| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.23% | 175.31% |
| Max Drawdown | -20.17% | -67.18% |
| Sharpe | 0.26 | 0.41 |
| Sortino | 0.44 | 0.59 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.74 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.63 | 3.09 |
| Outlier Loss Ratio | 4.89 | 3.0 |
| Volatility (ann.) | 6.84% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.32 | 0.5 |
| Skew | 4.51 | 0.18 |
| Kurtosis | 109.18 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.38% |
| Expected Yearly % | 5.57% | 28.81% |
| Kelly Criterion | -2.63% | 15.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11376437:BTCUSD | 11376437:btcusd:triple_med_gx:lsma55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 6.21 | -0.10 | + |
| 2023 | 155.54 | 4.49 | 0.03 | - |
| 2024 | 121.00 | 11.14 | 0.09 | - |
| 2025 | 27.10 | 0.72 | 0.03 | - |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 1.52% | 41.88% |
| 6M | 1.43% | 22.91% |
| YTD | 0.72% | 27.1% |
| 1Y | 4.9% | 82.29% |
| 3Y (ann.) | 0.33% | 77.48% |
| 5Y (ann.) | 6.39% | 33.54% |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Max Drawdown | -20.17% | -67.18% |
| Longest DD Days | 907.0 | 683.0 |
| Avg. Drawdown | -3.13% | -7.58% |
| Avg. Drawdown Days | 76.0 | 37.0 |
| Recovery Factor | 1.2 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-11-10 | -20.17 | 907 |
| 2024-12-17 | 2025-07-17 | -13.41 | 211 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-03-15 | 2022-03-22 | -2.91 | 7 |
| 2022-03-22 | 2022-05-04 | -2.77 | 42 |
| 2024-11-26 | 2024-12-05 | -2.45 | 8 |
| 2024-12-05 | 2024-12-17 | -2.05 | 11 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-03-01 | 2022-03-14 | -0.72 | 13 |
| 2022-01-28 | 2022-02-06 | -0.70 | 9 |
| Metric | 11376437:btcusd:triple_med_gx:lsma55_45 | 11376437:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 10.47% | 35.75% |
| Worst Week | -5.71% | -29.64% |
| Best Month | 17.4% | 43.77% |
| Worst Month | -8.91% | -37.12% |
| Best Year | 11.14% | 155.54% |
| Worst Year | 0.72% | -61.64% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 2.06% | 8.08% |
| Avg. Down Week | -1.1% | -3.39% |
| Avg. Up Month | 4.17% | 15.35% |
| Avg. Down Month | -2.46% | -11.31% |
| Win Days % | 39.73% | 51.23% |
| Win Month % | 45.24% | 60.47% |
| Win Week % | 45.87% | 51.61% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 100.0% | 75.0% |