| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 43.8% | 175.31% |
| Max Drawdown | -16.79% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.62 | 0.59 |
| Payoff Ratio | 1.43 | 1.36 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.71 | 0.75 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 53.37 | 3.21 |
| Outlier Loss Ratio | 4.59 | 3.13 |
| Volatility (ann.) | 8.31% | 26.29% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.65 | 0.5 |
| Skew | 5.5 | 0.18 |
| Kurtosis | 110.61 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.38% |
| Expected Yearly % | 9.51% | 28.81% |
| Kelly Criterion | 0.51% | 15.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11375407:BTCUSD | 11375407:btcusd:triple_med_gx:lsma55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 21.88 | -0.35 | + |
| 2023 | 155.54 | 22.97 | 0.15 | - |
| 2024 | 121.00 | 1.44 | 0.01 | - |
| 2025 | 27.10 | -5.41 | -0.20 | - |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| MTD | 1.56% | 10.71% |
| 3M | -1.93% | 41.88% |
| 6M | -3.7% | 22.91% |
| YTD | -5.41% | 27.1% |
| 1Y | -12.3% | 82.29% |
| 3Y (ann.) | 3.87% | 77.48% |
| 5Y (ann.) | 10.93% | 33.54% |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Max Drawdown | -16.79% | -67.18% |
| Longest DD Days | 263.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.58% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 2.61 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-17 | -16.79 | 223 |
| 2022-07-20 | 2023-03-13 | -13.33 | 236 |
| 2023-07-06 | 2024-03-25 | -12.15 | 263 |
| 2024-08-23 | 2024-12-05 | -8.30 | 103 |
| 2022-03-22 | 2022-05-17 | -4.87 | 55 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-21 | 2022-07-07 | -4.08 | 16 |
| 2023-05-18 | 2023-06-20 | -3.68 | 33 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2022-03-15 | 2022-03-22 | -2.91 | 7 |
| Metric | 11375407:btcusd:triple_med_gx:lsma55_40 | 11375407:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.09% | 35.75% |
| Worst Week | -6.94% | -29.64% |
| Best Month | 17.77% | 43.77% |
| Worst Month | -10.36% | -37.12% |
| Best Year | 22.97% | 155.54% |
| Worst Year | -5.41% | -61.64% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.97% | 8.02% |
| Avg. Down Week | -1.47% | -3.19% |
| Avg. Up Month | 5.12% | 14.72% |
| Avg. Down Month | -2.71% | -13.04% |
| Win Days % | 41.38% | 51.23% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 43.64% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |