 | 0.99 |
| Outlier Win Ratio | 49.85 | 3.26 |
| Outlier Loss Ratio | 4.28 | 3.2 |
| Volatility (ann.) | 8.47% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 0.5 |
| Skew | 2.43 | 0.18 |
| Kurtosis | 66.58 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.38% |
| Expected Yearly % | 0.82% | 28.81% |
| Kelly Criterion | -5.94% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11374426:BTCUSD | 11374426:btcusd:triple_med_gx:lsma55_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 21.87 | -0.35 | + |
| 2023 | 155.54 | -1.97 | -0.01 | - |
| 2024 | 121.00 | -5.54 | -0.05 | - |
| 2025 | 27.10 | -8.45 | -0.31 | - |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| MTD | 1.92% | 10.71% |
| 3M | -2.53% | 41.88% |
| 6M | -7.8% | 22.91% |
| YTD | -8.45% | 27.1% |
| 1Y | -23.22% | 82.29% |
| 3Y (ann.) | -7.24% | 77.48% |
| 5Y (ann.) | 0.94% | 33.54% |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Max Drawdown | -28.78% | -67.18% |
| Longest DD Days | 1092.0 | 683.0 |
| Avg. Drawdown | -3.49% | -7.58% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 0.12 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2025-07-17 | -28.78 | 1092 |
| 2022-03-22 | 2022-06-21 | -5.34 | 90 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-21 | 2022-07-07 | -4.08 | 15 |
| 2022-03-13 | 2022-03-14 | -3.41 | 1 |
| 2022-03-15 | 2022-03-22 | -2.91 | 7 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-07-08 | 2022-07-18 | -1.56 | 10 |
| Metric | 11374426:btcusd:triple_med_gx:lsma55_35 | 11374426:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 18.04% | 43.77% |
| Worst Month | -10.89% | -37.12% |
| Best Year | 21.87% | 155.54% |
| Worst Year | -8.45% | -61.64% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 3.01% | 8.46% |
| Avg. Down Week | -2.05% | -2.84% |
| Avg. Up Month | 5.34% | 13.16% |
| Avg. Down Month | -3.13% | -11.15% |
| Win Days % | 42.88% | 51.23% |
| Win Month % | 44.19% | 60.47% |
| Win Week % | 39.45% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |