| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 44.43% | 222.44% |
| Max Drawdown | -26.59% | -67.18% |
| Sharpe | 0.32 | 0.45 |
| Sortino | 0.47 | 0.66 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.44 | 1.0 |
| Outlier Win Ratio | 35.77 | 3.29 |
| Outlier Loss Ratio | 4.25 | 3.32 |
| Volatility (ann.) | 9.73% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.42 | 0.6 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 51.8 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.76% |
| Expected Yearly % | 9.63% | 34.0% |
| Kelly Criterion | 2.83% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11377297:BTCUSD | 11377297:btcusd:triple_med_gx:lsma115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 42.51 | -0.76 | + |
| 2023 | 155.54 | -16.95 | -0.11 | - |
| 2024 | 121.00 | 16.13 | 0.13 | - |
| 2025 | 30.14 | 5.09 | 0.17 | - |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 16.55% | 45.08% |
| 6M | 3.99% | 28.47% |
| YTD | 5.09% | 30.14% |
| 1Y | 14.4% | 105.13% |
| 3Y (ann.) | 5.53% | 81.7% |
| 5Y (ann.) | 11.23% | 40.34% |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Max Drawdown | -26.59% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.36% |
| Avg. Drawdown Days | 48.0 | 32.0 |
| Recovery Factor | 1.67 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -26.59 | 904 |
| 2022-04-26 | 2022-06-06 | -13.21 | 40 |
| 2022-06-06 | 2022-07-18 | -10.77 | 41 |
| 2022-07-24 | 2022-09-09 | -9.97 | 46 |
| 2022-10-25 | 2022-11-23 | -4.85 | 28 |
| 2022-03-05 | 2022-03-24 | -3.89 | 19 |
| 2022-10-05 | 2022-10-25 | -3.71 | 20 |
| 2022-04-02 | 2022-04-25 | -2.59 | 23 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-09-16 | 2022-10-03 | -2.14 | 17 |
| Metric | 11377297:btcusd:triple_med_gx:lsma115_50 | 11377297:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -7.48% | -29.64% |
| Best Month | 16.67% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 42.51% | 155.54% |
| Worst Year | -16.95% | -56.13% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 4.18% | 5.31% |
| Avg. Down Week | -2.39% | -5.02% |
| Avg. Up Month | 5.35% | 16.98% |
| Avg. Down Month | -3.15% | -13.86% |
| Win Days % | 48.84% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 45.36% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |